IEOR researchers investigate the latest mathematical tools, approaches, and methodologies to make new theoretical discoveries and innovations that touch nearly every industry, making them more efficient and profitable in areas such as supply chain, logistics, manufacturing, data science, energy system, energy systems, robotics, and management.

Selected Publications

Optimal Spot Market Inventory Strategies in the Presence of Cost and Price Risk

X. Guo, P. Kaminsky, P. Tomecek, and M. K. Yuen. Optimal spot market inventory strategy in the presence of cost and price risk, Mathematical Methods for Operations Research,73:109-137, 2011.

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Conic Mixed-Integer Rounding Cuts

Alper Atamturk and Vishnu Narayanan. “Conic Mixed-Integer Rounding Cuts”. Mathematical Programming 122, 1-20, 2010.

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Credit Risk Models with Incomplete Information

X. Guo, R. Jarrow, and Y.  Zeng. Credit risk models with incomplete information, (earlier version “Information reduction in credit risk models”,) Mathematics of Operations Research, 34(2): 320-332, 2009.

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A constrained non-linear regular-singular stochastic control problem, with applications

X. Guo, J. Liu, and X. Y. Zhou. A constrained non-linear regular-singular stochastic control problem, with applications, Stochastic Processes and their Applications, 109(2):167-187, 2004.