Melvyn
SIM, Melvyn Head of Department, Professor and Provost's Chair Department:  Analytics & Operations Office:  BIZ1 8-76 Contact:  (65) 6516 6274 Email:  dschead@nus.edu.sg 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+]

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    • Healthcare Service Optimisation
    • Decision Making And Optimisation Under Uncertainty
    • Journal Articles
      • Routing Optimization under Uncertainty, with Jaillet P and Qi J (2016), Operations Research, 64(1)
      • A Robust Optimization Model for Managing Elective Admission in a Public Hospital., with MENG FANWEN, QI J, ZHANG M, ANG SOO KENG, JAMES and Chu, Singfat (2015), Operations Research, 63(6)
      • On Dynamic Decision Making to Meet Consumption Targets, with Chen, Lucy Gongtao and Long Z. (2015), Operations Research, 63(5)
      • Managing Underperformance Risk in Project Portfolio Selection, with Hall N, LONG Z and QI J (2015), Operations Research, 63(3)
      • Distributionally Robust Convex Optimization, with Wolfram Wiesemann and Daniel Kuhn (2014), Operations Research, 62(6), 1358-1376
      • Multiple Objectives Satisficing under Uncertainty, with Shao-Wei Lam, Adam Ng and Jin-Hwa Song (2013), Operations Research, 61(1), 214-227
      • Portfolio Value-at-Risk Optimization For Asymmetric Distributed Asset Returns, with GOH, W J, Kian Guan Lim and W ZHANG (2012), European Journal of Operational Research, 221, no. 2, 397-406, (Netherlands)
      • Skewness-Aware Asset Allocation: New Theoretical Observations and Empirical Evidence, with Chee-Kiat Low and Dessislava Pachamanova (2012), Mathematical Finance, 22(2), 379-410
      • Aspirational Preferences and their Representation by Risk Measures, with Enrico De Giorgi and David Brown (2012), Management Science, 58(11), 2095-2113
      • Robust Storage Assignment in Unit-Load Warehouses, with Marcus Ang and Yun-Fong Lim (2012), Management Science, 58(11), 2114-2130
      • Robust Optimization Made Easy with ROME, with GOH WEIQIANG, JOEL (2011), Operations Research, 59(4), 973-985
      • Tractable Robust Expected Utility and Risk Models for Portfolio Optimization, with Joline Uichanco and Karthik Natarajan (2010), Mathematical Finance, 20 (4), 695-731
      • Distributionally Robust Optimization and its Tractable Approximations, with GOH WEIQIANG, JOEL (2010), Operations Research, 58 (4), 902-917
      • Robust Approximation to Multi-Period Inventory Management, with Chuen-Teck See (2010), Operations Research, 58(3), 583-594
      • Model Predictive Control Using Segregated Disturbance Feedback, with Chen Wang and Chong-Jin Ong (2010), IEEE Transactions on Automatic Control, 55(4), 831-840
      • From CVaR to Uncertainty Set: Implications in Joint Chance Constrained Optimization, with SUN JIE, TEO CHUNG PIAW and Wenqiang Chen (2010), Operations Research, 58, 470-485
      • Constructing risk measures from uncertainty sets, with Karthik Natarajan and Dessislava Pachamanova (2009), Operations Research, 57(5), 1129-1141
      • Convergence properties of constrained linear system under MPC control law using affine disturbance feedback, with Chen Wang and Chong-Jin Ong (2009), Automatica, 45(7), 1715-1720
      • Goal Driven Optimization, with Wenqing Chen (2009), Operations Research, 57(2), 342-357
      • Satisficing measures for analysis of risky positions, with David Brown (2009), Management Science, 55(1), 71-84
      • Incorporating asymmetric distributional information in robust Value-at-Risk optimization, with Karthik Natarajan and Dessislava Pachamanova (2008), Management Science, 54, 573-585
      • Constrained Linear System with Disturbances: Stability under Disturbance Feedback, with Chen Wang and Chong-Jin Ong (2008), Automatica, 44(10), 2583-2587
      • A Robust Optimization Perspective on Stochastic Programming, with Xin Chen and Peng Sun (2007), Operations Research, 55(6), 1058-1071
      • Risk aversion in inventory management, with Xin Chen, Peng Sun and David Simchi-Levi (2007), Operations Research, 55(5), 828-842
      • A linear-decision based approximation approach to stochastic programming, with Jiawei Zhang, Xin Chen and Peng Sun (2007), Operations Research, 56(2), 344-357
      • Tractable Approximations to Robust Conic Optimization Problems, with Dimitris Bertsimas (2006), Mathematical Programming, 107(1-2), 5-36
      • Robust linear optimization under general norms, with Dessislava Pachamanova and Dimitris Bertsimas (2004), Operations Research Letters, 32(6), 510-516
      • Price of robustness, with Dimitris Bertsimas (2004), Operations Research, 52(1), 35-53
      • Robust discrete optimization and network flows, with Dimitris Bertsimas (2004), Mathematical Programming, 98, 49-71
      • Vehicle routing problem with time-windows and a limited number of vehicles, with Hoong-Chuin Lau and Kwong-Meng Teo (2003), European Journal of Operational Research, 148(3), 559-569
      • Optimising train movements through coast control using genetic algorithms, with C.S. Chang (1997), 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, Mathematical Programming C
    • Associate Editor , Management Science
    • Associate Editor, Operations Research

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