Prof. Shen’s research derives multifaceted mathematical optimization models for decision making under data uncertainty and information ambiguity. The models she considers often feature stochastic parameters and discrete (0-1) decision variables. The goal is to seek optimal solutions for balancing risk and cost objectives associated with complex systems. She also develops efficient algorithms for solving the large-scale optimization models, based on integer programming, stochastic and data-driven approaches, and special network topologies. In particular, her research has been applied to cyberinfrastructure design and operations management problems related to power grids, transportation, and Cloud Computing systems.
Faculty
Siqian Shen
MICDE Associate Director, Associate Professor, Industrial & Operations Engineering
Contact
[email protected]
Website
Research
Research Areas
Data; Statistics and Stochastic MethodsOptimization and Control
Uncertainty Quantification