Ayoub Foussoul

About me

I am a fifth-year Ph.D. candidate in the Department of Industrial Engineering and Operations Research at Columbia University. I am advised by Prof. Vineet Goyal. Prior to joining Columbia, I graduated from École Polytechnique in 2020, where I majored in Applied Mathematics.

I am broadly interested in sequential decision-making under uncertainty, with applications in inventory management, capacity planning, and resource allocation. I aim to develop tractable, robust, and interpretable algorithms with the potential for practical implementation in real-world settings.

Publications

• Distributionally Robust Newsvendor on a Metric (joint with Vineet Goyal). In preparation for submission to Operations Research (draft available on request).

• LP-Based Approximations for Disjoint Bilinear and Two-Stage Adjustable Robust Optimization (joint with Omar El Housni and Vineet Goyal). Mathematical Programming 206 (1), pages 239-281, 2024. A preliminary version appeared in proceedings of IPCO 2022.

• Two-Stage Stochastic Stable Matching (joint with Yuri Faenza and Chengyue He). In proceedings of IPCO 2024.

• Minimum Cut Representability of Stable Matching Problems (joint with Yuri Faenza and Chengyue He). In preparation for submission to Operations Research (draft available on request).

• Fully-Dynamic Load Balancing (joint with Vineet Goyal and Amit Kumar). In proceedings of IPCO 2024.

• Last Switch Dependent Bandits with Monotone Payoff Function (joint with Orestis Papadigenopoulos, Vineet Goyal, and Assaf Zeevi). In proceedings of ICML 2023.

• MNL-Bandit in Non-Stationary Environments (joint with Vineet Goyal and Varun Gupta). Submitted to Mathematics of Operations Research.

Teaching

• Optimization I IEOR E6613: Core PhD course. Teaching Assistant & Guest Lecturer. Fall 2021, Fall 2022.

• Optimization II IEOR E6614: Core PhD course. Teaching Assistant. Spring 2023, Spring 2024.

• Convex Optimization IEOR E6616: PhD level course. Teaching Assistant. Spring 2022.

• Optimization Methods IEOR E4004: Core master's course. Teaching Assistant & Guest Lecturer. Fall 2023.

• Applications for Financial Engineering IEOR E4500: Master's level course. Teaching Assistant. Spring 2021.