Joëlle Skaf

Joëlle Skaf Ph.D. Candidate Department of Electrical Engineering Stanford University Advisor: Prof. Stephen Boyd

Contact

Packard 243,
Stanford, CA 94305
(650) 723-9833
jskaf@stanford.edu

Education

• Ph.D., Electrical Engineering, Stanford University - expected September 2008
• M.S., Electrical Engineering, Stanford University - June 2005
• B.E. (with high distinction), Computer and Communications Engineering, American University of Beirut - June 2003

Resume (pdf)

Interests and current research

• Convex optimization
• Computational finance
• Optimal control
• Machine learning

Publications

• Multi-period portfolio optimization with constraints and transaction costs
  (J. Skaf and S. Boyd, December 2008)
• Shrinking-horizon dynamic programming
  (J. Skaf, S. Boyd, and A. Zeevi, November 2008)
• Nonlinear Q-design for convex stochastic control
  (J. Skaf and S. Boyd, July 2008)
• Design of affine controllers via convex optimization
  (J. Skaf and S. Boyd, April 2008)
• Techniques for exploring the suboptimal set
  (J. Skaf and S. Boyd, January 2008)
• Hyperspectral image unmixing via alternating projected subgradients
  (A. Zymnis, S.-J. Kim, J. Skaf, M. Parente, and S. Boyd, November 2007)
• Analysis and synthesis of state-feedback controllers with timing jitter
  (J. Skaf and S. Boyd, October 2007)
• Filter design with low complexity coefficients
  (J. Skaf and S. Boyd, May 2007)
• Controller coefficient truncation using Lyapunov performance certificate
  (J. Skaf and S. Boyd, December 2006)

Teaching

• Teaching assistant (TA) for EE263, Introduction to Linear Dynamical Systems (Autumn 2007)
• Teaching assistant (TA) for EE363, Linear Dynamical Systems (Winter 2006)
• Teaching assistant (TA) for EE364a, Convex Optimization I (Winter 2007)
• Teaching assistant (TA) for EE364b, Convex Optimization II (Spring 2006)
• Teaching assistant (TA) for EE261, The Fourier Transform and its applications (Autumn 2004, Winter 2005, Autumn 2005)