MASTERS RESEARCH OR PROJECT

Prerequisite(s): Approval by a faculty member who agrees to supervise the work. Independent work involving experiments, computer programming, analytical investigation, or engineering design.

• Instructor: Michael Robbins
  Wikipedia Info
• Instructor: Shipra Agrawal
  h-index: 24 Info
• Instructor: Eric Balkanski
  h-index: 13 Info
• Instructor: Daniel Bienstock
  h-index: 38 Info
• Instructor: Agostino Capponi
  h-index: 19 Info
• Instructor: Rachel Cummings
  h-index: 16 Info
• Instructor: Emanuel Derman
  CULPA: 1 Wikipedia h-index: 30 Info
• Instructor: Antonius B Dieker
  CULPA: 10 h-index: 19 Info
• Instructor: Christopher J Dolan
  CULPA: 4 Info
• Instructor: Adam N Elmachtoub
  CULPA: 1 h-index: 13 Info
• Instructor: Yuri Faenza
  h-index: 11 Info
• Instructor: Donald Goldfarb
  CULPA: 1 Wikipedia h-index: 55 Info
• Instructor: Vineet Goyal
  h-index: 21 Info
• Instructor: Ali Hirsa
  h-index: 8 Info
• Instructor: Garud Iyengar
  CULPA: 6 h-index: 30 Info
• Instructor: Hardeep Johar
  Info
• Instructor: Cedric Josz
  CULPA: 2 h-index: 13 Info
• Instructor: Soulaymane Kachani
  CULPA: 12 Info
• Instructor: Christian Kroer
  h-index: 16 Info
• Instructor: Daniel Lacker
  CULPA: 4 h-index: 13 Info
• Instructor: Henry Lam
  h-index: 17 Info
• Instructor: Uday Menon
  Info
• Instructor: Dylan Possamai
  CULPA: 1 Info
• Instructor: Jay Sethuraman
  CULPA: 10 Info
• Instructor: Karl Sigman
  CULPA: 15 Info
• Instructor: Clifford Stein
  CULPA: 31 Wikipedia h-index: 53 Info
• Instructor: Wenpin Tang
  h-index: 6 Info
• Instructor: Van Anh Truong
  CULPA: 2 Info
• Instructor: Kaizheng Wang
  CULPA: 1 h-index: 8 Info
• Instructor: Ward Whitt
  CULPA: 9 Wikipedia h-index: 102 Info
• Instructor: David D Yao
  CULPA: 5 Info
• Instructor: Yi Zhang
  CULPA: 2 Info
• Instructor: Xunyu Zhou
  h-index: 54 Info
• 1-3 points

MANAG TECH INNOV & ENTREPRENEURSHIP

A required course for undergraduate students majoring in OR:EMS. Focus on the management and consequences of technology-based innovation. Explores how new industries are created, how existing industries can be transformed by new technologies, the linkages between technological development and the creation of wealth and the management challenges of pursuing strategic innovation.

• F 10:10 a.m.-12:40 p.m.
• Instructor: Gerard A Neumann
  Info
• 3 points

FIELDWORK

Only for IEOR graduate students who need relevant work experience as part of their program of study. Final reports required. May not be taken for pass/fail credit or audited.

• 1-1.5 points

OPTIMIZATION II

An introduction to combinatorial optimization, network flows and discrete algorithms. Shortest path problems, maximum flow problems. Matching problems, bipartite and cardinality nonbipartite. Introduction to discrete algorithms and complexity theory: NP-completeness and approximation algorithms.

• TR 10:10 a.m.-11:25 a.m.
• Instructor: Yuri Faenza
  h-index: 11 Info
• 4.5 points

CONVEX OPTIMIZATION

Convex sets and functions, and operations preserving convexity. Convex optimization problems. Convex duality. Applications of convex optimization problems ranging from signal processing and information theory to revenue management. Convex optimization in Banach spaces. Algorithms for solving constrained convex optimization problems.

• MW 5:40 p.m.-6:55 p.m.
• Instructor: Cedric Josz
  CULPA: 2 h-index: 13 Info
• 3 points

STOCHASTIC MODELING II

Continuation of IEOR E6711, covering further topics in stochastic modeling in the context of queueing, reliability, manufacturing, insurance risk, financial engineering, and other engineering applications. Topics from among generalized semi-Markov processes; processes with a non-discrete state space; point processes; stochastic comparisons; martingales; introduction to stochastic calculus.

• TR 11:40 a.m.-12:55 p.m.
• Instructor: David D Yao
  CULPA: 5 Info
• 4.5 points

OPTIMIZATION & SIMULATION BOOTCAMP

• Instructor: Laura Radev
  Info
• 0 points

ADVANCED TOPICS IN IEOR

High-dimensional Prob w/Applic

Concentration of measure (variance bounds and Poincare inequalities, sub-Gaussian concentration and log-Sobolev inequalities, Lipschitz concentration and transportation inequalities) and Suprema (covering and chaining, Gaussian processes, empirical processes). Applications: statistical learning theory, compressed sensing, random matrices, sampling, optimal transport, Gaussian approximation.

