Our Faculty

Stochastic modeling, analysis, and control. Applications in service, healthcare, and transportation systems

He Shuangchi

Associate Professor

Industrial Systems Engineering and Management

Healthcare, Service, Transportation
Stochastic Control

Bayesian model selection, Bayesian nonparametrics, hierarchical models, Markov chain Monte Carlo, spatio-temporal modelling.

David Nott

Associate Professor

Statistics and Data Science

Bayesian models, Markov Chain

Robust Optimization, Applied Probability, Optimization methods with applications to Control and Analysis of large scale multi-class queueing networks, Mechanism Design, Finance-OM interface

Chaithanya Bandi

Associate Professor

Analytics & Operations

Finance
Mechanism Design, Operations Management, Queuing Networks, Robust Optimization

Revenue management, dynamic pricing, Supply chain management, Dynamic programming, Game theory

Hu Zhenyu

Associate Professor

Analytics & Operations

Supply Chain
Dynamic Programming, Game Theory, Revenue Management

Port Logistics and Maritime Transportation, Simulation optimization, Inventory Management

Chew Ek Peng

Associate Professor/Deputy Head

Industrial Systems Engineering and Management

Maritime
Inventory Management, Simulation Optimization

Tan Kok Choon

Associate Professor

Zhang Junyu

Assistant Professor

Industrial Systems Engineering and Management

Second order backward stochastic differential equations (2BSDEs), Stochastic control in finance and insurance, Valuation adjustments, Principal-Agent problems, Data analytics and information acquisition, Deep learning methods

Zhou Chao

Mathematics

Finance
Deep Learning, Stochastic Control

Our Faculty

Research Focus

Industry Focus

Stochastic modeling, analysis, and control. Applications in service, healthcare, and transportation systems

He Shuangchi

Econometric theory, Macroeconometrics, Financial Econometrics.

Denis Tkachenko

Bayesian model selection, Bayesian nonparametrics, hierarchical models, Markov chain Monte Carlo, spatio-temporal modelling.

David Nott

Robust Optimization, Applied Probability, Optimization methods with applications to Control and Analysis of large scale multi-class queueing networks, Mechanism Design, Finance-OM interface

Chaithanya Bandi

Revenue management, dynamic pricing, Supply chain management, Dynamic programming, Game theory

Hu Zhenyu

Port Logistics and Maritime Transportation, Simulation optimization, Inventory Management

Chew Ek Peng

Tan Kok Choon

Zhang Junyu

Second order backward stochastic differential equations (2BSDEs), Stochastic control in finance and insurance, Valuation adjustments, Principal-Agent problems, Data analytics and information acquisition, Deep learning methods

Zhou Chao

IORA

Resources