SIM, Melvyn Head of Department, Professor and Provost's Chair Department:  Analytics & Operations Office:  BIZ1 8-76 Contact:  (65) 6516 6274 Email: Personal website Curriculum Vitae

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 one of the active proponents of Robust Optimizatio ...[More+]

Awards &
Membership &
Professional Activities
    • Healthcare Service Optimisation
    • Decision Making And Optimisation Under Uncertainty
    • Journal Articles
      • CHEN Zhi, Sim, Melvyn and XU Huan (2018), "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets", Operations Research, Operations Research, (forthcoming)
      • BERTSIMAS Dimitris, Sim, Melvyn and ZHANG Meilin (2018), "A Practically Efficient Approach for Solving Adaptive Distributionally Robust Linear Optimization Problems", Management Science, (forthcoming)
      • ZHANG Yu, BALDACCI Roberto and Sim, Melvyn (2018), "Routing optimization with time windows under uncertainty", Mathematical Programming, (forthcoming)
      • ZHEN Jianze, den Hertog Dick and Sim, Melvyn (2017), "Adjustable Robust Optimization via Fourier-Motzkin Elimination", Operations Research, Operations Research, (forthcoming)
      • Natarajan K, Uichanco J and Sim, Melvyn (2017), "Asymmetry and ambiguity in the newsvendor model", Management Science, (forthcoming)
      • 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
    • 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
    • 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
    • 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
    • DSP Group Leader, MINDEF, 1997 - 1999
    • DAO1007, Business Analytics
    • Associate Editor, INFORMS Journal on Optimization
    • Associate Editor, Mathematical Programming C
    • Associate Editor , Management Science
    • Associate Editor, Operations Research

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