Research Interests

Decision making under uncertainty in finance, probability, statistics, project management, marketing, inventory and queuing

Preprints

• Product Line Design with Interdependent Products                                                                                                        (with Vinit Kumar Mishra, Tao Hua and and Chung-Piaw Teo)   

• Asymmetry and Ambiguity in Newsvendor Models                                                                                                        (with Melvyn Sim and Joline Uichanco)

• Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion                                                 (with Dimitris Bertsimas, Xuan Vinh Doan and Chung-Piaw Teo)                       

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Accepted &  Published Papers

2008/09

• Tractable Robust Expected Utility and Risk Models for Portfolio Optimization                                                      (with Melvyn Sim and Joline Uichanco)                                                                                                                              To appear in Mathematical Finance   

• Persistency Model and Its Applications in Choice Modeling (with Miao Song and Chung-Piaw Teo)                              To appear in Management Science

• Constructing Risk Measures from Uncertainty Sets (with Melvyn Sim and Dessislava Pachamanova)                            To appear in Operations Research           

• Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization                                     (with Melvyn Sim and Dessislava Pachamanova)                                                                                                Management Science Volume 54, No. 3, pp. 573-585 (2008)

2007

• A Semidefinite Approach to the Steady-State Analysis of Queueing Systems (with Dimitris Bertsimas)                        Queueing Systems Volume 56, No. 1, pp. 27-39 (2007)

• A Mean-Variance Bound For A Three-Piece Linear Function (with Zhou Linyi)                                                               Probability in Engineering and Informational Sciences Volume 21, No. 4, pp. 611-621 (2007)

2006

• Persistence in Discrete Optimization under Data Uncertainty (with Dimitris Bertsimas and Chung-Piaw Teo)  Mathematical Programming Series B, Issue on Optimization under Uncertainty, Vol 108, No. 2-3, pp. 251-274 (2006)

• Tight Bounds on Expected Order Statistics (with Dimitris Bertsimas and Chung-Piaw Teo)                                 Probability in Engineering and Informational Sciences, Volume 20, No. 4, pp. 667-686 (2006) 

2004-05

• Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming & Asymptotic Bounds                 (with Dimitris Bertsimas and Chung-Piaw Teo)                                                                                                                 SIAM Journal of Optimization, Volume 15, No. 1, pp. 185-209 (2004)  

• Dispatching Automated Guided Vehicles in a Container Terminal                                                                                 (with Cheng Yong Leong, Sen Hock Chan, Chung-Piaw Teo and Tan Kok Choon)                                                         Supply Chain Optimization, J. Geunes, P.M. Pardalos eds., 98 (2005): pp. 355-390. Kluwer Academic Publishers

• Probabilistic Combinatorial Optimization: A Convex Programming Approach. PhD Thesis 2004.

Miscellaneous

• Modeling Sudoku with Integer Programs (Xpress-MP File: Sudoku)

• Matlab

Teaching

• University Annual Teaching Excellence Award, NUS (2005/06)

• Faculty Teaching Excellence Award, Faculty of Science, NUS (2005/06)

• Excellent Young Teacher Award, Faculty of Science, NUS (2004/05, 2006/07)

• Courses taught (2004-2007):

  • Postgraduate modules: Computing Technology and Tools

  • Undergraduate modules: Network Optimization, Inventory and Queuing Models, Model Building in Operations Research, Linear Programming

Researchers who have positively influenced me:

• Dimitris Bertsimas

• Teo Chung Piaw 

• Ioana Popescu

• Toh Kim Chuan

• Belal Baaquie

• Stephen Boyd 

• Srikant Marakani 

My Erdos Number is 4. Find the path here