Distinguished Research Staff Member
I am a Distinguished Research Staff Member and the Manager of Foundations of Probability, Dynamics and Control within Mathematical Sciences of IBM Research AI at the Thomas J. Watson Research Center. I also serve as Director of the Center for Optimization under Uncertainty Research across IBM Research. I received a Ph.D. degree from the University of Washington (Seattle, WA). I have been an adjunct faculty member in the School of Operations Research and Information Engineering at Cornell Tech (New York, NY) and the School of Engineering and Applied Science at Columbia University (New York, NY), and a Member of the Technical Staff at Bell Telephone Laboratories (Murray Hill, NJ). I have also held visiting positions at various academic institutions.
My research interests broadly concern mathematical foundations of the analysis, modeling and optimization of the design and control of complex systems under uncertainty, including stochastic processes, probability theory, stochastic optimization, stochastic optimal control, mathematics of AI, mathematical statistics, queueing theory, algorithms, and stochastic resource allocation/scheduling, as well as their extensive applications in the areas of decision making under uncertainty, financial analytics, data analytics, business analytics and optimization, cybersecurity, health analytics, smarter planet technologies, smart energy/grid technologies, smarter workforce/salesforce, social media analytics, data-centric and cloud computing, computer systems, communication networks and mobile devices, revenue and risk management, and manufacturing and service operations management.
I am an elected Fellow of ACM, IEEE and INFORMS, and the author of more than 250 technical papers and more than 50 issued/filed patents and disclosures. My work has been recognized through The Daniel H. Wagner Prize (INFORMS), The Gold Stevie® Award (Sales Automation Solution), 9 best paper awards, 17 keynote/plenary presentations, 23 major IBM technical awards, and 31 IBM invention awards. I am a member of AAAS, AMS, Bernoulli Society for Mathematical Statistics and Probability, IMS, IFIP WG 7.3 (elected), and SIAM, also being elected to serve as Chair of IFIP WG 7.3 and as Chair of the Computer Performance Foundation. I currently serve as Editor-in-Chief of Stochastic Models and have served or currently serve on the editorial boards of Operations Research, Performance Evaluation, and Transactions on Modeling and Performance Evaluation of Computing Systems; and I have also chaired/organized several international conferences in stochastic processes, applied probability, stochastic optimization/control and related applications.