CURRICULUM VITAE
Academic Degrees
2006 Dr. Sc. (Habilitation) in Mathematics, Humboldt University, Berlin, Germany
1989 Ph.D. (Dr. rer. nat.) in Mathematics, Humboldt University, Berlin, Germany
1981 M.Sc. in Mathematics and Computer Science, Humboldt University, Berlin, Germany
Professional Experience
2007 to present Professor, Department of Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey
2000 to 2006 Associate Professor (tenured since 2004), Department of Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey
1999 to 2000 Visiting Assistant Professor, Department of Industrial and Manufacturing Systems Engineering, Lehigh University, Bethlehem, Pennsylvania
1997 to 1999 Visiting Researcher, Rutgers Center for Operations Research
Rutgers University, New Brunswick, New Jersey
1994 to 1997 Researcher, Institute of Mathematics, Humboldt University, Berlin, Germany
1982 to 1994 Researcher, Department of Operations Research, Institute of Mathematics,
Bulgarian Academy of Sciences, Sofia, Bulgaria
Membership in Professional Organizations
Society of Industrial and Applied Mathematics
Mathematical Programming Society
American Mathematical Society
Union of Bulgarian Mathematicians
Research Experience
  • Optimization of Stochastic Systems: My current research is associated with stochastic optimization models with stochastic dominance constraints and risk functions. I work on the development of the theory and method of risk-averse optimization and control, as well as on chance constrained optimization models, stability and sensitivity of stochastic optimization problems, numerical methods for large scale optimization problems, and statistical inference for optimal values and solutions of optimization models under uncertainty and risk.
  • Nonlinear Optimization: optimality conditions for composite infinite optimization problems in which both the objective function and constraint functions are compositions of convex non-smooth mappings with smooth non-convex mappings.
  • Convex Analysis: I have generalized the notion of Steiner center for convex sets. The construction enables complete characterization of continuous deformations of convex sets in finite dimensional spaces. I have investigated the differentiability of the metric projection onto moving convex sets in reflexive Banach spaces with certain properties of the norm.
  • Set-Valued Analysis: relations between properties of multivalued mappings and families of their selections.
  • 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: I have analyzed optimization problems whose data are smooth functions of a parameter. The analysis was carried out in the framework of the general singularity theory. I have identified the maximal class of one-parametric optimization problem, which admits characterization of all singularity points and have shown that regularity is a generic property
  • Statistical Analysis: I have proved generalized delta theorems of first and higher order for random sets in infinite dimensional spaces. I have constructed a univalued representation of a multifunction that preserves a central limit formula, i.e., a delta theorem applies to all selections of the representation. I have proposed new statistical tests for stochastic dominance efficiency. Further work involves estimation of measures of risk and Lorenz functions. I have developed new statistical tests for stochastic dominance. Another line of research involves statistical inference for risk measures and general composite risk functionals.
  • Simulation and Petri Nets: efficient approach to evaluating network performance via stochastic optimization.
  • Modeling and large-scale applied problems: various simulation and stochastic optimization problems related to technologies in ferrous metallurgy and optimal power generation under uncertainty.
Awards
Service to the scientific community
  • Associate Editor of SIAM Journal on Optimization (2001-2016)
  • Associate Editor of SIAM Review (since 2011)
  • Member of the Publication Committee of the Mathematical Optimization Society (2012-2015)
  • Associate Editor of ESAIM: Control, Optimisation and Calculus of Variations (since 2013)
  • Associate Editor of Frontiers in Applied Mathematics and Statistics Section Mathematical Finance (since 2014)
  • Associate Editor of Frontiers in Applied Mathematics and Statistics Section Optimization(since 2015)
  • Editor-in-Chief of Special Issue of SIAM Journal on Optimization “Variational Analysis and Optimization”
  • Guest-Editor of Special Issue of Annals of Operations Research “Stochastic Modeling and Optimization”
  • Member of the Stochastic Programming Committee: a standing committee of the Mathematical Programming Society (2001-2007)
  • Referee and Panelist for NSF, Department of Energy, Science and Engineering Foundation of Korea, Czech National Science Foundation, Marsden fund (New Zealand)
  • Reviewer for Mathematical Reviews
  • Referee for scientific publications in: SIAM Review,SIAM Journal on Optimization, Mathematical Programming, Mathematics of Operations Research, Management Science, Operations Research,European Journal on Operations Research,Journal of Optimization Theory and Applications,Optimization,Journal of Banking and Finance, Mathematical Finance, Annals of Operations Research,Journal on Mathematical Analysis and Applications, Automatica,IEEE Transactions on Automatic Control,Discrete Applied Mathematics, Journal on Convex Analysis,Journal of Global Optimization,Information Sciences,Mathematics and Education in Mathematics
  • Program Director and creator of the graduate program in Stochastic Systems Analysis and Optimization at Stevens Institute of Technology
  • Graduate Program Director at the Department of Mathematical Sciences in Stevens Institute of Technology (2015-2016)
  • Organizer of Conferences and Seminars:
    • Member of the Program Committee of the 14th International Conference on Stochastic Optimization, Buzios, Brazil, 2016.
