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.

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

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