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, revenue management and inventory management problems.
Grants and Awards. Funding support of the following grants and awards is gratefully acknowledged.
NSF CAREER Award CMMI 1351838 (2014-2019, $400K): "A Data-driven Robust Approach for Large Scale Dynamic Optimization"
Google Faculty Research Award (2013)
NSF Grant CMMI 1201116 (2012-2015, $260K): "New Methodologies for Dynamic Optimization"