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
Conic Relaxation of the Unit Commitment Problem
Fattahi, Salar & Ashraphijuo, Morteza & Lavaei, Javad & Atamturk, Alper. (2016). Conic Relaxation of the Unit Commitment Problem. Energy. 134. 10.1016/j.energy.2017.06.072.
Optimal placement in a limit order book: an analytical approach
X. Guo, A. de Larrard and Z. Ruan. Optimal placement in a limit order book, an analytical approach, Mathematics and Financial Economics, DOI: 10.1007/s11579-016- 0177-5, 2016.
Stochastic Comparison of Discounted Rewards
- R.Righter, “Stochastic Comparison of Discounted Rewards,” Journal of Applied Probability, vol. 48, pp. 293-294, 2011.
Firming renewable power with demand response: an end-to-end aggregator business model
Campaign Clay and Shmuel Oren, “Firming Renewable Power with Demand Response: An End to End Aggregator Business Model”, Journal of Regulatory Economics, Vol 50, No. 1, (2016), pp. 1-37.
Sparse Computation for Large-Scale Data Mining
D.S. Hochbaum and P. Baumann. Sparse Computation for Large-Scale Data Mining. IEEE Transactions on Big Data, Vol 2, Issue 2, 151-174, 2016.
Certainty Equivalent Planning for Multi-Product Batch Differentiation: Analysis and Bounds
H-S. AHN, S. JASIN, P. KAMINSKY, AND Y. WANG. 2017. Analysis of Deterministic Control and Its Improvements for an Inventory Problem with Multiproduct Batch Differentiation. Operations Research, 66 (1), pp. 58-76.