Dr.Sci in Mathematics Humboldt University, Berlin , Germany, 2006
PhD in Mathematics Humboldt University, Berlin , Germany, 1989
MSc in Mathematics and Computer Science Humboldt University, Berlin , Germany, 1982
Experience & Service
Experience
·Optimization of Stochastic Systems: stochastic optimization models with stochastic dominance constraints and risk functions; optimization models with probabilistic constraints; stability and sensitivity of stochastic optimization problems; decomposition methods for stochastic optimization problems
·Convex Analysis: Steiner center for convex sets; differentiability of the metric projection onto moving convex sets; sets determined by constraints on distribution functions
.·Set-Valued Analysis: selections of set-valued mappings in particular mappings that appear in stochastic optimization.
·Vector Optimization: new concepts of e-efficiency and level sets of abstract optimization problems, which are applied to obtain various versions of variational principles, and to establish well-posedness of vector optimization problems.
·Parametric Optimization: optimization problems whose data are smooth functions of a parameter; singularity theory of the stationary solutions to the parametric problems; regularity as a generic property; path-following methods
·Statistical Analysis: delta theorems of first and higher order for random sets in infinite dimensional spaces and their selections; statistical tests for stochastic dominance; estimation of measures of risk and Lorenz functions.
·Networks: efficient approach to evaluating network performance under uncertain load
·Modeling and large-scale applied problems in ferrous metallurgy; optimal power generation under uncertainty
Appointments
2007 - present Professor, Department Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey
2000 -2006 Associate Professor, Department Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey
1999 - 2000 Assistant Professor, Department of Industrial and Manufacturing Systems Engineering, Lehigh University, Pennsylvania
1997 - 1999 Visiting Scholar, RUTCOR, Rutgers Center for Operations Research, Rutgers University, New Brunswick, New Jersey
1994 - 1997 Research Scholar, Institute of Mathematics, Humboldt University, Berlin, Germany
1982 - 1994 Research Scholar, Department of Operations Research, Institute of Mathematics, Bulgarian Academy of Sciences, Sofia, Bulgaria (On leave)
Consulting Service
Frequent reviewer and panelist for NSF and Department of Energy
Achievements & Professional Societies
Honors & Awards
Service and Membership In Professional Organizations
Guest-Editor-in-Chief of Annals of OR and SIAM Journal on Optimization
Associate Editor of SIAM Journal on Optimization and a member of Society of Industrial and Applied Mathematics
Reviewer for Mathematical Reviews and a member of the American Mathematical Society
Past member of the Stochastic Programming Committee of the Mathematical Programming Society
Member of SIAM, AMS and the Union of Bulgarian Mathematicians
Grants, Contracts & Funds
NSF CMII Research award Successive Risk-Neutral Approximations of Dynamic Risk-Averse Optimization Problems
NSF DMS Research award Dynamic Stochastic Optimization with Stochastic Dominance Constraints and Risk Functionals
NSF DMS Research award Semi-Infinite Probabilistic Optimization
NSF DMI Research award Risk-Averse Stochastic Optimization
DARPA Research award Error-Resilient Collective Decisions and Sensor Allocation
Humboldt University Berlin, Germany, research award Stability and Asymptotic Behavior of Solutions to Stochastic Optimization Problems
DAAD (Deutsche Akademische Austausch Dienst) Exchange Visitor support