Melvyn

SIM, Melvyn

Professor and Provost's Chair
Head of Department


ANALYTICS & OPERATIONS

(65) 6516 6274
dschead@nus.edu.sg
BIZ1 8-76
Curriculum Vitae

Bio

Dr. Melvyn Sim is Professor and Provost's Chair at the Department of Analytics & Operations, NUS Business school. His research interests fall broadly under the categories of decision making and optimization under uncertainty with applications ranging from finance, supply chain management, healthcare to engineered systems. He is ....

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Recognition & Awards

  • Faculty Outstanding Researcher Award (NUS) - 2011
  • University Young Researcher Award (NUS) - 2009
  • First place, INFORMS Junior Faculty Interest Group (JFIG) Best Paper Competition - 2007
  • Faculty Outstanding Researcher Award (NUS) - 2007
  • Department Outstanding Researcher Award (NUS) - 2005
  • Second place, INFORMS George Nicholson Student Paper Competition - 2004
  • Second place, INFORMS George Nicholson Student Paper Competition - 2002

Educational Qualifications

  • PhD, Operations Research, Massachusetts Institute of Technology, USA, 2004
  • S.M (HPCES), Computational Engineering, Singapore-MIT-Alliance, 2000
  • M.Eng (EE), Electrical Engineering, National University of Singapore, Singapore, 1996
  • B.Eng (EE), First Class Honors, Electrical Engineering, National University of Singapore, Singapore, 1995

Academic Experience

  • Professor, National University of Singapore, 2012 - current
  • Affiliated Researcher, NUS Risk Management Institute, 2007 - current
  • Fellow, Singapore-MIT Alliance, 2005 - current
  • Dean's Chair, National University of Singapore, 2009 - 2012
  • Deputy Head, Department of Decision Sciences, National University of Singapore, 2009 - 2011
  • Associate Professor (with tenure), National University of Singapore, 2008 - 2011
  • Assistant Professor, National University of Singapore, 2004 - 2008

Corporate Experience

  • DSP Group Leader, MINDEF, 1997 - 1999

Selected Publications

HIEN LTK, Sim, Melvyn and XU Huan (2019), "Mitigating Interdiction Risk with Fortification", Operations Research, (forthcoming)
Sim, Melvyn, YANG Wenzhuo and XU Huan (2019), "Goal Scoring, Coherent Loss and Applications to Machine Learning", Mathematical Programming, (forthcoming)
CHEN Zhi, Sim, Melvyn and XU Huan (2019), "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets", Operations Research, Operations Research
BERTSIMAS Dimitris, Sim, Melvyn and ZHANG Meilin (2019), "Adaptive Distributionally Robust Optimization", Management Science, 65, 2
ZHEN Jianze, den Hertog Dick and Sim, Melvyn (2018), "Adjustable Robust Optimization via Fourier-Motzkin Elimination", Operations Research, 66, 4, 1086-1100, Operations Research

