Department of Statistics
Carlos III University of Madrid (UC3M) (selected in 2009 by the Spanish Government to be developed into a Campus of International Excellence)
Avda. Universidad 30
28911 Leganés (Madrid), Spain
E-mail: jose.nino[at]uc3m.es; Fax: +34-91-6249430                                                          

Background: Licenciado (5-year degree) in Mathematical Sciences, Complutense University of Madrid (extraordinary graduation prize in the Area of Experimental Sciences). PhD '95 in Operations Research, MIT (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 Department of Economics and Business.

Some publications:

   

Refereed journals

   

MathSciNet

Research:

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

Design of new dynamic index policies via restless bandits: 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 index algorithms: for the Gittins index (2007); for the Asawa and Tekenektzis index for bandits with switching costs (2008)

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.

multiclass queueing systems: scheduling and control; see J. Niño-Mora (2010). Klimov's model. In Wiley Encyclopedia of Operations Research and Management Science, J.J. Cochran (Editor-in-Chief). Wiley.

conservation laws; see J. Niño-Mora (2010). Conservation laws and related applications. In Wiley Encyclopedia of Operations Research and Management Science, J.J. Cochran (Editor-in-Chief). Wiley.

linear programming approach to Markov decision processes

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.

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