Research

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  • Grants

    • National Science Foundation (2003-2006), “Decentralized Risk Management for Large Financial Companies,” principal investigator.

    • Alternative investments research (2000-2004), Bendheim Center for Finance, Princeton University

    • Merrill Lynch, research on financial econometrics and optimization (1998-2001)

    • Air Force Office of Scientific Research (1995-1998), "Robust Optimization," principal investigator.

    • National Science Foundation -- together with USWest and Bellcore (1994-1997), "Robust Optimization in Telecommunications," principal investigator.

    • National Science Foundation (1992-1995), "Computational Research on Decomposition Method for Linear Multistage Stochastic Programming," principal investigator.

    • National Science Foundation (1991-1996), "Algorithms for Large-Scale Stochastic Optimization," principal investigator.

    • Air Force Office of Scientific Research (1991-1995), "Robust Optimization of Large-Scale Systems: An Emerging New Technology," principal investigator.

    • National Science Foundation (1991-1995), "The Ethics of Computerized Decision Procedures: Uncovering Biases and Value Assumptions," principal investigator.

    • IBM Corporation (1989-1991), "Managing Currency Risks Using Stochastic Optimization," principal investigator.

    • National Science Foundation (1987-1991), "Large Scale Nonlinear Network Algorithms," principal investigator.

    • National Science Foundation (1989-1990), "Visual Display of Network Planning Model," principal investigator.

    • IBM Corporation (1985-1988), "Combining Simulation and Optimization Modeling," principal investigator.

    • Alfred P. Sloan Foundation (1984-1991), "Modern Engineering Technology and the New Liberal Arts," co-principal investigator.

    • National Science Foundation (1984-1986), "Solving Generalized Networks with Convex Costs," principal investigator.

    • Army, Concept Analysis Agency (1985), "Network Models for Personnel Planning," principal investigator.

    • Federal Aviation Administration (1984-1985), "Development of Safety Assessment Criteria," principal investigator.

    • National Aeronautics and Space Administration (1984-1985), "An Optimization Model for the U.S. Air Traffic System," principal investigator.

    • Internal Revenue Service (1980-1984), "Forming the Statistics of Income File by Stratified Sampling: An Application of Optimal Cluster Analysis," principal investigator.

    • National Science Foundation and National Endowment for the Humanities (1981-1984), "A Study of Ethical Issues Associated with Computer-Based Decision Procedures," principal investigator.

    • National Bureau of Standards and U.S. Department of Energy, "Testing and Validating Algorithms and Software," Conference in Boulder, Colorado, January 4-5, 1981, principal investigator.

    • National Science Foundation, "Testing Mathematical Programming Software," (1980), ARC, Inc., principal investigator.

    • Mott Foundation (1980), "Incentive-Based Resource Recovering Systems," principal investigator.

    • National Science Foundation (1979-1983), "Comparing Decision Procedures in the Con-text of Competing Social Values," principal investigator.

  • Fellowships:

    • Graduate School of Management - UCLA - Research Assistantship (1973-1975).

    • Western Management Science Institute - Post Graduate Research Award (1971).

    • Illiac IV Project Research Assistantship (1969).

    • National Science Foundation Research Grant (1968).

    • University of Illinois Work Study Fellowship (1964).

  • Other

    • Finalist, Edelman prize for Towers Perrin – Tillinghast investment system, 1999

    • Who's Who in Frontier Science and American Education

    • Beta Gamma Sigma

    • American Institute of Decision Sciences, Doctoral Dissertation Winner.

    • Gamma Epsilon.

    • Senior Fellow, Center for Management of Operations and Logistics at the University of Texas at Austin.

    • Senior editor for journals, including Mathematical Programming, Journal of Economic Dynamics and Control, and Interfaces.

    • Fellow of the Institute for Operations Research and the Management Sciences.

 

This site was last updated 01/22/09