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A
BRIEF STATEMENT ABOUT MY WORK
My work focuses mostly on
optimization of systems when there is uncertainty involved. It
includes:
-
Theory and algorithms for stochastic optimization, particularly using
Monte Carlo methods.
-
Applications of stochastic optimization, especially to inventory management and
production systems.
- Simulation methodology
(especially estimation of derivatives and probability of rare events in
stochastic systems).
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EDUCATION
Ph.D: Industrial and Systems Engineering, Georgia Institute of Technology,
1998
M.S.: Applied Mathematics, Georgia Institute of Technology, 1995, and
University of Sao Paulo, Brazil, 1992
B.S.: Computer
Science, University of Sao Paulo, Brazil, 1987
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COURSES
TAUGHT
- ISE
521 Simulation of Production Systems
- ISE
608 Industrial Practice in Systems Design I and II
- ISE
703 Stochastic Processes Used in Systems Engineering I
- ISE 814 Stochastic Processes Used in Systems Engineering
II
- ISE
831
Nonlinear Programming
-
ISE 704
Introduction to Discrete System Simulation
- ISE
894S Stochastic Optimization
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UNIVERSITY
COLLABORATORS
Alexander Shapiro,
Georgia Institute of Technology
Anton Kleywegt, Georgia Institute of Technology
William Cooper, University of Minnesota
Reuven Rubinstein, Technion, Israel
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HONORS
AND AWARDS
Winner of the 1988 George Nicholson Student Paper Competition (organized
by INFORMS)
Ph.D. outstanding
student award, Georgia Institute of Technology
Graduation with
Honorable Mention in Computer Science (class of 1987), University of
Sao Paulo, Brazil
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GRANTS
$19,987, Seed Grant Award, provided by The Ohio State University, Jan
1999 - Jan 2000
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PUBLICATIONS
Click here
for a list.
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LINKS
Societies:
Stochastic Programming
pages:
Other sites:
PERSONAL
LINKS
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