Professor of Operations Research & Statistics

Department of Statistics
Carlos III University of Madrid (UC3M)
Calle Madrid, 126
28903 Getafe (Madrid), Spain
E-mail: jose.nino [at] uc3m.es                                                         

Background: I earned my Licentiate (5-year) degree in Mathematical Sciences in 1989 from Complutense University of Madrid, Spain's largest university, with extraordinary graduation prize (top GPA) in the Area of Experimental Sciences, and my PhD in Operations Research from MIT in 1995 on a Fulbright fellowship, under the supervision of Professor Dimitris Bertsimas. After postdoc stints at MIT and at CORE-Catholic University of Louvain (on an individual Marie Curie fellowship), and a visiting faculty appointment at Pompeu Fabra University, in 2003 I joined  the Statistics Department at Carlos III University of Madrid,  where I have held the positions of Ramón y Cajal researcher and Associate Professor, and am currently Full Professor of Operations Research & Statistics.

Some publications (this part needs updating):

Refereed journals

   

MathSciNet

Original software codes (used in experiments reported in my publications)

Research:

Design and analysis of near-optimal index policies for dynamic resource allocation in Markov decision process models of a variety of systems

Theory and algorithms for restless bandit indexation: I introduced the first general sufficient indexability conditions for finite-state restless bandits, along with an adaptive-greedy index-computing algorithm for the Whittle index, and the framework of partial conservation laws (PCLs), in 2001; I extended such results to finite-state restless bandits fed by a general resource, casting the PCL framework into a polyhedral linear programming framework, in 2002; I extended such results in 2006 to countable-state semi-Markov restless bandits; see the survey 2007. For an introductory treatment, see 2010

Design of new dynamic index policies for a variety of models via restless bandit indexation: control of admission and routing to parallel queues (2002, 2007;); scheduling a multiclass make-to-order/make-to-stock M/G/1 queue (NM-2006); scheduling a multiclass finite-buffer delay-/loss-sensitive queue (2006)

Design of efficient algorithms for index computation: for the Gittins index (2007); for the Asawa and Tekenektzis index for bandits with switching costs (2008); for the classic index of Bradt, Johnson, and Karlin (1956) for finite-horizon bandits (2011)

Stochastic scheduling; see J. Niño-Mora (2009). Stochastic scheduling. In Encyclopedia of Optimization, 2nd edition, C.A. Floudas and P.M. Pardalos, eds., pp. 3818--3824. Springer, New York. [pdf]

Multiclass queueing networks: scheduling and control; see J. Niño-Mora (2011). Klimov's model. In Wiley Encyclopedia of Operations Research and Management Science.

Conservation laws; see J. Niño-Mora (2011). Conservation laws and related applications. In Wiley Encyclopedia of Operations Research and Management Science.

Mathematical programming / achievable performance region approach to Markov decision process models