## Operations Research and Information Engineering

### Field Description

**Ph.D. (Operations Research)**

Doctoral students majoring in operations research concentrate in one of three areas:

**Applied probability and statistics** stresses the techniques and associated underlying theory of probability and statistics, particularly as applied to problems in science, finance, and engineering. The techniques emphasized are those associated with applied stochastic processes (for example, mathematical finance, queuing theory, traffic theory, and inventory theory) and statistics (including statistical decision theory, reliability theory, analysis of life data, and the statistical aspects of the design, analysis, and interpretation of experiments and of ranking and selection theory).

**Manufacturing systems engineering** is concerned with the analysis and design of complex manufacturing and distribution systems. Problems studied include the establishment of inventory-control policies in multistage production and distribution systems; design of manufacturing plants with optimal amounts of equipment and optimal materials-handling systems; planning and scheduling of production in large-scale, multi-item, multilocation systems; and economic analysis of engineering processes. Students use modern analytic and computer techniques in the design and analysis of such systems. Students are expected to understand the manufacturing processes associated with some type of industry. Research, which may involve development of new mathematical methodology, is often conducted directly with a cooperating company, for example, in automotive or semiconductor manufacturing.

**Mathematical programming **concentrates on optimization, including linear, nonlinear, integer, and combinatorial programming; network flows; problems of scheduling and sequencing; and discrete and computational geometry. Research ranges from the development and applications of computational algorithms (exact and approximate) to the associated studies of duality theory, convex and variational analysis, polyhedra, combinatorics, and graph theory.

Doctoral students also select two minor subjects for the Ph.D. degree, one of which must be outside the field. A minor may be in operations research or in a subject offered in another field, such as computer science, econometrics and economic statistics, environmental systems engineering, managerial economics, mathematics, or planning theory and systems analysis.

In addition to the examinations required by the Graduate School, the field requires a qualifying examination for Ph.D. degree candidates, normally taken in the third term of graduate study at Cornell.

For more information on the Ph.D. program, see: http://www.orie.cornell.edu/academics/doctor/index.cfm

**M.Eng. (Operations Research and Information Engineering)**

As a two- or three-semester professional degree program, the ORIE M.Eng. has become highly valued in the marketplace and continues to be an attractive option for well-prepared undergraduates in Operations Research, Industrial Engineering, Mathematics, Finance, and many other quantitative disciplines.

The main objectives of every MEng program at Cornell are to advance the breadth and depth of our students’ technical knowledge and to provide students with opportunities to synthesize and apply this knowledge in a real-world environment. In ORIE, the technical tools of primary importance are mathematical modeling and the application of quantitative techniques instilled within the fields of optimization, probability, stochastic processes, statistics, and simulation. The areas of application for these tools are virtually limitless, but ORIE students generally apply their knowledge to the design, operation, and improvement of business systems.

The capstone component of the ORIE M.Eng. program is the team-based engineering design project, which all students complete with the guidance of a Cornell faculty advisor. The MEng project is fundamentally and purposefully different from traditional coursework and the process of completing an individual Masters’ thesis. It is intended to prepare students for the professional arena by engaging them in client-sponsored project work with real data, deadlines, and deliverables. Regardless of their respective concentrations, students are expected to play major roles in all aspects of their projects, including formulating and analyzing the problem, managing the client relationship, monitoring the project timeline and milestones, and delivering the final results.

Six concentrations and one minor are currently associated with the MEng degree program in ORIE. Each is designed to meet certain educational objectives:

• Applied Operations Research Concentration (AOR)

• Data Analytics Concentration (DA)

• Financial Engineering Concentration (FE)

• Information Technology Concentration (IT)

• Manufacturing and Industrial Engineering Concentration (MIE)

• Strategic Operations Concentration (SO)

• Systems Engineering Minor

All of these concentrations and minors share a common set of base requirements, including a minimum number of course credit hours, core and distribution courses, and participation in an approved engineering design project. The specific courses that are required in order for a student to complete a particular concentration or minor may vary depending on his or her background.

