Current Group

Dilip Arumugam
Adithya Devraj
Shi Dong
Vikranth Dwaracherla
Hong Jun Jeon
Anmol Kagrecha
Saurabh Kumar
Yueyang Liu
Zheqing (Bill) Zhu

Former Doctoral Students

Xiuyuan (Lucy) Lu (2020)
DeepMind
Dissertation: Information-Theoretic Regret Bounds for Reinforcement Learning

Abbas Kazerouni (2019)
Facebook
Dissertation: Efficient Exploration in Bandit and Reinforcement Learning

Maria Dimakopoulou (2018)
Netflix
Dissertation: Coordinated Exploration in Concurrent Reinforcement Learning

Ian Osband (2016)
DeepMind
Dissertation: Deep Exploration via Value Function Randomization1

Dan Russo (2015)
Columbia University
Dissertation: Efficient Learning and Experimentation in Sequential Optimization2

Zheng Wen (2014)
DeepMind
Dissertation: Efficient Reinforcement Learning with Value Function Generalization

Waraporn Tongprasit (2013)
Wolverine
Dissertation: Empirical Analysis of the Impact of Tick Sizes on Exchange Efficiency

Beomsoo Park (2012)
Morgan Stanley
Dissertation: Strategic and Adaptive Execution

Yi-hao (Edward) Kao (2012)
Two Sigma Investments
Dissertation: Directed Learning3

Michael Padilla (2011)
Knock
Dissertation: Intermediated Blind Portfolio Auctions4

Xiang (Robbie) Yan (2009)
Two Sigma Investments
Dissertation: Manipulation Robustness of Collaborative Filtering Systems5

Ciamac Moallemi (2007)
Columbia University
Dissertation: A Message-Passing Paradigm for Optimization

Vivek Farias (2007)
Massachusetts Institute of Technology
Dissertation: Revenue Management Beyond "Estimate, Then Optimize"6

Gabriel Weintraub (2006)
Stanford University
Dissertation: Industry Dynamics, Investment, and Market Structure

Jiarui (Jared) Han (2005)
Citadel Investment Group
Dissertation: Dynamic Portfolio Management - An Approximate Linear Programming Approach

Kahn Mason (2005)
Jane Street
Dissertation: Detecting Colluders in PageRank - Finding Slow Mixing States in a Markov Chain

David S. Choi (2003)
Carnegie Mellon University
Dissertation: Optimization for Value Function Approximation

Paat Rusmevichientong (2003)
University of Southern California
Dissertation: A Non-Parametric Approach to Multi-Product Pricing7

Daniela P. de Farias (2002)
Daniela & Luis Tango Argentino
Dissertation: The Linear Programming Approach to Approximate Dynamic Programming8

Former MS Students

Nick Choo (2006)
Vegasoul Capital Management


1 Won second place prize of the 2017 INFORMS Dantzig Dissertation Award.
2 A paper based on part of this work won the 2014 INFORMS Nicholson Student Paper Competition.
3 A paper based on part of this work received an honorable mention in the 2012 INFORMS Nicholson Student Paper Competition, and a paper based on another part of this work was selected as a finalist for the 2012 INFORMS Data Mining Best Student Paper Award.
4 A paper based on part of this work won the 2010 INFORMS Financial Services Section Best Student Research Paper Award.
5 A paper based on part of this work was selected as a finalist in the 2009 INFORMS Nicholson Student Paper Competition.
6 A paper based on part of this work was awarded the second place prize in the 2006 MSOM Student Paper Competition.
7 Won the 2003 INFORMS Dantzig Dissertation Award.
8 Won the 2002 INFORMS Dantzig Dissertation Award.