Algorithms, Optimization, Supply Chain Management

Phone: 607.255.0698

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Fax: 607.255.9129

Huseyin Topaloglu is an Associate Professor of Operations Research. He received his M.A. and Ph.D. degrees from Princeton University in 1999 and 2001 respectively. Professor Topaloglu joined the School of Operations Research and Information Engineering in 2002.

His research emphasizes large-scale resource allocation problems under uncertainty. He combines a variety of techniques from dynamic programming, stochastic optimization, machine learning and stochastic approximation to tackle problems whose conventional dynamic programming formulations involve high-dimensional vector-valued state variables. The focus of his research is to exploit structural properties of the underlying problem (such as monotonicity, convexity, submodularitry) to enhance performance. Primary applications of his work are in the areas of dynamic fleet management and inventory control.

He is also interested in pricing problems that arise in conjunction with the allocation of resources over complex physical networks under uncertainty. Such problems arise in freight, data transmission capacity and airfare pricing.

Select Publications

"Dynamic programming approximations for stochastic, time-staged integer multicommodity flow problems”. INFORMS Journal on Computing (forthcoming). (With W.B. Powell)

"A parallelizable dynamic fleet management model with random travel times”. European Journal of Operational Research (forthcoming).

"A distributed decision making structure for dynamic resource allocation using nonlinear functional approximations”. Operations Research 53(2), 281 - 297 (2005). (With W.B. Powell)

 “An approximate dynamic programming approach for a product distribution problem”. IIE Transactions, 37, 711 - 724 (2005).

“Learning algorithms for separable approximations of discrete stochastic optimization problems”. Mathematics of Operations Research 29(4), 814 - 836 (2004). (With W.B. Powell and A. Ruszczynski)

"An algorithm for approximating piecewise linear concave functions from sample gradients”. Operations Research Letters 31, 66 - 76 (2003). (With W.B. Powell)