Research

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 systems, robotics, and management.

Selected Publications

Applying High Performance Computing to Transmission-Constrained Stochastic Unit Commitment for Renewable Energy Integration

Papavasiliou, Anthony, Shmuel Oren, Barry Rountree, “Applying High Performance Computing to Transmission-Constrained Stochastic Unit Commitment for Renewable Energy Integration”, IEEE PES Transactions, Vol 30, No. 3, (2015) pp. 1109-1120

Posted in

Optimal execution with multiplicative price impact

X. Guo and M. Zervos. Optimal execution with multiplicative price impact, SIAM Journal on Financial Mathematics, 6(1), 281-306, 2015.

Posted in

New Approximation Results for Resource Replication Problems

Barna Saha, Samir Khuller, Kanthi Sarpatwar. “New Approximation Results for Resource Replication Problems”Algorithmica

Convex Relaxation for Optimal Power Flow Problem: Mesh Networks

Ramtin Madani, Somayeh Sojoudi and Javad Lavaei, Convex Relaxation for Optimal Power Flow Problem: Mesh Networks, IEEE Transactions on Power Systems, vol. 30, no.1, pp. 199-211, 2015.

Posted in

The economic default time and the arcsine law

X. Guo, R. A. Jarrow, and A. de Larrard. Economic default time and the arcsine law, Journal of Financial Engineering, DOI: http://dx.doi.org/10.1142/S2345768614500251, 2014.

Posted in

A direct reduction of PPAD Lemke-verified linear complementarity problems to bimatrix games

Ilan Adler, Sushil Verma (2013), A direct reduction of PPAD Lemke-verified linear complementarity problems to bimatrix games, arXiv:1302.0067.

Posted in