Stochastic programming, simulation based optimization, nondifferentiable optimization and nonsmooth analysis, sensitivity analysis and optimization of queueing networks, sensitivity analysis of nonlinear programs, multivariate statistical analysis.
Editorial Work:
Associate Editor of Mathematics of Operations Research
Associate Editor of Mathematical Programming (series A and B)
Associate Editor of ESAIM: Control, Optimisation and Calculus of Variations
Associate Editor of Statistics & Decisions
Associate Editor of Stochastic Programming E-Print Series
Editorial Adviser of Asia-Pacific Journal of Operational Research
On the Editorial Board of the Second Edition of Wiley's ENCYCLOPEDIA OF STATISTICAL SCIENCES
Co-editor of Mathematical Methods of Operations Research 2003-2006
Associate Editor of Journal
of Multivariate Analysis 1998-2002