Professor Savas Dayanik comes to ORFE from Columbia University where he recently completed his Ph.D. in operations research with a concentration in applied probability. His research interests are applied probability, stochastic processes and modeling, optimal stopping, optimal stochastic control, with applications to finance, investment…
Hafize Gaye Erkan, PhD Graduate Student, has won a Teaching Award for excellence as an Assistant in Instruction.
Gaye is one of five students University wide who won this award. She helped teach ORF 309 last fall and ORF307 this spring.
The award was based mostly on the letters of recommendation from the undergraduate…
Ronnie Sircar, has been awarded the Howard B. Wentz Prize of the School of Engineering and Applied Science (SEAS).
This award recognizes junior faculty members whose research and teaching are exemplary.
CONGRATULATIONS !
The ORFE department would like to warmly extend its congratulations to the Great ORFE Class of 2003!
René Carmona has been named the Paul M. Wythes '55 Professor of Engineering and Finance.
Prof. Robert Vanderbei recently completed a new textbook on linear programming that includes both traditional (e.g., simplex methods) and new topics (e.g., interior point methods). The associated software, additional exercises, and portions of the book are available on the WWW. The…
This interactive Java applet considers a sailor trying to go from one point to another in the shortest possible time when faced with random winds. It demonstrates the use of optimization, stochastic processes, and statistics.