© 2017, Omar El Housni, All Rights Reserved
Omar El Housni
Assistant Professor
CoRNELL TECH - CORNELL UNIVERSITY
© 2022, Omar El Housni, All Rights Reserved
I am an assistant professor at Cornell Tech and in the School of Operations Research and Information Engineering at Cornell University. I received my PhD in Operations Research from Columbia University where my advisor was Vineet Goyal. Before that, I graduated from Ecole Polytechnique (Paris) with an MS and BS in Applied Mathematics.
I am broadly interested in decision-making under uncertainty where I aim to develop optimization models and algorithms to address a wide-range of operational problems. My research focuses on the design of robust and efficient algorithms for sequential dynamic optimization problems under uncertainty with applications in revenue management, assortment planning, facility location problems and matching markets.
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
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.
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).
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
Patents
Real-time Iterative Assortment Allocation Estimation. Amazon Research
with D.Bhatia, S.Humair, V.Jain, G.Li, J.Marasanapalle, A.Sadighian, and J.Wu
(Patent Pending)
My thesis
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)
Address:
Cornell Tech
2 E Loop Road
New York, NY 10044
Email: oe46 At cornell Dot edu