Le 23/11/2015 par mongeau :

Ph.D. Positions at HEC Montréal

Dr. Erick Delage is an Associate Professor in the Decision Sciences Department at HEC Montréal. He participates in the editorial board of Management Science, Pacific Journal of Optimization, and Computational Management Science, and has been publishing extensively with his student in top operations research and management science journals on topics associated to robust optimization and the use of risk measures in decision problems where uncertainty plays a key role.

As chairholder of the Canada Research Chair in Decision Making under Uncertainty, Dr. Delage has two Ph.D. position openings in Fall 2016 for candidates with serious motivation, strong mathematical background, and proficient programming skills. The research broadly consists in exploiting the interplay between optimization, applied statistics, and decision theory to provide answers to the following questions:

* How should decisions be made when the exact nature of the factors influencing the performance of the decision is unknown, but a large volume of historical data is available?
* How can one make optimal decisions that truly reflect the compromises that a decision maker (or a group of decision makers) is willing to make between risk and returns, or between conflicting objectives, while protecting him against inherent cognitive biases?
* How can optimal decisions be generated autonomously within reasonable computing time when problems take on realistic sizes (i.e. large scale) and need to account for a large (possibly infinite) number of scenarios?

Possible applications include financial portfolio management, network traffic management, inventory management, energy production, online marketing among others.

If you are interested visit http://web.hec.ca/pages/erick.delage/, or feel free to contact and send your CV to erick.delage@hec.ca<mailto:erick.delage@hec.ca>. Deadline to apply is January 15th, 2016.