José Niño-Mora   picture         

Professor of Operations Research & Statistics

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

Background:

  • Licentiate (MSc) '89 in Mathematics, Complutense Univ. of Madrid (extraordinary graduation prize in the area of experimental sciences)
  • PhD MIT '95 in Operations Research (Fulbright fellow) (PhD Advisor: Prof. Dimitris Bertsimas)
  • Postdoc at MIT (95/96) and CORE-Catholic Univ. of Louvain (96/97; CORE/Marie Curie fellow). Faculty member (97–03) at Pompeu Fabra Univ.
  • At uc3m since '03: Ramón y Cajal Investigator Award (03–05). Associate Professor '05. Full Professor '16

  • Highlighted recent work:

  • Niño-Mora, J. A verification theorem for threshold-indexability of real-state discounted restless bandits (arXiv version). Accepted in Mathematics of Operations Research, 2019
  • 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
  • MathSciNet
  • 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 2019 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