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Grants
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National Science Foundation (2003-2006),
“Decentralized Risk Management for Large Financial Companies,”
principal investigator.
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Alternative investments research (2000-2004),
Bendheim Center for Finance, Princeton University
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Merrill Lynch, research on financial
econometrics and optimization (1998-2001)
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Air Force Office of Scientific Research
(1995-1998), "Robust Optimization," principal investigator.
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National Science Foundation -- together with
USWest and Bellcore (1994-1997), "Robust Optimization in
Telecommunications," principal investigator.
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National Science Foundation (1992-1995),
"Computational Research on Decomposition Method for Linear
Multistage Stochastic Programming," principal investigator.
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National Science Foundation (1991-1996),
"Algorithms for Large-Scale Stochastic Optimization," principal
investigator.
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Air Force Office of Scientific Research
(1991-1995), "Robust Optimization of Large-Scale Systems: An
Emerging New Technology," principal investigator.
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National Science Foundation (1991-1995), "The
Ethics of Computerized Decision Procedures: Uncovering Biases
and Value Assumptions," principal investigator.
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IBM Corporation (1989-1991), "Managing Currency
Risks Using Stochastic Optimization," principal investigator.
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National Science Foundation (1987-1991), "Large
Scale Nonlinear Network Algorithms," principal investigator.
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National Science Foundation (1989-1990), "Visual
Display of Network Planning Model," principal investigator.
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IBM Corporation (1985-1988), "Combining
Simulation and Optimization Modeling," principal investigator.
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Alfred P. Sloan Foundation (1984-1991), "Modern
Engineering Technology and the New Liberal Arts," co-principal
investigator.
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National Science Foundation (1984-1986),
"Solving Generalized Networks with Convex Costs," principal
investigator.
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Army, Concept Analysis Agency (1985), "Network
Models for Personnel Planning," principal investigator.
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Federal Aviation Administration (1984-1985),
"Development of Safety Assessment Criteria," principal
investigator.
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National Aeronautics and Space Administration
(1984-1985), "An Optimization Model for the U.S. Air Traffic
System," principal investigator.
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Internal Revenue Service (1980-1984), "Forming
the Statistics of Income File by Stratified Sampling: An
Application of Optimal Cluster Analysis," principal
investigator.
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National Science Foundation and National
Endowment for the Humanities (1981-1984), "A Study of Ethical
Issues Associated with Computer-Based Decision Procedures,"
principal investigator.
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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.
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National Science Foundation, "Testing
Mathematical Programming Software," (1980), ARC, Inc., principal
investigator.
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Mott Foundation (1980), "Incentive-Based
Resource Recovering Systems," principal investigator.
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National Science Foundation (1979-1983),
"Comparing Decision Procedures in the Con-text of Competing
Social Values," principal investigator.
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Fellowships:
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Graduate School of Management - UCLA - Research
Assistantship (1973-1975).
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Western Management Science Institute - Post
Graduate Research Award (1971).
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Illiac IV Project Research Assistantship (1969).
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National Science Foundation Research Grant
(1968).
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University of Illinois Work Study Fellowship
(1964).
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Other
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Finalist, Edelman prize for Towers Perrin –
Tillinghast investment system, 1999
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Who's Who in Frontier Science and American
Education
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Beta Gamma Sigma
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American Institute of Decision Sciences,
Doctoral Dissertation Winner.
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Gamma Epsilon.
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Senior Fellow, Center for Management of
Operations and Logistics at the University of Texas at Austin.
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Senior editor for journals, including
Mathematical Programming, Journal of Economic Dynamics and
Control, and Interfaces.
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Fellow of the Institute for Operations Research
and the Management Sciences.
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