Graduate program Stochastic Systems Analysis and Optimization
The Department of Mathematical Sciences at Stevens offers an interdisciplinary graduate program in Stochastic Systems to educate students in the area of analysis and optimal decisions for complex systems involving uncertain data. This unique program combines analysis of uncertainty and risk with modern decision tools as stochastic optimization and stochastic optimal control.
Full information and course description
Supervision of PhD students
- Eli Wolfhagen - graduated 2015
Thesis: Optimization with multivariate stochastic dominance constraints.
- Maria Gabriela Martinez - graduated 2011
Thesis: Numerical methods for stochastic optimization problems with constraints on distribution functions.
Currently research associate at Mayo Clinic at Rochester, Minnesota.
- Daryl Penenberg - graduated May, 2010, Department of Mathematical Sciences, SIT
Thesis: Statistical tests for the autoregressive structure in a time series.
Currently Associate Director, Medical Affairs at Celgene Corporation
- Ludmyla Rekeda - graduated May, 2006, Department of Mathematical Sciences, SIT
Thesis: Statistical tests for stochastic dominance,
Currently Associate Director at Forest Research.
- Bogumila Lai - graduated May 2003, Department of Mathematical Sciences, SIT
Thesis: Dual approach to probabilistic programming problems.
Currently Associate Professor at St. Joseph's College,
Department of Mathematics/Computer Science
- Changbo Ahn - graduated May 2003, Department of Mathematical Sciences, SIT
Thesis: Marking optimization of stochastic timed Petri nets via stochastic programming.
Master Theses supervised at Stevens Institute of Technology
- Nolan Sandberg - graduated February 2013
Thesis: Stochastic-orders approach to radiation -herapy design.
Currently Software Engineer at Facebook San Francisco Bay Area
- Gregory J. Stock - graduated February 2008
Thesis: Testing stochastic dominance by mean-risk inequalities: power of the tests.
Currently Course Coordinator at Red Hawk Mathematics Learning Center at Montclair State University and a
PhD student at Stevens Institute of Technology.
- Thomas Surowiec - graduated May, 2006
Thesis: Stability of Stochastic Optimization Problems with Stochastic Dominance Constraints.
Currently Associate Professor at Philipps-University Marburg, Germany