About

Education

  • Ph.D. in Management (1975), University of California, Los Angeles (Graduate School of Management). Dissertation Topic: "Special Structures in Large Scale Network Models and Associated Applications" (winner of the 1976 American Institute of Decision Sciences Doctoral Dissertation Competition).
  • MS in Management Science (1972), University of California, Los Angeles.
  • MS in Computer Science (1969), University of Illinois, Urbana, Illinois (designed the world's first parallel algorithm for solving a nonlinear program - Illiac IV computer).
  • BS in General Engineering (1969), University of Illinois, Urbana, Illinois.
  • Additional year of graduate work in Business Administration -- University of Southern California and the University of California (1969-1970).

Teaching Experience

1978-present, Princeton University, Professor

  • Financial Planning Systems for the Public and Private Sectors, Graduate course, Woodrow Wilson School of Public and International Affairs.
  • Financial Engineering, Graduate seminar and capstone course for Masters Degree in Financial Engineering.
  • Analytical Methods for Public Policy, Woodrow Wilson School of Public and International Affairs. Graduate course on decision analysis and optimization in the public sector.
  • Linear Programming. Junior course on linear optimization models and algorithms.
  • Nonlinear Programming, Graduate course for ORFE doctoral students.
  • Optimization under Uncertainty. Junior course on optimizing decisions in the face of uncertainty.
  • Stochastic Programming. Graduate seminar on stochastic optimization algorithms.
  • Strategies in Modeling: Public and Corporate Decisions. Senior course integrating stochastic modeling techniques.
  • Decision Analysis for Public Policy. Woodrow Wilson School of Public and International Affairs.  Senior course introducing quantitative techniques for public sector managers.
  • Planning Models with Multiple and Stochastic Objectives. Graduate course.
  • Engineering Applications of Optimization Models.  Graduate course, representation of engineering and management problems as optimization models.
  • Transportation Network Models. Undergraduate and graduate courses, large-scale network optimization techniques.
  • Topics in Engineering Management Systems. Graduate seminar on implementation of management science techniques.
  • Network Optimization Algorithms and Applications. Undergraduate course.
  • Systems Analysis Techniques. Woodrow Wilson School of Public and International Affairs. Graduate course, reviews computerized planning systems and discusses their implementation in the government.
  • Integrated Production, Marketing and Distribution Planning.  Short course aimed at managers and analysts who are concerned with the coordination of large-scale marketing, distribution and production problems.
  • Python Machine Learning for Asset Management, with Professor Lionel Martellini, introduced September 2019, ranked as one of the top 100 online course in terms of participants.

1975-1978 Harvard University, Graduate School of Business Administration, Assistant Professor

  • Managerial Economics, first year MBA required subject.  This six-month MBA course covered the following topics: decision analysis, forecasting techniques, statistical methods, simulation, competitive decision-making and linear programs.
  • Mathematical Programming (Economics 2140b), graduate course in the Department of Economics.