Operations Reserach Ph.D. student
H. Milton Stewart School of Industrial and Systems Engineering
Georgia Institute of Technology
755 Ferst Drive NW Room 328
Atlanta, GA 30332-0205, USA
sogalg (backwards) AT gatech DOT edu
+1 678 825 4756
Other profiles: previous webpage, Google Scholar, LinkedIn, Facebook
I'm a Ph.D. student of the Operations Research program at ISyE, Georgia Tech. My advisor is prof. Ton Dieker and we work together in methodology of simulation. Currently I'm a visiting student/research staff at IEOR department, Columbia University. In the past I worked with Prof. Alexander Shapiro in multi-stage stochastic programming.
I studied Mathematical Engineering (a Chilean equivalent to a USA Math B.Sc. + Applied Math M.Sc.) at the Mathematical Engineering Dept. of Universidad de Chile, and also have a M.Sc. degree in Operations Management from Industrial Engineering Dept., Universidad de Chile too.
Methodology of Simulation, Stochastic Processes, Rare-event Analysis, Data Sciences, Applied Probability, Stochastic Programming. I really enjoy programming and playing with computers and gadgets. Also bicycling and swimming.
Limit distributions related to the Euler discretization error of Brownian motion about random times. (In preparation)
G. Lagos and A.B. Dieker, 2016.
A Dichotomy for Sampling Barrier-Crossing Events of Random Walks with Regularly Varying Tails. [PDF]
G. Lagos and A.B. Dieker, 2016.
Accepted with minor revisions to Advances in Applied Probability.
Risk averse approaches in open-pit production planning under ore grade uncertainty: a Ultimate Pit study. [PDF]
D. Espinoza, G. Lagos, E. Moreno and J. P. Vielma, 2013.
Proceedings of the 36th International Symposium on Application of Computers and Operations Research in The Mineral Industry (APCOM 2013).
Robust Planning for an Open-Pit Mining Problem under Ore-Grade Uncertainty. [DOI]
G. Lagos, D. Espinoza, E. Moreno and J. Amaya, 2011.
In Proceedings of LAGOS 2011--VI Latin-American Algorithms, Graphs and Optimization Symposium, Electronic Notes in Discrete Mathematics, 37, 15-20.
Estudio de metodos de optimizacion robusta para el problema de planificacion de produccion en mineria a cielo abierto. [PDF]
M.Sc. thesis, advisors D. Espinoza and E. Moreno, 2011.
An introduction to Stochastic Dual Dynamic Programming (SDDP) method for multi-stage stochastic programming.
Part of a presentation with Wajdi Tekaya for the course ISyE 8813 Stochastic programming, prof. Shabbir Ahmed, 2011 [pdf]
Risk-averse open-pit mining production planning.
INFORMS Annual Meeting, 2012 [pdf] // AGCO seminar, DII, Universidad de Chile, 2011 [pdf] // LAGOS 2011 // ALIO-INFORMS Joint International Meeting 2010, Argentina
'Stochastic manufacturing and service systems' (Spring 2015)
Graduate Teaching Assistant:
'Stochastic manufacturing and service systems' (Summer 2014)
'Probabilistic models' (Fall 2012)
'Engineering optimization' (Summer 2012)
Javiera Barrera, Rodolfo Carvajal, Ton Dieker, Daniel Espinoza, Cristobal Guzman, Diego Moran, Eduardo Moreno, Bernardo K. Pagnoncelli, Alexander Shapiro, Juan Pablo Vielma
Last modified: Mon Nov 21th, 2016 // Made using Markdown