Faculty - Patrick Jaillet

Patrick Jaillet's photo

Patrick Jaillet

Dugald C. Jackson Professor of Electrical Engineering and Computer Science

Co-Director, Operations Research Center

MIT
Room 32-D624
77 Massachusetts Avenue
Cambridge, MA, 02139

Telephone: 617.452.3379 Fax: 617.253.7701 e-mail: jaillet@mit.edu Website: http://web.mit.edu/jaillet/www/

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Education

  • Diplôme d'Ingénieur 1981, France
  • MSc 1982, MIT
  • PhD 1985, MIT

Research Interests

  • On-line problems; real-time and dynamic optimization; network design and optimization; probabilistic combinatorial optimization; financial engineering.

Teaching Interests

  • Combinatorial optimization; network optimization; probabilistic methods in operations research; stochastic analysis; risk management; mathematics in finance; project evaluation

Selected Publications

  1. Jaillet, P., D. Lamberton and B. Lapeyre, "Variational Inequalities and the Pricing of American Options," Acta Applicandae Mathematica, 21, 263-289, 1990
  2. Bertsimas, D., P. Jaillet, and A. Odoni, "A Priori Optimization," Operations Research, 38, 1019-1033, 1990
  3. Jaillet, P. and M. Stafford, "Online searching," Operations Research, 49, 501-516, 2001
  4. Jaillet, P., E. Ronn and S. Tompaidis, "Valuation of Commodity Based Swing Options," Management Science, 50, 909-921, 2004
  5. Jaillet, P. and M. Wagner, "Generalized Online Routing: New Competitive Ratios, Resource Augmentation and Asymptotic Analyses," Operations Research, 56, 745-757, 2008
  6. Jaillet, P. and M. Wagner, "Almost Sure Asymptotic Optimality for Online Routing and Machine Scheduling Problems, Networks, 55, 2-12, 2010

For other selected publications please visit Professor Jaillet's Home page