Research

The IEOR Department constantly and consistently produces prominent research in the areas of logistics, routing, scheduling, production and supply chain management, inventory control, revenue management, and quality control.

New developments are being explored in operations research—in particular, mathematical programming, combinatorial optimization, stochastic modeling, computational and mathematical finance, queuing theory, reliability, simulation, and both deterministic and stochastic network flows.

 

 

Faculty & Research

Read about our faculty and their research projects.

In finance, research is conducted in portfolio management, option pricing including exotic and real options, computational finance like Monte Carlo simulation and numerical methods, and data mining and risk management.

Projects are sponsored and supported by leading private firms and government agencies. In addition, our students and faculty are involved in the work of several research and educational centers.

Both CAP and CORC are supported principally by grants from the National Science Foundation. CAP is a cooperative center involving the School of Engineering and Applied Science, several departments in the Graduate School of Arts and Sciences, and the Graduate School of Business. Its interests are in four applied areas: mathematical and computational finance, stochastic networks, logistics and distribution, and population dynamics.