ORF360: Decision Modeling in Business Analytics

A application-driven course for junior and senior ORFE undergraduates. The course will emphasize both popular decision models arising from real applications, as well as mathematical decision-making tools and concepts. The first half of the course introduces the basic decision models in revenue management, pricing, and inventory control. The second half of the course consists of a series of business themes, such as finance, energy, healthcare, and games, and focuses on data-driven real-world applications.

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Selected Lectures:
  • Airfare Pricing
  • Consumer Segmentation Using Amazon Review Data
  • Workforce Analytics at IBM
  • Smarter Microcredit Decisions
Workload for Students:
  • Five assignments (problem solving + data analysis)
  • Quiz (basics of pricing and revenue management)
  • Course Project (12min in-class presentation + 6-page report) [Project Guidelines]
ORF360 Spring 2016: [Syllabus] ORF360 Spring 2015: [Syllabus]

ORF522: Linear and Nonlinear Optimization

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A graduate-level course for students who want to study or apply optimization in their research. Topics discussed include: the simplex method and its complexity, degeneracy, duality, the revised simplex method, linear programming in game theory, primal-dual interior point methods, nonlinear optimality conditions, KKT conditions, first order and Newton’s methods for nonlinear optimization, introduction to dynamic programming and reinforcement learning. A broad spectrum of applications in networks and machine learning are presented.

Highlight: ORF522 is included in the Princeton Engineering Commendation List for Outstanding Teaching 2015-2016

ORF522 Fall 2015: [Syllabus]

ORF522 Fall 2014: [Syllabus]

Past Summer Courses

Dynamic Programming and Reinforcement Learning.
Applied Mathematics Summer School
School of Mathematics, Peking University, August 2016.
[link]

Dynamic Programming.
Summer Course, Shanghai University of Finance and Economics, August 2015.

Optimization in Big Data.
Global Scholar Summer Course, Tsinghua University, July 2014.