Universidad Adolfo Ibanez, Chile
Center for Mathematical Modeling
Universidad de Chile
gmail: guido [dot] lagos [dot] barrios
+56 9 8367 8158
Other profiles: Google Scholar, LinkedIn, Facebook, ResearchGate
I'm a postdoc at Universidad Adolfo Ibanez (UAI) in Chile. I have a PhD in Operations Research from Georgia Tech, Atlanta, GA, USA. My advisor was prof. Ton Dieker and broadly speaking our work was about mathematical guarantees for efficiency and accuracy of algorithms that simulate stochastic processes and specific events of them. During 2016 I was 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. [arXiv:1703.00884] [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
ISyE 3232 Stochastic manufacturing and service systems (Spring 2015)
Graduate Teaching Assistant:
ISYE 3232 Stochastic manufacturing and service systems (Summer 2014)
ISyE 6565 Probabilistic models (Fall 2012)
ISyE 3133 Engineering optimization (Summer 2012)
Javiera Barrera, Rodolfo Carvajal, Xinyun Chen, Ton Dieker, Daniel Espinoza, Cristobal Guzman, Diego Moran, Eduardo Moreno, Karthyek Murthy, Bernardo K. Pagnoncelli, Alexander Shapiro, Tonghoon Suk, Juan Pablo Vielma
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