Research Interests
Theory
Randomness exists inherently in many real-world applications, and how we model uncertainty in optimization is the core of my research. In terms of general theories, below are some of the topics I am interested in.
★ Stochastic Programming
★ (Distributionally) Robust Optimization
★ Decomposition Algorithms
★ Machine Learning and Statistical Modeling
★ Convex Analysis
Application
My primary application areas and expertise are in healthcare analytics, transportation, logistics, and quantitative finance. Below are some of the topics related to my current and previous research.
★ Routing and Scheduling Problem
★ Operating Room Scheduling Problem
★ Portfolio Optimization Problem