STAFF CV
  MELVYN SIM
  Dean`s Chair Associate Professor and Deputy Head of Department
  Office: BIZ2-03-07  
  Contact: 65166274 
  Email: dscsimm@nus.edu.sg 
 
Curriculum Vitae  
 
Education Qualifications
  • PhD, Operations Research, Massachusetts Institute of Technology, Cambridge MA, 2004
  • S.M (HPCES), Singapore-MIT-Alliance, 2000
  • M.Eng (EE), National University of Singapore, 1996
  • B.Eng (EE), First Class Honors, National University of Singapore, 1995
 
Academic and Professional Experience
  • Dean's Chair Associate Professor, National University of Singapore, July 2009 - Present
  • Deputy Head, Department of Decsion Sciences, National University of Singapore, 2009 - Present
  • Associate Professor (with tenure), National University of Singapore, July 2008 - Present
  • Assistant Professor, National University of Singapore, 2004 - 2008
  • Affliated Researcher, NUS Risk Management Institute, 2007 - Present
  • Fellow, Singapore-MIT Alliance, 2005 - Present
  • Senior Tutor, National University fo Singapore, 2000 - 2004
  • DSP Group Leader, MINDEF, Singapore, 1997 - 1999
  • Research Scholar, Electrical Engineering, National University of Singapore, 1995 - 1995
 
Selected Publications
 
Journal Articles
  • Distributionally Robust Optimization and its Tractable Approximations, with Joel Goh, Accepted in Operations Research, 2009
  • Goal Driven Optimization, with Wenqing Chen, Operations Research, 2009 57(2), 342-357
  • Model Predictive Control Using Segregated Disturbance Feedback, with Chen Wang and Chong-Jin Ong, Accepted in IEEE Transactions on Automatic Control, 2009
  • Robust Approximation to Multi-Period Inventory Management, with Chuen-Teck See, Accepted in Operations Research, 2009
  • From CVaR to Uncertainty Set: Implications in Joint Chance Constrained Optimization, with Wenqing Chen, Jie Sun and Chung-Piaw Teo, Accepted in Operations Research, 2009
  • On the Convergence of Constrained Linear System under MPC Control Law using Affine Disturbance Feedback, with Chen Wang and Chong-Jin Ong, Accepted in Automatica, 2009
  • Tractable Robust Expected Utility and Risk Models for Portfolio Optimization, with Karthik Natarajan and Joline Uichanco, Accepted in Mathematical Finance, 2008
  • Constructing Risk Measures from Uncertainty Sets, with Karthik Natarajan and Dessislava Pachamanova, Operations Research, 2009 57(5), 1129 - 1141
  • Satisficing Measures for Analysis of Risky Positions, with David Brown, Management Science, 2009 55(1), 71-84
  • Constrained Linear System with Disturbances: Stability under Disturbance Feedback, with Chen Wang and Chong-Jin Ong, Automatica, 2008 44(10), 2583-2587
  • Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization, with Karthik Natarajan and Dessislava Pachamanova, Management Science, March 2008 54, 573-585
  • A Linear-Decision Based Approximation Approach to Stochastic Programming, with Xin Chen, Peng Sun and Jiawei Zhang, Operations Research, 2008 56(2), 344-357
  • Risk Aversion in Inventory Management, with Xin Chen, Peng Sun and David Simchi-Levi, Operations Research, 2007 55(5), 828-842
  • A Robust Optimization Perspective on Stochastic Programming, with Xin Chen and Peng Sun, Operations Research, 2007 55(6), 1058-1071
  • Tractable Approximations to Robust Conic Optimization Problems, with Dimitris Bertsimas, Mathematical Programming, 2006 107(1), 5 - 36
  • Price of Robustness, with Dimitris Bertsimas, Operations Research, 2004 52(1), 35-53
  • Robust Discrete Optimization and Network Flows, with Dimitris Bertsimas, Mathematical Programming, 2003 98, 49-71
  • Robust Linear Optimization under General Norms, with Dimitris Bertsimas and Dessislava Pachamanova, Operations Research Letters, 2004
  • Vehicle Routing Problem with time-Windows and a Limited Number of Vehicles, with Hoong-Chuin Lau and Kwong-Meng Teo, European Journal of Operational Research, 2003 148:3, 559-569
  • Optimising Train Movements through Coast Control using Genetic Algorithms, with C.S Chang, IEE Proceedings-Electric Power Applications, 1997 144(1), 65-73
 
Chapters In Books
  • The Price of Robustness for Linear Optimization Problems, Encyclopedia of Optimization (C. Floudas and P. Pardalos), 2009
  • Approximations to Robust Conic Optimization problems, Encyclopedia of Optimization (C. Floudas and P. Pardalos), 2009
 
Working Papers
  • Robust Optimization Made Easy with ROME, with Joel Goh, 2009
  • A Satisficing Alternative to Prospect Theory, with David Brown and Enrico De Giorgi, 2009
  • Portfolio Value-at-Risk Optimization for Asymmetrically Distributed Asset Returns, with Joel Goh, Kian-Guan Lim and Weina Zhang, 2009
  • A Linear Storage-Retrieval Policy for Robust Warehouse Management, with Marcus Ang and Yun-Fong Lim, 2008
  • Skewness-Aware Asset Allocation: Relation to Utility Theory and Empirical Evidence, with Chee-Kiat Low and Dessislava Pachamanova, 2008
  • Asymmetry and Ambiguity in Newsvendor Models, with Karthik Natarajan and Joline Uichanco, 2008
  • Robust Discrete Optimization and Downside Risk Measure, with Dimitris Bertsimas, April 2004
  • A Robust Optimization Framework for Analyzing Distribution Systems with Transshipment, with Mabel Chou and Rick So, 2006
 
Membership And Professional Activities
  • Associate Editor: IIE Transactions, 2009 - .
  • Associate Editor: Management Science (Optimization), 2009 - .
  • Associate Editor: Mathematical Programming Computations, 2008 - .
  • Memeber of IEEE and INFORMS
 
Research Interests
  • Theory and Applications of Robust Optimization
  • Risk and Satisficing Measures
  • Model Predictive Control
 
Courses
  • BDC5111  Linear Programming
  • BDC6400A  Selected Topics in DS – Robust Optimization
  • CE5231  Tech and Tools
  • DSC2003  Management Science
  • DSC2006  Operations Management
 
Awards
 
Invited Lectures
 
Homepage (links to papers)