My research interests include dynamic optimization and decision making under
uncertainty. I am interested in the design of tractable approaches for dynamic optimization problems under uncertainty and their applications in electricity markets and revenue management problems.
Grants and Awards. Funding support of the following grants and awards is gratefully acknowledged.
Amazon Faculty Research Award (2019)
DARPA Lagrange Grant (March 2018-August 2019, with PI: Dan Bienstock and co-PIs: Garud Iyengar and Jose Blanchet)
NSF Grant CMMI 1636046 (2016-2019, $323K): "A Robust Framework for Modeling Preferences and its Applications in Revenue Management"
Adobe Digital Marketing Research Award 2016 (joint with Omar Besbes and Garud Iyengar)
NSF CAREER Award CMMI 1351838 (2014-2019, $400K): "A Data-driven Robust Approach for Large Scale Dynamic Optimization"
IBM Faculty Award (2014)
Google Faculty Research Award (2013)
NSF Grant CMMI 1201116 (2012-2015, $260K): "New Methodologies for Dynamic Optimization"