Talks


The following are pdf files of talks since December 2001.


·       Uncertainty, Technology, and Market Effects on Production, Inventory, and Financial Decisions INFORMS National Meeting, Pittsburgh, PA, November 2006.

·       Large Scale Dynamic Stochastic Programming: Still an Unsolved Problem in OR, INFORMS National Meeting, Pittsburgh, PA, November 2006.

·       Liquidity Risk in Dynamic Portfolio Optimization, INFORMS National Meeting, Pittsburgh, PA, November 2006.

·       Where do We want OR to go in Education and Vice Versa? INFORMS National Meeting, Pittsburgh, PA, November 2006.

·       Evaluating Electricity Generation, Energy Options, and Complex Networks, Morgan Stanley, New York, 1 November 2006.

·       Operational Decisions, Capital Structure, and Managerial Compensation, University of Texas at Dallas, 20 October 2006.

·       Decomposition Methods for Dynamic, Stochastic Optimization, Toyota Technology Institute, Chicago, IL, 17 October 2006.

·       Optimal Portfolios with Liquidity Risk, Columbia University, 3 October 2006.

·       Complexity in Energy Networks, Finding Equilibrium Bounds, and Option Valuation, PSR, Rio de Janeiro, Brazil, August 2006.

·       Continuum Approximation of Multiple-Asset Taxable Portfolios, Mathematical Programming Symposium, Rio de Janeiro, Brazil, August 2006.

·       Operations Research: The Legacy of George Bernard Dantzig for Today and Tomorrow, Mathematical Programming Symposium, Rio de Janeiro, Brazil, 31 July 2006.

·       Complexity in Energy Networks under Uncertainty, IEEE Power Engineering Society, Montreal, Quebec, 21 June 2006.

·       Building Consistent Risk Measures into Stochastic Optimization Models, Duke University, 26 April 2006.

·       Stochastic Programming: Models, Approximations, and Methods, Purdue University, March 2006.

·       Alternative Value-Function Approximations in Portfolio Optimization, Workshop on Financial Engineering, University of Florida, Gainesville, FL, March 2006.

·       Computational Methods for Dynamic Stochastic Optimization in Financial Engineering, Workshop on Financial Engineering, University of Florida, Gainesville, FL, March 2006.

·       Equity Valuation, Production, and Financial Planning, Carnegie Mellon University, Pittsburgh, PA, 3 March 2006.

·       Effectively Managing Liquidity Risk in Dynamic Asset-Liability Optimization, GARP Convention, New York, 1 March 2006.

·       Operations Research: The Legacy of George Bernard Dantzig for Today and Tomorrow, Algorithmic Operations Research Conference, Simon Fraser University, Vancouver, British Columbia, January 2006.

·       Trends and Competitiveness in the Automotive Industry, KPMG Forum, Detroit Auto Show, Detroit, Michigan, January 2006.

·       Research Challenges and Opportunities for Optimization in the Energy Section, Fields Institute Optimization Series, University of Toronto, Toronto, Ontario, 6 December 2005.

·       Solving Infinite-Horizon Stochastic Programs, McMaster University, Hamilton, Ontario, 5 December 2005.

·       Optimal Policies with Unreliable Suppliers and Currency Exchange Rate Risk, INFORMS National Meeting, San Francisco, CA, November 2005.

·       When Is It Best not to Hedge?, INFORMS National Meeting, San Francisco, CA, November 2005.

·       George B. Dantzig: Academic Life, INFORMS National Meeting, San Francisco, CA, November 2005.

·       Research Opportunities at the MS/OM-Interface: Introduction, INFORMS National Meeting, San Francisco, CA, November 2005.

·       Solving Large-Scale Infinite Horizon Stochastic Optimization Problems,University of Illinois at Urbana-Champaign, Joint General Engineering and Industrial Engineering Seminar, Urbana, IL, October 2005.

·       Bounds and Comparisons for Quasi-Monte Carlo Methods in Option Pricing, Applied Mathematics Colloquium and Mathematical Finance and Risk Management Seminar, Illinois Institute of Technology, Chicago, IL, October 2005.

·       Operational Decisions, Capital Structure, and Managerial Compensation: A News Vendor Perspective, Operations Management Seminar, Stern School of Business, New York University, October 2005.

·       Building Consistent Risk Preferences into Stochastic Optimization Models, Third Rutgers-Stevens Workshop on Optimization of Stochastic Systems: Risk-Averse Optimization, Rutgers University, Piscataway, NJ, September 2005.

