Faculty

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NameTitleAreas of ConcentrationDepartmentAdditional Affiliations
Shipra AgrawalAssistant Professor of Industrial Engineering and Operations ResearchOptimization and learning data-driven optimization under partial, uncertain or online inputs, multi-armed bandits, online learning, and reinforcement learning, prediction markets, and game theoryIndustrial Engineering and Operations Research
Daniel BienstockProfessor of Industrial Engineering and Operations Research and of Applied Physics and Applied MathematicsCombinatorial optimization and integer programming, parallel computing, applications to telecommunications , Industrial Engineering and Operations ResearchIndustrial Engineering and Operations ResearchApplied Physics and Applied Mathematics
Jose BlanchetProfessor of Industrial Engineering and Operations ResearchApplied probability, Computational finance, MCMC, Queueing theory, Rare-event analysis, Simulation methodology, and Risk theory. Industrial Engineering and Operations Research
Agostino CapponiAssistant Professor of Industrial Engineering and Operations ResearchFinancial engineering: credit risk modeling and valuation, systemic risk, stochastic dynamic equilibrium, dynamic portfolio allocation, dynamic contractingIndustrial Engineering and Operations Research
Emanuel DermanProfessor of Professional Practice, Department of Industrial Engineering and Operations ResearchQuantitative finance, derivatives valuation, volatility models, risk management, philosophy of modelingIndustrial Engineering and Operations Research
Antonius "Ton" DiekerAssociate Professor of Industrial Engineering and Operations ResearchComputational simulation techniques (algorithm design and analysis), stochastic networks, service systems modelingIndustrial Engineering and Operations Research
Adam ElmachtoubAssistant Professor of Industrial Engineering and Operations ResearchSupply chain and revenue management, drug development, and sports analyticsIndustrial Engineering and Operations Research
Yuri FaenzaAssistant Professor of Industrial Engineering and Operations ResearchMathematical programming, combinatorial optimization, polyhedral combinatorics and their applications; power and limits of geometric algorithms for solving discrete optimization problems.Industrial Engineering and Operations Research
Guillermo GallegoLiu Family Professor of Industrial Engineering and Operations ResearchInventory control, yield management, production planning, scheduling, semi-conductor manufacturing, Industrial Engineering and Operations ResearchIndustrial Engineering and Operations Research
Donald GoldfarbAlexander and Hermine Avanessians Professor of Industrial Engineering and Operations ResearchAlgorithms for linear, quadratic, and nonlinear programming, network flows, large sparse systems, telecommunications applications, Industrial Engineering and Operations ResearchIndustrial Engineering and Operations Research
Vineet GoyalAssociate Professordevelopment of tractable approaches for dynamic optimization problems under uncertainty and their applications in electricity markets, revenue management and supply-chain and inventory managementIndustrial Engineering and Operations Research
Martin HaughAssociate Professor of Professional PracticeFinancial engineering and risk management, Markov decision processes and duality based on information relaxations, machine learning for operations researchIndustrial Engineering and Operations Research
Xuedong HeAssistant ProfessorBehavioral finance, portfolio choice and stochastic control, Industrial Engineering and Operations ResearchIndustrial Engineering and Operations Research
Garud IyengarDepartment Chair and Professor of Industrial Engineering and Operations ResearchInformation Theory, Convex Optimization, Integer Programming and Combinatorial Optimization, Robust Optimization, Networks, Mechanism Design, Portfolio selection, Revenue Management, Empirical Finance, Industrial Engineering and Operations ResearchIndustrial Engineering and Operations Research
Hardeep JoharLecturer in Discipline, Industrial Engineering and Operations ResearchData analytics; computational analysis of social networks; cloud computing for business analyticsIndustrial Engineering and Operations Research
Soulaymane KachaniProfessor of Professional Practice, Department of Industrial Engineering and Operations Research; Senior Vice Dean, The Fu Foundation School of Engineering and Applied SciencePricing and revenue management, logistics, supply chain management, traffic flow modeling, airline operations, transportation analysis, and algorithmic tradingIndustrial Engineering and Operations Research
Tim Siu-Tang LeungAssistant Professor of Industrial Engineering and Operations ResearchStochastic modeling and optimal control problems in finance, with an emphasis on employee stock options and credit riskIndustrial Engineering and Operations Research
Mariana Olvera-CraviotoAssociate Professor of Industrial Engineering and Operations ResearchApplied probability, stochastic processes, stochastic recursions and ranking algorithms, queueing theory, heavy-tailed phenomenaIndustrial Engineering and Operations Research
Jay SethuramanProfessor and Director of the PhD Program, Industrial Engineering and Operations ResearchScheduling theory, discrete optimation, fair allocation, applied probability, Industrial Engineering and Operations ResearchIndustrial Engineering and Operations Research
Karl SigmanProfessor of Industrial Engineering and Operations ResearchStochastic modeling, applied probability,queueing theory, stochastic networks, point processes, insurance risk, and economics, Industrial Engineering and Operations ResearchIndustrial Engineering and Operations Research
Clifford SteinProfessor of Industrial Engineering and Operations Research and of Computer ScienceDesign and analysis of algorithms, combinatorial optimization, scheduling, network algorithms, green computing, Industrial Engineering and Operations ResearchIndustrial Engineering and Operations ResearchComputer Science
Van-Anh Truong Assistant Professorcapacity planning, inventory theory, supply-chain management, separation methods for stochastic dynamic programming, approximation algorithms, and learning-based optimization, especially in the context of high-dimensional problemsIndustrial Engineering and Operations Research
Anthony WebsterLecturer in Discipline, Department of Industrial Engineering and Operations ResearchAccounting, corporate finance, real estate finance, decision models, and construction economicsIndustrial Engineering and Operations Research
Ward WhittWai T. Chang Professor of Industrial Engineering and Operations ResearchOperations research, Probability models, Probability models in operations research, Queueing systems, Performance analysis, Performance analysis of telecommunication systems, Performance analysis of computer systems, Performance analysis of service systems, Performance analysis of manufacturing systems, Customer contact centers, Call center models, Simulation methodology, Numerical transform inversion, Diffusion Process approximations, Stochastic processes, Industrial Engineering and Operations ResearchIndustrial Engineering and Operations Research
David YaoPiyasombatkul Family Professor of Industrial Engineering and Operations ResearchStochastic models, queueing networks, supply chains, financial engineering, systems and control, Industrial Engineering and Operations ResearchIndustrial Engineering and Operations Research
Yuan ZhongAssistant Professor of Industrial Engineering and Operations ResearchModeling and analysis of large-scale stochastic systems, with business and engineering applications in areas such as Communication Networks, Data Centers, Cloud Computing and Health CareIndustrial Engineering and Operations Research
Xunyu ZhouLiu Family Professor of Industrial Engineering and Operations ResearchFinancial engineering; stochastic control; applied probability; mathematical behavioral finance. Industrial Engineering and Operations Research