Omar El Housni

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PhD Student
Industrial Engineering and Operations Research Department
Columbia University
500 West 120th Street
New York, NY 10027

Email: oe2148 At columbia Dot edu

My CV

Brief Biography

I am a graduate student in the IEOR Department at Columbia University. My advisor is Prof. Vineet Goyal. My research interests include Robust and Adaptive optimization, Approximation algorithms, Revenue management and Choice modeling. Prior to joining Columbia, I graduated from Ecole Polytechnique.

Publications

Piecewise Static Policies for Two-stage Adjustable Robust Linear Optimization. To appear in Math Programming.
(joint with Vineet Goyal.) Selected as Finalist in INFORMS Undergraduate OR Student Paper Competition (2015).

A Tractable Approach for designing Piecewise Affine Policies in Dynamic Robust Optimization. Under review in Math Programming .
(joint with Aharon Ben-Tal and Vineet Goyal )

Beyond Worst-case: A Probabilistic Analysis of Affine Policies in Dynamic Optimization. To Appear in Advances in Neural Information Processing Systems (NIPS), 2017.
(joint with Vineet Goyal )

Dynamic resource provisioning under demand uncertainty. (In preparation).
(joint with Chaithanya Bandi and Vineet Goyal )

Optimal Approximations policies in Robust Optimization under budgeted uncertainty. (In preparation).
(joint with Vineet Goyal )

Patents

Real-time Iterative Assortment Allocation Estimation. Amazon Research (Patent Pending)
(joint with Ali Sadighian and Salal Humair)