José Niño-Mora's home page  picture         

associate professor of Operations Research and Statistics

Department of Statistics
Carlos III University of Madrid (UC3M)
Av. Universidad 30
28911 Leganés (Madrid), Spain
E-mail: jose.nino [at]                                                          

Background: Undergrad. degree in Math. Sci., Complutense Univ. of Madrid (extraordinary graduation prize in the Area of Experimental Sciences). PhD MIT '95 in Operations Research (Thesis Supervisor: Dimitris Bertsimas) picture (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. Ramón y Cajal Investigator Award of the Spanish Ministry of Education and Science (2003). Tenured associate professor (2005), endowed by the Spanish Ministry of Science and Innovation's I3 Program. UC3M Research Excellence Prize (2011).

Some publications:

  • Niño-Mora, J. (2007). [pdf]. Dynamic priority allocation via restless bandit marginal productivity indices. TOP, vol. 15 no. 2, 161-198. (invited review article followed by discussions by I.J.B.F. Adan and O.J. Boxma, E. Altman, O. Hernández-Lerma, R. Weber, P. Whittle, and D.D. Yao, and a rejoinder; TOP: A Springer Journal of Operations Research, indexed in the JCR since 2008, created and supported by the Spanish Society of Statistics and Operations Research)
  • Refereed journals
  • MathSciNet

  • Original software codes (used in experiments reported in my publications)


  • 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 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;); 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 (2011)

  • 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.

  • Conservation laws; see J. Niño-Mora (2011). Conservation laws and related applications. In Wiley Encyclopedia of Operations Research and Management Science.

  • Mathematical programming / achievable performance region approach to Markov decision process models