Associate Professor,
Department of Systems & Information Engineering, University of Virginia
Charlottesville, VA 22904
Education:
Ph.D. Operations Research
(1997);
University of Michigan, Ann Arbor, MI.
M.Sc. Industrial and Operations Engineering (1995); University of Michigan, Ann Arbor, MI.
D.E.A Diplôme d’Etudes Approfondies, Automatique et Informatique Industrielle (1992);
Université de Toulouse III, Toulouse, France.
B.Sc. Electrical Engineering (1991); Universidad de los Andes, Bogotá, Colombia.
Academic Publications:
"A Game Theoretic Approach to Efficient Power Management in Sensor Networks" (with Enrique Campos and Chenyang Li) Operations Research Vol. 56, No. 3 (2008), pp. 552—561
"A Decentralized Approach for Simulation-based Optimization" (with Steve Patek and Kaushik Sinha) Operations Research Vol. 55, No. 4 (2007), pp. 717—732
"Dynamic Auctions for On-Demand Services" (with Enrique Campos and Natalia Fabra) IEEE Transactions on Systems, Man and Cybernetics Vol.37 No. 4 (2007) pp. 878-886
"Solution and Forecast Horizons for Nonhomogeneous Markov Decision Processes" (with T. Chee, E. Schochetman and Robert L. Smith) Mathematics of Operations Research, Vol. 32:1 (2007) pp. 51-72
"The Potential for Underinvestment in Internet Security: Implications for Regulatory Policy" (with Barry Horowitz) Journal of Regulatory Economics, Vol. 31:1 (2007) pp. 37-55
"Incentive Contracts for Infrastructure, Litigation and Weak Institutions" (with Jim Reitzes and Juan Benavides), Journal of Regulatory Economics, Vol. 27:1 (2005) pp. 5-24
"Dynamic Pricing & Learning in Electricity Markets" (with Enrique Campos and Jim Reitzes), Operations Research, Vol. 53: 2 (2005) pp. 231-241
"Forecast Horizons for a Class of Dynamic Games", Journal of Optimization Theory and Applications, Vol. 122: 3, (2004) pp.471-486
"Colombia's Natural Gas Industry: A Competition Failure" in Competition Policy in Regulated Industries, Paulina Beato and Jean Jacques Laffont eds., Inter-American Development Bank Press (2002) pp. 127-146
"Market Power Analysis for the Colombian Electricity Wholesale Market" with Luis Arbeláez, Energy Economics, Vol. 24:3, (2002), pp. 217-229
"Strategic Pricing when Electricity is Storable'' with James D. Reitzes and Ennio Stacchetti, Journal of Regulatory Economics, Vol. 20:3 (2001) pp. 223-247
"Solving Nonstationary Infinite Horizon Stochastic Production Planning Problems'' with Robert L. Smith, Operations Research Letters, Vol. 27:3 (2000) pp. 135-141
"Markov Perfect Equilibria for a Class of Undiscounted Infinite-Horizon Dynamic Games'' with Robert L. Smith, Journal of Optimization Theory and Applications, Vol. 107: 2 (2000) pp. 433-441
"Fictitious Play for Finding System Optimal Routings in Dynamic Traffic Networks'' with Dan Reaume and Robert Smith, Transportation Research B, Methods, Vol. 34:2 (2000) pp147-156
"Solving Nonstationary Infinite Horizon Dynamic Optimization Problems'' with Robert L. Smith, Journal of Mathematical Analysis and Applications, Vol. 244:2 (2000) pp. 304-317
Working Papers:
"Rational Swarms for Distributed On-line Bayesian Search" (with Chenyang Li and Fernan Pedraza) note: you may see a physical demo of the "rational swarm" scheme with Lego NXT robots by clicking here
"Investment Dynamics in Electricity Markets" (with Ennio Stacchetti)
"A Distributed, Adaptive Protocol For Handling Interference in Wireless Communications" note: you may see a physical demo with SunSPOT devices by clicking here
Research Interests:
Dynamic programming and dynamic games
Economic regulation of network industries (electricity, gas, telecom).
Decentralized algorithms for complex network optimization.
(PI) NSF- 0217371 "Complex Networks Optimization"
(Co-PI) NSF-0414727 "Dynamic Coordination for Distributed Planning with Limited Communication"
Other stuff: