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
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.
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.
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.
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.
The equivalence of linear programs and zero-sum games
Ilan Adler (2012), The equivalence of linear programs and zero-sum games, International Journal of Game Theory.