design and analysis of near-optimal index policies for
dynamic resource allocation in
Markov decision process models of a variety of systems
Theory and algorithms for restless bandit indexation:
I introduced the first general sufficient indexability conditions
for
a finite-state restless bandit, along with an adaptive-greedy
index algorithm and
the framework of partial conservation laws (PCLs), in
2001; I extended such results to finite-state restless bandits
fed by a general resource, casting the PCL framework into a
polyhedral linear programming framework, in 2002;
I extended such results in 2006
to countable-state semi-Markov restless bandits;
see the survey2007. 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;);
scheduling a multiclass make-to-order/make-to-stock M/G/1
queue (NM-2006);
scheduling a multiclass finite-buffer delay-/loss-sensitive
queue (2006)
Design of efficient algorithms for index computation: for
the Gittins index (2007);
for the Asawa and Tekenektzis index for bandits with switching
costs (2008);
for the classic index of Bradt, Johnson, and Karlin (1956) for
finite-horizon bandits (2010)
Stochastic scheduling; see
J. Niño-Mora
(2009). Stochastic scheduling. In
Encyclopedia of Optimization, 2nd edition, C.A. Floudas and P.M. Pardalos, eds., pp. 3818--3824.
Springer, New York. [pdf]
Multiclass queueing networks: scheduling and control; see J. Niño-Mora
(2011). Klimov's model. In
Wiley Encyclopedia of Operations Research and Management Science.
Mathematical programming / achievable performance region approach to Markov decision process models
For prospective
PhD students:
The Statistics Department offers PhD studentships on a competitive basis,
to pursue doctoral studies in one of the following programs:
The
Master and
PhD programs in Business Administration and Quantitative Methods
and the
Master and
PhD programs in Mathematical Engineering.
(Fulbright fellow).
Postdoc stints at MIT (1995/96) and CORE-Catholic
University of Louvain (1996/97; CORE and
Marie Curie
fellow).
Faculty member (1997-2003) at Pompeu Fabra
University's Dept. of Economics and Business.