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)
Dissertation: Information-Theoretic Regret Bounds for Reinforcement Learning

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

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

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

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

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

Waraporn Tongprasit (2013)
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)
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.