Xiuyuan (Lucy) Lu
Former Doctoral Students
Ian Osband (2016)
Dissertation: Deep Exploration via Value Function Randomization1
Microsoft Research and Kellogg School of Management, Northwestern University
Dissertation: Efficient Learning and Experimentation in Sequential Optimization2
Zheng Wen (2014)
Dissertation: Efficient Reinforcement Learning with Value Function Generalization
Waraporn Tongprasit (2013)
Dissertation: Empirical Analysis of the Impact of Tick Sizes on Exchange Efficiency
Beomsoo Park (2012)
Dissertation: Strategic and Adaptive Execution
Yi-hao (Edward) Kao (2012)
Two Sigma Investments
Dissertation: Directed Learning3
Michael Padilla (2011)
Dissertation: Intermediated Blind Portfolio Auctions4
Xiang (Robbie) Yan (2009)
Two Sigma Investments
Dissertation: Manipulation Robustness of Collaborative Filtering Systems5
Ciamac Moallemi (2007)
Graduate School of Business, Columbia University
Dissertation: A Message-Passing Paradigm for Optimization
Vivek Farias (2007)
Sloan School of Management, MIT
Dissertation: Revenue Management Beyond "Estimate, Then Optimize"6
Graduate School of Business, Stanford University
Dissertation: Industry Dynamics, Investment, and Market Structure
Jiarui (Jared) Han (2005)
Citadel Investment Group
Dissertation: Dynamic Portfolio Management - An Approximate Linear
Kahn Mason (2005)
Dissertation: Detecting Colluders in PageRank - Finding Slow Mixing States
in a Markov Chain
David S. Choi (2003)
Heinz College of Public Policy and Management, Carnegie Mellon University
Dissertation: Optimization for Value Function Approximation
Paat Rusmevichientong (2003)
Marshall School of Business, University of Southern California
Dissertation: A Non-Parametric Approach to Multi-Product Pricing7
Daniela P. de Farias (2002)
Daniela & Luis Tango Argentino
Dissertation: The Linear Programming Approach to Approximate Dynamic
Former MS Students
Nick Choo (2006)
Vegasoul Capital Management
Former BS Honors Thesis Students
Xiang (Robbie) Yan (2005)
Thesis: Transaction-Cost-Conscious Pairs Trading Via Approximate Dynamic
Dave Mulford (2002)
Thesis: Server Allocation in Web Server Farms
1 Won second place prize of the 2017 INFORMS Dantzig Dissertation Award.
2 A paper based on part of this work won the
2014 INFORMS Nicholson Student Paper Competition.
3 A paper based on part of this work received an honorable
mention in the 2012 INFORMS Nicholson Student Paper Competition, and
a paper based on another part of this work was selected as a finalist
for the 2012 INFORMS Data Mining Best Student Paper Award.
4 A paper based on part of this work won the
2010 INFORMS Financial Services Section Best Student Research Paper Award.
5 A paper based on part of this work was selected as a finalist
in the 2009 INFORMS Nicholson Student Paper Competition.
6 A paper based on part of this work was awarded the second place
prize in the 2006 MSOM Student Paper Competition.
7 Won the 2003 INFORMS Dantzig Dissertation Award.
8 Won the 2002 INFORMS Dantzig Dissertation Award.