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Methodologies: Data, Statistics and Stochastic Methods, Finance, Optimization

Cong Shi

Assistant Professor, Industrial & Operations Engineering

Cong Shi is an Assistant Professor in the Department of Industrial and Operations Engineering.

Professor Shi’s current research is focused on the design and performance analysis of efficient algorithms for stochastic optimization models, arising in the context of inventory and supply chain management, revenue management, as well as logistics. These stochastic optimization problems involve sequential decision-making under highly evolving or poorly understood environments, which are typically hard to solve to optimality. He constructs efficient heuristics that admit worst-case or average-case performance guarantees, and in doing so he develops novel analytical and computational techniques that are applicable to a broad class of models.