Research
Research Interests:
Combinatorial Optimization
Stochastic Programming
Statistical Learning (Machine Learning)
Reinforcement Learning in Stochastic Optimization
Operations Management, Transportation and Logistics
Selected Publications:
Fatemeh Sarayloo, Teodor Gabriel Crainic, and Walter Rei. "A Learning-Based Matheuristic Approach for Stochastic Network Design Problem" INFORMS Journal on Computing, ISSN 1526-5528, 2020 (https://pubsonline.informs.org/doi/abs/10.1287/ijoc.2020.0967 )
Fatemeh Sarayloo, Teodor Gabriel Crainic, and Walter Rei. "A Reduced-Cost-based Restriction and Refinement Matheuristic for Stochastic Network Design " Journal of Heuristics, 2020. (https://link.springer.com/article/10.1007/s10732-020-09460-y )
Fatemeh Sarayloo, Teodor Gabriel Crainic, and Walter Rei. "An Integrated Learning and Progressive Hedging Method to Solve Stochastic Network Design", Journal of Heuristics, Jul 2023. (https://link.springer.com/article/10.1007/s10732-023-09515-w )
Fatemeh Sarayloo, "Reinforcement Learning for Stochastic Sequential Decison Making Applied in Transportation and Logistics", Working paper.