I received my Ph. D. from University of Illinois at Urbana-Champaign in Industrial Engineering and Operations Research (ISE) in 2012. My PhD thesis advisor were Prof Uday V. Shanbhag and Prof. Angelia Nedich. I did my undergraduate (B. Tech.) in Mechanical Engineering from the Indian Institute of Technology, Bombay in 2008.
Currently, I am Research Scientist at Amazon in Sponsored Product - Marketplace. Broadly speaking, my work focuses on building optimization model, simulation of ad auctions, prediction analytics. Prior to this, I was an Associate at Goldman Sachs in Compliance Surveillance Analytics.
My general research interests are listed below.
Research Interests
Convex and nonconvex optimization
Distributed optimization algorithms over multi agent networked system
Online and stochastic optimization models
Machine learning theory and application
Game theory