| Professor Name | Research Interest | Representative Publication | URL | | ------------------ | ------------------------------------------------------------------------------------------ | ----------------------------------------------------------------------------- | --------------------------------------------------------------- | | Garud Iyengar | Stochastic optimization, network design, robust portfolio management | "Robust Portfolio Optimization and Management" | [Website](https://ieor.columbia.edu/faculty/garud-iyengar) | | Adam Elmachtoub | Data-driven decision-making, revenue management, personalization | "Optimization Models for Personalizing Insurance" | [Website](https://ieor.columbia.edu/faculty/adam-elmachtoub) | | Jose Blanchet | Rare event simulation, Monte Carlo methods, decision-making under uncertainty | "Efficient Simulation of Conditional Extremes" | [Website](https://ieor.columbia.edu/faculty/jose-blanchet) | | Vineet Goyal | Stochastic and robust optimization, approximation algorithms | "Dynamic Programming and Robust Optimization" | [Website](https://ieor.columbia.edu/faculty/vineet-goyal) | | Soulaymane Kachani | Pricing and revenue management, big data analytics, optimization in finance and healthcare | "Pricing and Revenue Optimization in a Competitive Market" | [Website](https://ieor.columbia.edu/faculty/soulaymane-kachani) | | Shipra Agrawal | Reinforcement learning, online decision-making, machine learning | "Thompson Sampling for Contextual Bandits with Linear Payoffs" | [Website](https://ieor.columbia.edu/faculty/shipra-agrawal) | | David Goldberg | Queueing theory, service systems optimization, applied probability | "Delay Analysis in Service Systems with Customer Abandonment" | [Website](https://ieor.columbia.edu/faculty/david-goldberg) | | Guillermo Gallego | Dynamic pricing, inventory management, revenue management | "Revenue Management and Dynamic Pricing" | [Website](https://ieor.columbia.edu/faculty/guillermo-gallego) | | Eva Tardos | Algorithmic game theory, network economics, combinatorial optimization | "Efficiency Loss in Network Resource Allocation Games" | [Website](https://www.cs.cornell.edu/~eva/) | | Tian Zheng | Statistical learning, high-dimensional data analysis, social network analysis | "Latent Space Models for Network Data" | [Website](https://statistics.columbia.edu/content/tian-zheng) | | Henry Lam | Risk analysis, stochastic simulation, optimization under uncertainty | "Likelihood Ratio Methods for Rare Event Simulation" | [Website](https://ieor.columbia.edu/faculty/henry-lam) | | Daniel Bienstock | Power systems optimization, mixed-integer programming, network flows | "Chance-Constrained Optimization for Power Systems with Renewable Generation" | [Website](https://ieor.columbia.edu/faculty/daniel-bienstock) | | Agostino Capponi | Financial engineering, systemic risk, network models | "Systemic Risk in Interconnected Networks" | [Website](https://ieor.columbia.edu/faculty/agostino-capponi) | | Martin Haugh | Quantitative finance, optimization, stochastic modeling | "Derivative Pricing with Transaction Costs" | [Website](https://ieor.columbia.edu/faculty/martin-haugh) | | Xi Chen | Algorithmic economics, online learning, high-dimensional statistics | "Pricing and Learning in Repeated Auctions with Strategic Buyers" | [Website](https://ieor.columbia.edu/faculty/xi-chen) | | Jay Sethuraman | Matching theory, mechanism design, scheduling | "Incentive-Compatible Scheduling in Healthcare" | [Website](https://ieor.columbia.edu/faculty/jay-sethuraman) |