Regardless of concentration, the ORIE M.Eng. program is designed to begin in the fall semester. For a variety of reasons, including the sequencing of offered courses and the timeline for project activities, completing the ORIE M.Eng. program in the traditional fall-spring or fall-spring-fall semester sequence is strongly encouraged. Although students are occasionally admitted to the ORIE M.Eng. program in the spring semester, spring admission is typically limited to applicants who are already at Cornell and have been able to participate in project start-up activities that take place during the fall semester.

For more information on the M.Eng. program, see: http://www.orie.cornell.edu/academics/master/index.cfm

### Contact Information

Email: orie@cornell.edu

Phone: 607 255-9128

201 Frank H. T. Rhodes Hall

Cornell University

Ithaca, NY 14853

### Subject and Degrees

### Concentrations by Subject

#### Operations Research

- applied probability and statistics
- manufacturing systems engineering
- mathematical programming

#### Operations Research and Information Engineering

- applied operations research
- data analytics
- financial engineering
- information technology
- manufacturing and industrial engineering
- strategic operations

### Faculty

**Concentrations:**

*Operations Research:*applied probability and statistics

**Research Interests:**Information Theory, Machine Learning, Algorithmic Statistics.

**Concentrations:**

*Operations Research and Information Engineering:*financial engineering

**Research Interests:**financial engineering

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research;

*Operations Research:*applied probability and statistics; mathematical programming

**Research Interests:**Stochastic Modeling, Design of Scalable Algorithms, Matching Markets and Social Computing, Control of Information-Flows, Learning and Recommendation

**Concentrations:**

*Operations Research:*applied probability and statistics

**Research Interests:**high-dimensional statistics, time series, graphical models, ensemble learning, nonlinear methods, genomics, and financial econometrics

**Concentrations:**

*Operations Research:*mathematical programming

**Research Interests:**combinatorics; discrete and convex geometry

**Concentrations:**

*Operations Research:*mathematical programming

**Research Interests:**Modern power systems, control, optimization, and market mechanism design

**Concentrations:**

*Operations Research:*applied probability and statistics

**Research Interests:**statistics; biostatistics

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; data analytics; financial engineering; information technology; strategic operations

**Research Interests:**operations research; information engineering

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research;

*Operations Research:*applied probability and statistics; mathematical programming

**Research Interests:**Machine Learning, Statistical Inference, Convex and Large-Scale Optimizations, Network Inference, Transportation Systems

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research;

*Operations Research:*applied probability and statistics

**Research Interests:**dynamic queueing control via Brownian or fluid approximations

**Concentrations:**

*Operations Research:*mathematical programming

**Research Interests:**continuous optimization, machine learning

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; financial engineering;

*Operations Research:*applied probability and statistics; manufacturing systems engineering

**Research Interests:**statistical learning; stochastic optimization; ranking and selection; Bayesian statistics; sequential analysis

**Concentrations:**

*Operations Research:*manufacturing systems engineering

**Research Interests:**supply chain management; inventory control; production scheduling; simulation; optimization

**Concentrations:**

*Operations Research:*applied probability and statistics

**Research Interests:**Applied Probability and Stochastic Processes; Inventory Models, Queueing Theory; Distributionally Robust Optimization; Combinatorial Optimization; Multi-arm Bandit Problems

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research

**Research Interests:**service operations, health care, queueing theory, applied probability

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research;

*Operations Research:*applied probability and statistics; manufacturing systems engineering

**Research Interests:**discrete-event simulation; simulation and optimization; applications in radiation oncology; emergency service planning

**Concentrations:**

*Operations Research:*applied probability and statistics

**Research Interests:**statistics

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; data analytics; information technology;

*Operations Research:*applied probability and statistics; manufacturing systems engineering

**Research Interests:**game theory, mean field models, dynamic markets, auctions, market microstructure, learning

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; manufacturing and industrial engineering; strategic operations;