• MW 11:40 a.m.-12:55 p.m.
• Instructor: Kaizheng Wang
  CULPA: 1 h-index: 8 Info
• 3 points

ADVANCED TOPICS IN IEOR

PHD SEMINAR ON QUEUEING THEORY

Concentration of measure (variance bounds and Poincare inequalities, sub-Gaussian concentration and log-Sobolev inequalities, Lipschitz concentration and transportation inequalities) and Suprema (covering and chaining, Gaussian processes, empirical processes). Applications: statistical learning theory, compressed sensing, random matrices, sampling, optimal transport, Gaussian approximation.

• MW 2:40 p.m.-3:55 p.m.
• Instructor: Ward Whitt
  CULPA: 9 Wikipedia h-index: 102 Info
• 3 points

ADVANCED TOPICS IN IEOR

Reinforcmnt Lrning Cont Time

Concentration of measure (variance bounds and Poincare inequalities, sub-Gaussian concentration and log-Sobolev inequalities, Lipschitz concentration and transportation inequalities) and Suprema (covering and chaining, Gaussian processes, empirical processes). Applications: statistical learning theory, compressed sensing, random matrices, sampling, optimal transport, Gaussian approximation.

• W 4:10 p.m.-6:40 p.m.
• Instructor: Xunyu Zhou
  h-index: 54 Info
• 3 points

ADVANCED TOPICS IN IEOR

Foundations of Data Privacy

Concentration of measure (variance bounds and Poincare inequalities, sub-Gaussian concentration and log-Sobolev inequalities, Lipschitz concentration and transportation inequalities) and Suprema (covering and chaining, Gaussian processes, empirical processes). Applications: statistical learning theory, compressed sensing, random matrices, sampling, optimal transport, Gaussian approximation.

• R 4:10 p.m.-6:40 p.m.
• Instructor: Rachel Cummings
  h-index: 16 Info
• 3 points

Operations Strategy

Operations Strategy

• M 8:30 a.m.-11:45 a.m.
• Instructor: Medini Singh
  Info
• 3 points

SUPPLY CHAIN ANALYTICS

Supply chain management, Model design of a supply chain network, inventories, stock systems, commonly used inventory models, supply contracts, value of information and information sharing, risk pooling, design for postponement, managing product variety, information technology and supply chain management; international and environmental issues.

• W 8:30 a.m.-11:30 a.m.
• Instructor: Awi Federgruen
  Wikipedia Info
• 3 points

Game-Theoretic Business Strategy

BUSINESS ANALYTICS STRATE

• T 8:30 a.m.-11 a.m.
• R 1:10 p.m.-3:40 p.m.
• Instructor: Harborne Stuart
  h-index: 10 Info
• 3 points

Risk Management

• MW 5:40 p.m.-6:55 p.m.
• Instructor: Evan C Picoult
  Info
• 3 points

Quantitative Pricing & Revenue

• F 10:10 a.m.-12:40 p.m.
• Instructor: Wei Ke
  Info
• 1.5 points

RESEARCH

Before registering, the student must submit an outline of the proposed work for approval by the supervisor and the chair of the Department. Advanced study in a specialized field under the supervision of a member of the department staff. May be repeated for credit.

• Instructor: Shipra Agrawal
  h-index: 24 Info
• Instructor: Eric Balkanski
  h-index: 13 Info
• Instructor: Daniel Bienstock
  h-index: 38 Info
• Instructor: Agostino Capponi
  h-index: 19 Info
• Instructor: Rachel Cummings
  h-index: 16 Info
• Instructor: Emanuel Derman
  CULPA: 1 Wikipedia h-index: 30 Info
• Instructor: Antonius B Dieker
  CULPA: 10 h-index: 19 Info
• Instructor: Christopher J Dolan
  CULPA: 4 Info
• Instructor: Adam N Elmachtoub
  CULPA: 1 h-index: 13 Info
• Instructor: Yuri Faenza
  h-index: 11 Info
• Instructor: Donald Goldfarb
  CULPA: 1 Wikipedia h-index: 55 Info
• Instructor: Vineet Goyal
  h-index: 21 Info
• Instructor: Ali Hirsa
  h-index: 8 Info
• Instructor: Garud Iyengar
  CULPA: 6 h-index: 30 Info
• Instructor: Hardeep Johar
  Info
• Instructor: Cedric Josz
  CULPA: 2 h-index: 13 Info
• Instructor: Soulaymane Kachani
  CULPA: 12 Info
• Instructor: Christian Kroer
  h-index: 16 Info
• Instructor: Daniel Lacker
  CULPA: 4 h-index: 13 Info
• Instructor: Henry Lam
  h-index: 17 Info
• Instructor: Uday Menon
  Info
• Instructor: Dylan Possamai
  CULPA: 1 Info
• Instructor: Jay Sethuraman
  CULPA: 10 Info
• Instructor: Karl Sigman
  CULPA: 15 Info
• Instructor: Clifford Stein
  CULPA: 31 Wikipedia h-index: 53 Info
• Instructor: Wenpin Tang
  h-index: 6 Info
• Instructor: Van Anh Truong
  CULPA: 2 Info
• Instructor: Kaizheng Wang
  CULPA: 1 h-index: 8 Info
• Instructor: Ward Whitt
  CULPA: 9 Wikipedia h-index: 102 Info
• Instructor: David D Yao
  CULPA: 5 Info
• Instructor: Yi Zhang
  CULPA: 2 Info
• Instructor: Xunyu Zhou
  h-index: 54 Info
• Instructor: Carmen Ng
  Info
• 1-6 points