Professor
Education
- B.S. Mathematics , Vanderbilt University
- Ph.D. Operations Research , Massachusetts Institute of Technology
Expertise
- Mathematical Programming
- Computer Science
Research
Dr. Vande Vate’s research explores the optimal control of Brownian motion, a fundamental stochastic process that shapes economic, financial, and operational models where uncertainty and random fluctuations are inherent. His work develops scalable, high‑precision computational tools to manage and optimize systems driven by Brownian dynamics, with the goal of advancing decision‑making frameworks in risk management and resource allocation. By bridging rigorous mathematical theory with practical applications, this research demonstrates the power of stochastic control in addressing complex, real‑world challenges.
Representative Publications
• M. Ormeci Matoglu and J. Vande Vate, “On the optimality of stepwise policies for managing capacity, inventory and backorders”, Stochastics, (2024), 1700–1734.
• J. Vande Vate, “The Average Cost Brownian Control Problem with Proportional Changeover Cost”, Stochastic Systems (2021), Vol. 11, No. 3, 218–263
• M. Ormeci Matoglu, J. Vande Vate and H. Yu, “The Economic Average Cost Brownian Control Problem”, Advances in Applied Probability, (2019), March, Vol. 51, Issue 1, pp. 300-337.
• M. Ormeci Matoglu, J. Vande Vate and H. Wang, “Solving the Drift Control Problem”, Stochastic Systems, (2015), Vol. 5, No. 2, 324–371