*Operations Research:*manufacturing systems engineering

**Research Interests:**production and inventory management; supply chain; economics

**Concentrations:**

*Operations Research:*applied probability and statistics

**Research Interests:**mathematical finance; derivative securities; investment theory

**Concentrations:**

*Operations Research:*manufacturing systems engineering

**Research Interests:**robust optimization, stochastic optimization, machine learning

**Concentrations:**

*Operations Research:*applied probability and statistics; mathematical programming

**Research Interests:**mathematical programming; applied probability and statistics; algorithmic game theory; theoretical machine learning; discrete random structures and processes

**Concentrations:**

*Operations Research:*mathematical programming

**Research Interests:**algorithms that exploit the combinatorial structure of networks and information

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research;

*Operations Research:*applied probability and statistics

**Research Interests:**Markov decision processes; queueing control; inventory control; stochastic processes; applied probability

**Concentrations:**

*Operations Research and Information Engineering:*financial engineering;

*Operations Research:*mathematical programming

**Research Interests:**variational analysis; nonsmooth optimization; eigenvalue optimization

**Concentrations:**

*Operations Research:*applied probability and statistics

**Research Interests:**statistics

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; financial engineering;

*Operations Research:*applied probability and statistics

**Research Interests:**mathematical finance

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; data analytics; manufacturing and industrial engineering; strategic operations;

*Operations Research:*manufacturing systems engineering

**Research Interests:**inventory control; logistics; public health; manufacturing systems

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; financial engineering;

*Operations Research:*applied probability and statistics

**Research Interests:**Exit times for Markov processes, including Levy processes, self-similar and related Markov processes; Spectral theory of Feller semigroups; Financial and insurance mathematics

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research;

*Operations Research:*applied probability and statistics

**Research Interests:**Non-stationary Queues, non-stationary Markov processes, orthogonal polynomials

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; financial engineering;

*Operations Research:*mathematical programming

**Research Interests:**mathematical programming; interior point methods

**Concentrations:**

*Operations Research:*applied probability and statistics;

*Operations Research and Information Engineering:*financial engineering

**Research Interests:**data network modeling; extremes; heavy tails; applied probability modeling and associated inference

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; financial engineering;

*Operations Research:*applied probability and statistics

**Research Interests:**splines; semiparametric estimation; measurement error; environmental statistics; biomedical statistics

**Concentrations:**

*Operations Research:*mathematical programming

**Concentrations:**

*Operations Research:*applied probability and statistics;

*Operations Research and Information Engineering:*financial engineering

**Research Interests:**long-range dependence; applied probability; heavy tails; teletraffic modeling; financial modeling

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research;

*Operations Research:*mathematical programming

**Research Interests:**approximation algorithms; combinatorial optimization; stochastic optimization; logistics

**Concentrations:**

*Operations Research:*applied probability and statistics

**Research Interests:**machine learning, online learning, statisticallearning theory, stochastic optimization

**Concentrations:**

*Operations Research:*mathematical programming

**Research Interests:**combinatorial optimization; algorithmic game theory

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; financial engineering;

*Operations Research:*mathematical programming

**Research Interests:**mathematical programming; interior point methods

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research; manufacturing and industrial engineering;

*Operations Research:*manufacturing systems engineering; mathematical programming

**Research Interests:**dynamic fleet management; stochastic programming; approximage dynamic programming

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research;

*Operations Research:*applied probability and statistics

**Research Interests:**biomedical statistics; quality control; reliability theory

**Concentrations:**

*Operations Research:*mathematical programming

**Research Interests:**optimization, machine learning, data analysis

**Concentrations:**

*Operations Research:*applied probability and statistics

**Research Interests:**Bayesian statistics; combinatorics; decision theory; empirical finance

**Concentrations:**

*Operations Research:*mathematical programming

**Research Interests:**approximation algorithms; combinatorial optimization; information networks

**Concentrations:**

*Operations Research and Information Engineering:*applied operations research

**Research Interests:**machine learning, scalable Gaussian processes

**Concentrations:**

*Operations Research:*manufacturing systems engineering

**Research Interests:**process design, pricess optimization, enegery, systems engineering, sustainability engineering