Selected Publications

40

Journals

2

Papers

Journal Articles

HIEN LTK, Sim, Melvyn and XU Huan (2019), "Mitigating Interdiction Risk with Fortification", Operations Research, (forthcoming)
Sim, Melvyn, YANG Wenzhuo and XU Huan (2019), "Goal Scoring, Coherent Loss and Applications to Machine Learning", Mathematical Programming, (forthcoming)
CHEN Zhi, Sim, Melvyn and XU Huan (2019), "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets", Operations Research, Operations Research
BERTSIMAS Dimitris, Sim, Melvyn and ZHANG Meilin (2019), "Adaptive Distributionally Robust Optimization", Management Science, 65, 2
ZHEN Jianze, den Hertog Dick and Sim, Melvyn (2018), "Adjustable Robust Optimization via Fourier-Motzkin Elimination", Operations Research, 66, 4, 1086-1100, Operations Research
He, Shuangchi, Sim, Melvyn and Zhang, Meilin (2018), "Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust–Stochastic Approach", Management Science, Management Science
ZHANG Yu, BALDACCI Roberto and Sim, Melvyn (2018), "Routing optimization with time windows under uncertainty", Mathematical Programming, 1-43
Natarajan K, Uichanco J and Sim, Melvyn (2017), "Asymmetry and ambiguity in the newsvendor model", Management Science
Qi J, Sim, Melvyn, SUN DEFENG and Yuan X (2016), "Preferences for travel time under risk and ambiguity: implications in path selection and network equilibrium", Transportation Research Part B-Methodological , 94
Jaillet P, Qi J and Sim, Melvyn (2016), "Routing Optimization under Uncertainty", Operations Research, 64, 1
MENG FANWEN, QI J, ZHANG M, ANG SOO KENG, JAMES, Chu, Singfat and Sim, Melvyn (2015), "A Robust Optimization Model for Managing Elective Admission in a Public Hospital.", Operations Research, 63, 6
Chen, Lucy Gongtao , Long Z. and Sim, Melvyn (2015), "On Dynamic Decision Making to Meet Consumption Targets", Operations Research, 63, 5
Hall N, LONG Z, QI J and Sim, Melvyn (2015), "Managing Underperformance Risk in Project Portfolio Selection", Operations Research, 63, 3
Wolfram Wiesemann, Daniel Kuhn and Sim, Melvyn (2014), "Distributionally Robust Convex Optimization", Operations Research, 62(6), 1358-1376
Sim, Melvyn, Shao-Wei Lam, Adam Ng and Jin-Hwa Song (2013), "Multiple Objectives Satisficing under Uncertainty", Operations Research, 61(1), 214-227
GOH, W J, Kian Guan Lim, Sim, Melvyn and W ZHANG (2012), "Portfolio Value-at-Risk Optimization For Asymmetric Distributed Asset Returns", European Journal of Operational Research, 221, no. 2, 397-406, (Netherlands)
Sim, Melvyn, Chee-Kiat Low and Dessislava Pachamanova (2012), "Skewness-Aware Asset Allocation: New Theoretical Observations and Empirical Evidence", Mathematical Finance, 22(2), 379-410
Sim, Melvyn, Enrico De Giorgi and David Brown (2012), "Aspirational Preferences and their Representation by Risk Measures", Management Science, 58(11), 2095-2113
Sim, Melvyn, Marcus Ang and Yun-Fong Lim (2012), "Robust Storage Assignment in Unit-Load Warehouses", Management Science, 58(11), 2114-2130
Sim, Melvyn and GOH WEIQIANG, JOEL (2011), "Robust Optimization Made Easy with ROME", Operations Research, 59(4), 973-985
Sim, Melvyn, Joline Uichanco and Karthik Natarajan (2010), "Tractable Robust Expected Utility and Risk Models for Portfolio Optimization", Mathematical Finance, 20 (4), 695-731
Sim, Melvyn and GOH WEIQIANG, JOEL (2010), "Distributionally Robust Optimization and its Tractable Approximations", Operations Research, 58 (4), 902-917
Sim, Melvyn and Chuen-Teck See (2010), "Robust Approximation to Multi-Period Inventory Management", Operations Research, 58(3), 583-594
Sim, Melvyn, Chen Wang and Chong-Jin Ong (2010), "Model Predictive Control Using Segregated Disturbance Feedback", IEEE Transactions on Automatic Control, 55(4), 831-840
Sim, Melvyn, SUN JIE, TEO CHUNG PIAW and Wenqiang Chen (2010), "From CVaR to Uncertainty Set: Implications in Joint Chance Constrained Optimization", Operations Research, 58, 470-485
Sim, Melvyn, Karthik Natarajan and Dessislava Pachamanova (2009), "Constructing risk measures from uncertainty sets", Operations Research, 57(5), 1129-1141
Sim, Melvyn, Chen Wang and Chong-Jin Ong (2009), "Convergence properties of constrained linear system under MPC control law using affine disturbance feedback", Automatica, 45(7), 1715-1720
Sim, Melvyn and Wenqing Chen (2009), "Goal Driven Optimization", Operations Research, 57(2), 342-357
Sim, Melvyn and David Brown (2009), "Satisficing measures for analysis of risky positions", Management Science, 55(1), 71-84
Sim, Melvyn, Karthik Natarajan and Dessislava Pachamanova (2008), "Incorporating asymmetric distributional information in robust Value-at-Risk optimization", Management Science, 54, 573-585
Chen Wang, Chong-Jin Ong and Sim, Melvyn (2008), "Constrained Linear System with Disturbances: Stability under Disturbance Feedback", Automatica, 44(10), 2583-2587
Sim, Melvyn, Xin Chen and Peng Sun (2007), "A Robust Optimization Perspective on Stochastic Programming", Operations Research, 55(6), 1058-1071
Sim, Melvyn, Xin Chen, Peng Sun and David Simchi-Levi (2007), "Risk aversion in inventory management", Operations Research, 55(5), 828-842
Sim, Melvyn, Jiawei Zhang, Xin Chen and Peng Sun (2007), "A linear-decision based approximation approach to stochastic programming", Operations Research, 56(2), 344-357
Sim, Melvyn and Dimitris Bertsimas (2006), "Tractable Approximations to Robust Conic Optimization Problems", Mathematical Programming, 107(1-2), 5-36
Sim, Melvyn, Dessislava Pachamanova and Dimitris Bertsimas (2004), "Robust linear optimization under general norms", Operations Research Letters, 32(6), 510-516
Sim, Melvyn and Dimitris Bertsimas (2004), "Price of robustness", Operations Research, 52(1), 35-53
Sim, Melvyn and Dimitris Bertsimas (2004), "Robust discrete optimization and network flows", Mathematical Programming, 98, 49-71
Sim, Melvyn, Hoong-Chuin Lau and Kwong-Meng Teo (2003), "Vehicle routing problem with time-windows and a limited number of vehicles", European Journal of Operational Research, 148(3), 559-569
Sim, Melvyn and C.S. Chang (1997), "Optimising train movements through coast control using genetic algorithms", IEE PROCEEDINGS-ELECTRIC POWER APPLICATIONS, 144(1), 65-73

Working Papers

Chen, Zhi, Sim, Melvyn and Xiong, Peng "Robust stochastic optimization", Submitted for minor revision, Management Science Fast Track
Perakis, Georgia, Sim, Melvyn, Tang, Qinshen and Xiong, Peng "Joint Pricing and Production: A Fusion of Machine Learning and Robust Optimization"

Research / Teaching Areas

Healthcare Service Optimisation

Decision Making And Optimisation Under Uncertainty

Courses

  • DAO1007, Business Analytics

Membership & Professional Activities

  • Associate Editor, INFORMS Journal on Optimization
  • Associate Editor, Mathematical Programming C
  • Associate Editor , Management Science
  • Associate Editor, Operations Research
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