Research

Randomness exists inherently in many real applications and how we model uncertainty is the core of my research. In terms of general theories and tools, below are some of the topics I am interested in.

★　Stochastic Programming

★　(Distributionally) Robust Optimization

★　Decomposition Algorithms

★　Machine Learning and Statistical Modeling

★　Convex Analysis

My primary application areas and expertise are in healthcare analytics and quantitative finance. Below are some of the topics related to my current and previous research.

★　Home Service Routing and Scheduling Problem

★　Operating Room Scheduling Problem

★　Portfolio Optimization Problem