José Niño-Mora   picture         

Professor of Operations Research & Statistics

Head (since 2018), Department of Statistics
Carlos III University of Madrid (UC3M)
jose.nino [at] uc3m.es                                                          

Background:

  • Licentiate (5-year BSc-MSc degree) '89 in Mathematics, Complutense University of Madrid, (with graduation award for the top GPA among all degree recipients in the Area of Experimental Sciences)
  • PhD MIT '95 in Operations Research (Fulbright fellow) (PhD Advisor: Prof. Dimitris Bertsimas)
  • Postdoc at MIT's Operations Research Center (95/96) and at Center for Operations Research and Econometrics (CORE)-Catholic University of Louvain at Louvain la Neuve (96/97; CORE/Marie Curie fellow). Visiting Professor (97–03) at Pompeu Fabra University's Department of Economics and Business
  • At UC3M since '03: Ramón y Cajal Investigator Award (03–05). Associate Professor '05. Full Professor '16

    • Editorial activity:

  • Guest editor for Special Issue ''Advances in Markovian Dynamic and Stochastic Optimization Models in Diverse Application Areas'' in the journal Mathematics, see the call for papers
  • Associate editor of the Springer journal TOP, an official journal of the Spanish Society of Operations Research and Statistics, which publishes original papers that significantly contribute to the theory and methodology of Operations Research, or to the practice of Data Driven Decision Making through innovative applications of Operations Research

    Highlighted recent work:

  • Niño-Mora, J. Fast two-stage computation of an index policy for multi-armed bandits with setup delays. Mathematics, vol. 9, Article 52, 2021
  • Niño-Mora, J. Solving Poisson's equation for birth–death chains: Structure, instability, and accurate approximation. Performance Evaluation, vol. 145, Article 102163, 2021
  • Niño-Mora, J. A fast-pivoting algorithm for Whittle's restless bandit index. Mathematics, vol. 8, Article 2226, 2020
  • Niño-Mora, J. A verification theorem for threshold-indexability of real-state discounted restless bandits. Mathematics of Operations Research, vol. 45, 465–496, 2020
    • This paper has won the First Spanish Society for OR and Statistics - BBVA Foundation Award for best methodological contribution in Operations Research
  • Niño-Mora, J. Resource allocation and routing in parallel multi-server queues with abandonments for cloud profit maximization. Computers & Operations Research, vol. 103, 221–236, 2019
  • Niño-Mora, J. Towards minimum loss job routing to parallel heterogeneous multiserver queues via index policies. European Journal of Operational Research, vol. 220, 705–715, 2012
  • Niño-Mora, J. Admission and routing of soft real-time jobs to multiclusters: Design and comparison of index policies. Computers & Operations Research, vol. 39, 3431–3444, 2012

    • Publications:

  • Google Scholar

    • Some research lines and contributions:

  • Design and analysis of near-optimal tractable policies for Markov decision models
  • Theory and algorithms for restless bandit indexation: I introduced general sufficient conditions for indexability of finite-state restless bandits, along with an adaptive-greedy Whittle index-computing algorithm, and the framework of partial conservation laws (PCLs), in 2001; extended in 2002 to finite-state restless bandits fed by a general resource; extended in 2006 to countable-state semi-Markov restless bandits, and in 2020 to real-state restless bandits; see the survey 2007. For an introductory treatment, see 2010
  • Design of new dynamic index policies for a variety of models via restless bandit indexation: control of admission and routing to parallel queues (2002, 2007, 2012a, 2012b, 2019); scheduling a multiclass make-to-order/make-to-stock M/G/1 queue (2006); scheduling a multiclass finite-buffer delay-/loss-sensitive queue (2006)
  • Design of efficient index computing algorithms: for the Gittins index (2007); for the Asawa and Teneketzis index for bandits with switching costs (2008); for the classic index of Bradt et al. (1956) for finite-horizon bandits (2011)
  • Stochastic scheduling; see 2009, in Encyclopedia of Optimization, Springer
  • Multiclass queueing networks and conservation laws; see Klimov's model and Conservation laws and related applications, in Wiley Encyclopedia of Operations Research and Management Science, 2011