    • Chair of the Conference-Site Committee of the 15th International Conference on Stochastic Optimization, 2019.
    • Member of the Program Committee of the Conference Systems Analysis 2015, November 11-13, 2015 at IIASA, Laxenburg, Austria.
    • Organizer of the Stochastic programming cluster for the International Conference on Continous Optimization (ICCOPT 2013) in Portugal, 2013.
    • Invited session at the conference MOPTA 2010, Bethlehem, Pennsylvania, August 2010
    • Winter School on Optimization under Uncertainty, Santiago, Chile, July 2010
    • International Colloquium Stochastic Modeling and Optimization, New Brunswick, 2009.
    • Invited session at ISMP, 2015.
    • SIAM conference on optimization, San Diego, USA, May 2014
    • Stochastic programming cluster for the International Conference on Continuous Optimization (ICCOPT 2013) in Portugal, 2013.
    • Invited session at the conference MOPTA 2010, Bethlehem, Pennsylvania, August 2010
    • Winter School on Optimization under Uncertainty, Santiago, Chile, July 2010
    • Member of the Program Committee of the 12th International Conference on Stochastic Optimization, Halifax, Canada, 2010.
    • International Colloquium Stochastic Modeling and Optimization, New Brunswick, 2009.
    • Invited session at ISMP 2009, Chicago, August 2009.
    • Invited session at SIAM Annual Meeting, Denver, July 2009.
    • Invited session at INFORMS Annual Meeting, Washington DC, October 2008.
    • Invited session at SIAM Conference on Optimization, Boston, MA, May 2008, Stochastic optimization with constraints on probability functions.
    • In 2001 I have initiated seminar series Stochastic Systems at Stevens Institute of Technology and I have organized more than 60 talks in this sequence since then.
    • I have initiated series of workshops on Optimization of Stochastic Systems and have co-organized six workshops in this sequence: May 1-2, 2015, Rutgers University, New Brunswick, New Jersey. November 4 - 5, 2011, Stevens Institute of Technology, Hoboken, New Jersey November 30-December 1, 2009 at Rutgers University, New Brunswick, New Jersey; March 20-21, 2009 at Rutgers University, New Brunswick, New Jersey; March 30-31, 2007 at SIT, Hoboken, New Jersey; September 30-October 1, 2005 at Rutgers University, New Brunswick; April 30, 2003 at SIT; November 1, 2002 at SIT.
    • Invited session at the 23rd International Federation for Information Processing (IFIP) conference on System Modeling and Optimization, July, 2007, Krakow, Poland.
    • Special session Risk-Averse Optimization at the AMS conference April 14-15, 2007, Hoboken, NJ (13 talks)
    • Invited Session at the INFORMS Meeting, San Francisco, November 2005.
    • Invited Session at the 22nd International Federation for Information Processing (IFIP) conference on System Modeling and Optimization in Turin, Italy, July 2005
    • Member of the Scientific Committee, 10th Workshop on Well-posedness of Optimization Problems and Related Topics, 2005, Borovec, Bulgaria
    • Member of the Program Committee and Invited Session Organizer for the 10th International Conference on Stochastic Optimization, Tucson, Arizona, 2004
    • Member of the Program Committee, International Conference Approximation and Optimization, Puebla, Mexico, 1995
    • Member of the Organizing Committee, Conference of the Union of Bulgarian Mathematicians, Sofia, Bulgaria, 1991
    • Member of the Organizing Committee, International Conference on Stability and Well-Posedness in Optimization, Sofia, Bulgaria, 1990
  • Member the following committees at Stevens Institute of Technology:
    • Dean’s Search Committee for the School of Engineering & Sciences 2016-2017.
    • School of Engineering and Sciences' Promotion and Tenure committee 2008-2013
    • University’s Promotion and Tenure committee 2007, 2015-2016
    • Dean’s advisory committee 2004-2006.
    • Univesity’s Graduate curriculum committee Fall 2001-Spring 2004, Fall 2005 - Spring 2006.
    • Department graduate curriculum committee Fall 2004-2006, 2008-2011.
    • Hiring committee at the department 2002, 2004, 2005, 2006, 2008, 2009, 2017.