Associate Professor,
Department of Systems & Information Engineering, University of Virginia
Charlottesville, VA 22904
Education:
Ph.D. Operations Research
(1997);
University of Michigan, Ann Arbor, MI.
M.Sc. Industrial and Operations Engineering (1995); University of Michigan, Ann Arbor, MI.
D.E.A Diplôme d’Etudes Approfondies, Automatique et Informatique Industrielle (1992);
Université de Toulouse III, Toulouse, France.
B.Sc. Electrical Engineering (1991); Universidad de los Andes, Bogotá, Colombia.
Recent Publications:
"Equilibrium Capacity Expansion under Stochastic Demand Growth" (with Joseph Shen) forthcoming, Operations Research
"A Game Theoretic Approach to Efficient Power Management in Sensor Networks" (with Enrique Campos and Chenyang Li) Operations Research Vol. 56, No. 3 (2008), pp. 552—561
"Dynamic Auctions for On-Demand Services" (with Enrique Campos and Natalia Fabra) IEEE Transactions on Systems, Man and Cybernetics Vol.37 No. 4 (2007) pp. 878-886
"Solution and Forecast Horizons for Nonhomogeneous Markov Decision Processes" (with T. Chee, E. Schochetman and Robert L. Smith) Mathematics of Operations Research, Vol. 32 No. 1 (2007) pp. 51-72
"A Decentralized Approach for Simulation-based Optimization" (with Steve Patek and Kaushik Sinha) Operations Research Vol. 55, No. 4 (2007), pp. 717—732
"The Potential for Underinvestment in Internet Security: Implications for Regulatory Policy" (with Barry Horowitz) Journal of Regulatory Economics, Vol. 31 No. 1 (2007) pp. 37-55
Working Papers:
"Empirical Analysis of the Effects of Cyber Security Incidents" (with G. Davis and W. Zhang)
"Rational Swarms for Distributed On-line Bayesian Search" (with Chenyang Li and Fernan Pedraza) note: you may see a physical demo of the "rational swarm" scheme with Lego NXT robots by clicking here
"Investment Dynamics in Electricity Markets" (with Ennio Stacchetti)
"A Distributed, Adaptive Protocol For Handling Interference in Wireless Communications" note: you may see a physical demo with SunSPOT devices by clicking here
Research Interests:
Dynamic programming and dynamic games
Economic regulation of network industries (electricity, gas, telecom).
Decentralized algorithms for complex network optimization.
(PI) NSF- 0217371 "Complex Networks Optimization"
(Co-PI) NSF-0414727 "Dynamic Coordination for Distributed Planning with Limited Communication"
Other stuff: