Stochastic programming, simulation based optimization, nondifferentiable optimization and nonsmooth analysis, sensitivity analysis of nonlinear programs, multivariate statistical analysis.
Researcher ID (ISI = Institute for Scientific Information)
Researcher ID (Google scholar)
Editorial Work:
Associate Editor of Mathematics of Operations Research
Associate Editor of Mathematical Programming (series A and B)
Associate Editor of ESAIM: Control, Optimisation and Calculus of Variations
Associate Editor of Numerical Algebra, Control and Optimization
Associate Editor of Stochastic Systems
Associate Editor of Computational Management Science
Editorial Adviser of Asia-Pacific Journal of Operational Research
Area Editor (Optimization) of Operations Research 2009 - 2011
Co-editor of Mathematical Methods of Operations Research 2003 - 2006
Associate Editor of Journal of Multivariate Analysis 1998 - 2002
On
the Editorial Board of the Second Edition of Wiley's ENCYCLOPEDIA
OF STATISTICAL SCIENCES