Our doctoral student dissertation papers over the years.


Brian Lu
Prof. Vineet Goyal
Essays on Approximation Algorithms for Two-Stage Robust Linear Optimization Problems
Zhen Qiu
Prof. Garud Iyengar
Approximation Algorithms for Demand-Response Contract Execution and Coflow Scheduling
Ningyuan Chen
Prof. David Yao
Ranking Algorithms on Directed Configuration Networks
Linan Yang
Prof. Xuedong He
Two Essays in Financial Engineering


Carlos Adrian Abad Lopez
Prof. Garud Iyengar
Smart Grid Risk Management
Juan Li
Prof. Jose Blanchet
Stochastic Networks: Modeling, Simulation Design and Risk Control
Aya Wallwater
Prof. Jose Blanchet
Perfect Simulation and Optimal Deployment Strategies for Detection
Andrei Simion
Prof. Michael Collins
Prof. Cliff Stein
A Family of Latent Variable Convex Relaxations for IBM Model 2
Xin Li
Prof. Tim Leung
Optimal Multiple Stopping Approach to Mean Reversion Trading
Marco Santoli
Prof. Steve Kou
Methods for Pricing Pre-Earnings Equity Options and Leveraged ETF Options
Peter Maceli
 Prof. Maria Chudnovsky
Excluding Induced Paths: Graph Structure and Coloring


Chen Chen
Prof. Jay Sethuraman
Theory of Systemic Risk
Bo Huang
Prof. Don Goldfarb
Convex Algorithms and Recovery Theories in Sparse Modeling in Machine Learning
Jing Dong
Prof. Mariana Olvera-Cravioto
Studies in Stochastic Networks: Efficient Monte-Carlo Methods, Modeling and Asymptotic Analysis
Shyam Sundar Chandramouli
Prof. Jay Sethuraman
Network Resource Allocation Under Fairness Constraints
Irene Song
Prof. Daniel Bienstock
New Quantitative Approaches to Asset Selection and Portfolio Construction
Matthieu Plumettaz
Prof. Maria Chudnovsky
Graph Structure and Coloring
Hailey Song Hee Kim
Prof. Daniel Bienstock
Data-Driven Decisions in Service Systems
Tulia Herrera Humphries
Prof. Daniel Bienstock
On the Kidney Exchange Problem and Online Minimum Energy Scheduling
Andrew Ahn
Prof. Jay Sethuraman
Prof. Ward Whitt
Essays in Financial Engineering
Chun Wang
Prof. Jay Sethuraman
High Dimensional Portfolio Management: Tax, Execution and Information Relaxation
Xinyun (Traci) Chen
Prof. Jose Blanchet
Perfect Simulation, Sample-Path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems
Jinbeom Kim
Prof. Tim Leung
Pricing, Trading, and Clearing Defaultable Claims Subject to Counterparty Risk
Yupeng Chen
Prof. Steve Kou
Essays on Inventory Management and Conjoint Analysis
Haowen Zhong
Prof. Steve Kou
Two Papers of Financial Engineering Relating to the Risks of the 2007-2008 Financial Crisis


Shuheng (John) Zheng
Prof. Jose Blanchet
Stochastic Approximation Algorithms in the Estimation of Quasi-Stationary Distributions
Rodrigo Carrasco
Prof. Garud Iyengar &
Prof. Cliff Stein
Resource Cost Aware Scheduling Problems
Alexander Michalka
Prof. Daniel Bienstock
Cutting Plane Techniques for Convex Objective Nonconvex Optimization
Menghui Cao
Prof. Steve Kou
From Continuous to Discrete: Results on the Probabilities and Monte Carlo Simulations for the Pricing of Barrier Options and American Options
Arseniy Kukanov
Prof. Rama Cont
Stochastic Models of Limit Order Markets
Zhiwei (Tony) Qin
Prof. Don Goldfarb
Optimization Algorithms for Structured Machine Learning and Image Processing Problems
Xingbo Xu
Prof. Paul Glasserman
Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error
Krzysztof Choromanski
Prof. Maria Chudnovsky
Tournaments with Forbidden Substrutures and the Erdos-Hajnal Conjecture




Behzad Nouri
 Prof. Paul Glasserman
Pricing and Risk Implications of Contingent Capital
Ana Cecillia Zenteno Langle
 Prof. Daniel Bienstock
Models for Managing the Impact of an Influenza Pandemic
Yixi Shi
 Prof. Jose Blanchet
Rare Events in Stochastic Systems: Modeling, Simulation Design and Algorithm Analysis
Ruxian Wang
 Prof. Guillermo Gallego
Multiproduct Pricing Management and Design of New Service Products


Necdet Serhat Aybat
Prof. Garud Iyengar
A First-Order Smoothed Penalty Method for Compressed Sensing, SIAM Journal on Optimization
Nur Ayvaz
Prof. Soulaymane Kachani &
Prof. Guillermo Gallego
Three Essays on Dynamic Pricing and Resource Allocation
Vijay Desai
Prof. Guillermo Gallego &
Prof. Ciamac Moallemi
Approximate Dynamic Programming for Large Scale Systems 
Yiping Du
Prof. Ciamac Moallemi &
Prof. Mark Broadie
Efficient Methods for Estimating Risk Measures
Thiam Lee
Prof. Tim Huh &
Prof. Jay Sethuraman
Essays on Inventory Management and Object Allocation
Yunan Liu
Prof. Ward Whitt
Mutli-Server Queues with Time-Varying Arrivals and Customer Abandonment
Shiqian Ma
Prof. Donald Goldfarb
Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity, and Applications
Yu Hang Kan
Prof. Rama Cont
Quantiative Modeling of Credit Derivatives


Zaiwen Wen
 Prof. Donald Goldfarb
Thesis Title: First-order Methods for Semi-definite Programming
Yori Zwols
 Prof. Maria Chudnovsky
Forbidding Induced Subgraphs
Romain Deguest
 Prof. Rama Cont
Model Uncertainty in Derivative Pricing and Risk Management
Rouba Ibrahim
 Prof. Ward Whitt
Real-time Delay Prediction in Customer Service Systems
Guodong Pang
 Prof. Ward Whitt
Asymptotic Methods to Understand the Performance of Large-Scale Service Systems
Masoud Talebian
 Prof. Guillermo Gallego
Essay on Learning and Contract Theory
Kun Soo Park
 Prof. Ward Whitt,
 Prof. Tim Huh & 
 Prof. Emanuel Derman
Applications of Stochastic Modeling to Quantitative Finance and Operations Management
Ohad Perry
 Prof. Ward Whitt
Heavy-Traffic Limits Via an Averging Principle for Service Systems Responding to Unexpected Overloads


Ali Sadighian
Prof. Tim Huh &
Prof. Soulaymane Kachani
Dynamic Pricing Models with Competition, Production Planning, and Consumer Interaction
Rishi Talreja
Prof. Ward Whitt
Essays on Heavy-Traffic Approximations for Many-Server Queuing Systems
Abhinav Verma
Prof. Daniel Bienstock
Power Grid Security Analysis: An Optimization Approach
Ming Hu
Prof. Guillermo Gallego
Dynamic Oligopoly Models in Revenue Management and Supply Chain Management
Ka Chun (Alfred) Ma
Prof. Garud Iyengar,
Prof. Donald Goldfarb &
Prof. Ward Whitt
Essays in Asset Allocation
Xianhua Peng
Prof. Steve Kou
Two Research Problems in Financial Engineering


Stergios Athanassoglou
Prof. Jay Sethuraman
Essays on Fair, Efficient, and Incentive-Compatible Resource and Cost Allocation