Current Group

Dan Russo
Ian Osband

Former Doctoral Students

Zheng Wen (2014)
Yahoo! Labs
Dissertation: Efficient Reinforcement Learning with Value Function Generalization

Waraporn Tongprasit (2013)
Wolverine
Dissertation: Empirical Analysis of the Impact of Tick Sizes on Exchange Efficiency

Beomsoo Park (2012)
Morgan Stanley
Dissertation: Strategic and Adaptive Execution

Yi-hao (Edward) Kao (2012)
Two Sigma Investments
Dissertation: Directed Learning1

Michael Padilla (2011)
Universal Audio
Dissertation: Intermediated Blind Portfolio Auctions2

Xiang (Robbie) Yan (2009)
Two Sigma Investments
Dissertation: Manipulation Robustness of Collaborative Filtering Systems3

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"4

Gabriel Weintraub (2006)
Graduate School of Business, Columbia University
Dissertation: Industry Dynamics, Investment, and Market Structure

Jiarui (Jared) Han (2005)
Citadel Investment Group
Dissertation: Dynamic Portfolio Management - An Approximate Linear Programming Approach

Kahn Mason (2005)
Jane Street
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 Pricing5

Daniela P. de Farias (2002)
Daniela & Luis Tango Argentino
Dissertation: The Linear Programming Approach to Approximate Dynamic Programming6

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 Programming

Dave Mulford (2002)
Thesis: Server Allocation in Web Server Farms



1 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.
2 A paper based on part of this work won the 2010 INFORMS Financial Services Section Best Student Research Paper Award.
3 A paper based on part of this work was selected as a finalist in the 2009 INFORMS Nicholson Student Paper Competition.
4 A paper based on part of this work was awarded the second place prize in the 2006 MSOM Student Paper Competition.
5 Won the 2003 INFORMS Dantzig Dissertation Award.
6 Won the 2002 INFORMS Dantzig Dissertation Award.