News:

 

- Upcoming talks: RMP (June 20-22), MSOM (SIG) (June 26-28), ICCOPT (July 25-28)

 

- NYC Operations Day is back! Event is April 29, 2022 at Cornell Tech. Registration and information is here

 

 

 

Preprints

NEW: Fluid Approximations for Revenue Management under High-Variance Demand: Good and Bad Formulations

with Yicheng Bai, Billy Jin, Huseyin Topaloglu, Paat Rusmevichientong and David Williamson

 

Joint Assortment Optimization and Customization under a Mixture of Multinomial Logit Models: On the Value of Personalized Assortments

with Huseyin Topaloglu

Minor Revision in Operations Research

 

Joint Assortment and Inventory Planning for Heavy Tailed Demand

with Omar Mouchtaki, Guillermo Gallego, Vineet Goyal, Salal Humair, Ali Sadighian, Sangjo Kim and Jingchen Wu

Under Review in Management Science

 

Beyond Worst-case: A Probabilistic Analysis of Affine Policies in Dynamic Optimization

with Vineet Goyal

Major Revision in INFORMS Journal on Optimization

 

 

Journal publications

 

On the Optimality of Affine Policies for Budgeted Uncertainty Sets

with Vineet Goyal

Math of Operations Research, 46 (2), 674-711, 2021.

2nd place in the 2020 George Nicholson student paper competition.

Video BIRS workshop "Models and Algorithms for Sequential Decision Problems under Uncertainty", Banff 2019.

 

A Tractable Approach for Designing Piecewise Affine Policies in Two-Stage Adjustable Robust  Optimization

with Aharon Ben-Tal and Vineet Goyal

Math Programming 182 (1), 57-102, 2020.

 

Piecewise Static Policies for Two-stage Adjustable Robust Linear Optimization

with Vineet Goyal

Math Programming 169 (2), pages 649-665, 2018.

Finalist in the 2015 INFORMS Undergraduate OR student paper competition.

 

Refereed conference publications

 

NEW: LP-based Approximations for Disjoint Bilinear and Two-Stage Adjustable Robust Optimization

with Ayoub Foussoul and Vineet Goyal

Forthcoming in IPCO 2022

 

Matchings Drivers to Riders: A Two-stage Robust Approach

with Oussama Hanguir, Vineet Goyal and Clifford Stein

APPROX 2021

 

On the Power of Static Assignment Policies for Robust Facility Location Problems

with Vineet Goyal and David Shmoys

IPCO 2021

 

Beyond Worst-case: A Probabilistic Analysis of Affine Policies in Dynamic Optimization

with Vineet Goyal

NeurIPS 2017 (Spotlight).

Spotlight video

Reports on COVID-19 Pandemic

Can Testing Ease Social Distancing Measures? Future Evolution of COVID-19 in NYC

with Mika Sumida, Paat Rusmevichientong, Huseyin Topaloglu and Serhan Ziya

 

Future Evolution of COVID-19 Pandemic in North Carolina: Can We Flatten the Curve?

with Mika Sumida, Paat Rusmevichientong, Huseyin Topaloglu and Serhan Ziya

(See Blog)

Working papers

Near-optimal Threshold Policies via Lifted Linear Decision Rules

with Amine Bennouna and Vineet Goyal

In preparation for submission to Operations Research.

Winner of Ecole Polytechnique’s Grand Prize of research internship 2019.

 

Dynamic Resource Provisioning Under Demand Uncertainty

with Chaithanya Bandi and Vineet Goyal

Asbtract

Patents

My thesis

Tractable Policies in Dynamic Robust Optimization

TEACHING

Instructor, Cornell Tech

Optimization under uncertainty: robust and online models, ORIE 6360 PhD, Spring 2022

Modeling under uncertainty, ORIE 5530 graduate, Fall 2021

Business applications of optimization, ORIE 5250 graduate, Summer 2021

Service systems and online markets, ORIE 5132 graduate, Spring 2021

 

Teaching Assistant, Columbia IEOR

Optimization, IEOR 6613 PhD

Dynamic Pricing and Revenue Management, IEOR 4601 graduate

Simulation, IEOR 3404 undergraduate

Advanced Optimization, IEOR 3609 undergraduate

 

Co-instructor, Columbia Science Honors Program

Introduction to Algorithms

 

Instructor, Mathematical Olympiad

Head coach and instructor of the Moroccan International Mathematical Olympiad team at IMO 2019, Bath UK.

(My experience at IMO on Youtube)

 

CONTACT