·       A Unifying Framework for Robust and Stochastic Optimization Models and Methods, Workshop on Large-Scale Robust Optimization, Sandia National Laboratories, Santa Fe, NM, August 2005.

·       A Primer on Finance for MS Teachers, INFORMS Teaching of Management Science Workshop, Lake Bluff, IL, July 2005.

·       Computational Methods for Large-Scale Stochastic Programs, Institute on Computational Economics 2005, Argonne National Laboratory, Argonne, IL, July 2005.

·       Portfolio Optimization with Consumption and Trading Constraints, Workshop on Optimization in Finance, Coimbra, Portugal, July 2005.

·       Production and Financing Decisions: Modeling and Analysis, BCTIM Risk Management Conference, Washington University in St. Louis, May 2005.

·       The Complexity of Networked Resources: Challenges for Energy Market Models, MITACS 6th Annual Conference, University of Calgary, May 2005.

·       Optimizing Taxable Portfolios of Many Assets, Financial Engineering Seminar, Cornell University, April 2005. (Shorter version: Conference on Risk Management and Quantitative Finance, University of Florida, April 2005.)

·       Dynamic Portfolio Optimization with Stochastic Programming, Quantitative and Computational Finance Day, Georgia Tech, April 2005.

·       Uncertainty, Dynamics, and Competition: Old and New Challenges for Optimization, Dantzig-Veinott-Cottle Symposium, Stanford University, November 2004.

·       Teaching with Cases, INFORMS Teaching Workshop, Denver, CO, October 2004.

·       Scheduling a Professional Sport League in Microsoft Excel, INFORMS National Conference, Denver, CO, October 2004.

·       Integrating Financial and Operational Risks via Multi-Stage Stochastic Programming, SPX, Tucson, AZ, October 2004.

·       Global Optimization in Multi-Agent Models, CORS Conference, Calgary, Alberta, May 2004.

·       Real Options in Process Industry Supply Chain Management, NSF Symposium on Supply Chain Management in the Process Industries, May 2004.

·       Optimization Models in Financial Mathematics, Illinois Section Mathematical Association of America Meeting, Schaumburg, Illinois, April 3, 2004. (pdf)

·       What are the Limits of OR Models? – The Large-Scale Model Paradox and Data Estimation, III Congresso Colombiana/I Conferencia Andina Internacional de Investigacion de Operaciones CCIO-2004, Cartagena, Colombia, March 2004. (pdf)

·       Evaluating Electricity Capacity with Option Pricing, CCIO-2004, Cartagena, Colombia, March 2004. (pdf)

·       Solving Infinite Horizon Stochastic Optimization Problems, Optimization Technology Center, November 2003. (pdf)

·       The Complexity of Networked Resources: Lessons and Opportunities from the Service Sector, “Understanding Complexity” Workshop, Princeton University, November 2003. (pdf)

·       Portfolios with Trading Constraints and Payout Restrictions, IBM T.J. Watson Research Center, June 2003. (pdf)

·       Production Financing Interactions and Optimal Capital Structure, University of Michigan, May 2003. (pdf)

·       Engineering and the Service Sector: Common Elements, Challenges, and Opportunities, NSF Grantees Conference, Birmingham, AL, January 2003. (pdf)

·       Using Stochastic Programming Problem Structure to Gain Computational Efficiency, Sandia National Labs, Livermore, CA, January 2003. (pdf)

·       Optimal Consumption – A Stochastic Programming Approach, INFORMS National Meeting, San Jose, CA, November 2003. (pdf)

·       Stochastic Optimization Tutorial, Institute for Mathematics and its Applications, Supply Chain and Logistics Optimizations Tutorial, Minneapolis, September 2002. (pdf)

·       Optimization in Financial Engineering in the Post-Boom Market, SIAM Conference on Optimization, Toronto, May 2002. (pdf)

·       Building Consistent Asset-Liability Management Models, SIAM Conference on Optimization, Toronto, May 2002. (pdf)

·       Real Options Theory and Practice, INFORMS Practice Conference, Montreal, May 2002. (pdf)

·       Using Management Science to Reduce Enterprise Risks: Defining the Role of Operational and Financial Hedges, Arnoff Lecture on the Practice of Management Science, University of Cincinnati, May 2002. (pdf)

·       Stochastic Programming Models in Asset-Liability Management, University of Arizona, Systems and Industrial Engineering Colloquium, February 2002. (pdf) 

·       Introduction to Stochastic Programming, CUSTOM Conference, Carnegie Mellon University, December 2001. (pdf)


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