I am a Ph.D. candidate of Operations Management at Tepper School of Business, Carnegie Mellon University. I'm under the supervision of Prof. Nicola Secomandi and Prof. Selvaprabu Nadarajah.

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I'm currently on the 2021-2022 job market. I'll present my work virtually at INFORMS session VSA29.

 

My research areas include:

1. Modeling realistic energy business applications as Markov decision processes (MDPs)

2. Solving intractable MDPs and large scale convex optimization problems with advanced mathematical programming and reinforcement learning approaches.

3. Applying Non-Gaussian price models and financial hedging in energy trading operations