Dr. Ricardo Collado
- PhD Operations Research, Rutgers University
- BS Mathematics, University of Puerto Rico
- Applications: Energy systems, operations management, health care, homeland security, mathematical finance, and related fields
- Stochastic Optimization: Risk-averse stochastic optimization, dynamic programming, approximation to dynamic programs, decomposition methods of stochastic programs
- Semidefinite Programming: Generalizations of positive polynomials and its applications
Honorable Mention at the Committee on Stochastic Programming Student Paper Competition. 12th International Conference on Stochastic Programming August , 2010.
DIMACS Graduate Student Award. Center for Discrete Mathematics and Computer Science, Rutgers University, Piscataway NJ July, 2006
Julio Garcia Diaz Medal of Mathematics. Department of Mathematics, University of Puerto Rico, Rio Piedras PR June, 2001
Professional Specialist, October 2011 - August 2013
Princeton Laboratory for Energy Systems Analysis (PENSA)
Department of Operations Research & Financial Engineering, Princeton University
Assistant Professor / Faculty Fellow, September 2010 – August 2011
Department of Information, Operations & Management Sciences Stern School of Business, New York University
New York University Postdoctoral and Transition Program for Academic Diversity Fellowship. September 2010 – September 2011
NASA Harriett Jenkins Predoctoral Fellowship. September 2007 – July 2010
Rutgers Excellence Fellowship. Rutgers Center for Operations Research, Rutgers University, Piscataway NJ September 2005 - June 2007
NSF Computer Science and Mathematics Scholarship. Department of Mathematics, University of Puerto Rico, Rio Piedras PR March 2005 – May 2005
NASA, Puerto Rico Space Grant Consortium Fellowship. Department of Mathematics, University of Puerto Rico, Rio Piedras PR August 2001 – December 2004
- R. Collado, S. Meisel, L. Priekule. (2017). "Risk-averse stochastic path interdiction", European Journal of Operational Research.
- S. Moazeni, R. Collado, A. Zhang. (2017). "Risk-averse dynamic arbitrage on illiquid markets", Journal of Risk.
- R. Collado, D. Papp, A. Ruszczynski. "Scenario decomposition of risk-averse multistage stochastic programming problems", Annals of Operations Research, vol. 200, no. 1, 2012, Link .
- R. Collado, G. Creamer. (Aug 01, 2016). "Time series forecasting with a learning algorithm. An approximate dynamic programming approach", proceedings of the 22nd International Conference on Computational Statistics, Oviedo, Spain, 23-26 August 2016.
- R. Collado. "Euclidean traveling salesman on orientable surfaces", RUTCOR research report, no. 3-2012. Download .
- R. Collado. "Stochastic network interdiction", RUTCOR research report, no. 5-2012, Download .
- R. Collado, D. Papp. "Network interdiction - models, applications, unexplored directions", RUTCOR research report, no. 4-2012, Download .
- R. Collado, D. Papp, A. Ruszczynski. "Scenario decomposition of risk-averse two stage stochastic programming problems", RUTCOR research report, no. 2-2012, Download (503 kb PDF).
- D. Papp, R. Collado, F. Alizadeh. (2009). "Extension of the semidefinite characterization of sum of squares functional systems to algebraic structures", RUTCOR research report, no. 27-2009, Download (276 kb PDF).
- MGT 609 Project Management Fundamentals
- MGT 611 Project Analytics
- MGT 657 Operations Management
- MGT 613 Program Office and Portfolio Management
- FE 545 Design, Patterns and Derivatives Pricing
- BIA 670 Risk Management Methods and Applications