Curriculum Vitae of Xuefeng Gao - Prism Web Pages - Georgia ...

Curriculum Vitae of Xuefeng Gao
Contact
Information
School of Industrial and Systems Engineering Mobile: +1 678-429-6854
755 Ferst Drive, NW Email: gxf1240@gatech.edu
Atlanta, GA 30332-0205
Web: www.prism.gatech.edu/~xgao34
Research
Interests
Applied probability, stochastic processes, and stochastic optimal control.
Large scale service systems: queueing models and diffusion approximations.
Trading and market microstructure: stochastic models of limit order books.
Education
Georgia Institute of Technology, Atlanta, GA, USA.
• Ph.D. in Operations Research, August 2013 (expected).
• Dissertation title: Stochastic models for service systems and limit order books.
• Advisors: Professor Jim Dai and Professor Ton Dieker.
Peking University, Beijing, China.
• B.S. in Mathematics, June 2008.
Publications
and preprints
A.B. Dieker and X. Gao, “Piecewise Ornstein-Uhlenbeck processes and common quadratic
Lyapunov functions,” accepted to The Annals of Applied Probability, 2011.
A.B. Dieker and X. Gao, “Sensitivity analysis for diffusion processes constrained to an
orthant,” under revision at The Annals of Applied Probability, 2011.
(Finalist in the 2011 INFORMS Junior Faculty Interest Group paper competition)
Working papers
J.G. Dai, A.B. Dieker and X. Gao, “Validity of heavy-traffic steady-state approximations
in many-server queues with abandonment,” working paper, 2012 (draft available).
X. Gao, Y. Lu, M. Sharma and M.S. Squillante, “An explicit solution to a stochastic
optimal control problem in strategic sourcing,” working paper, 2012.
J.G. Dai, S.J. Deng, A.B. Dieker and X. Gao, “Order book shape dynamics,” working
paper, 2012.
Industry IBM Thomas J. Watson Research Center, Yorktown Heights, NY. May-Aug 2011 and
experience 2012.
Using a stochastic optimal control approach to solve strategic sourcing problems such
as those arising in workforce management, cloud computing and energy.
Teaching
Experience
School of Industrial and Systems Engineering, Georgia Institute of Technology.
Instructor, Spring 2012.
• ISyE 3232: Stochastic Manufacturing and Service Systems.
• A core undergraduate course to learn quantitative models for analyzing, designing,
and operating of manufacturing and service systems.
• Course evaluation: 4.8/5.0 (class size: 78).
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Teaching Assistant, 2008-Present.
• ISyE/Math 6761: Stochastic Processes I (Ph.D.), Fall 2010, 2011.
• ISyE 2027: Probability with Applications (Undergraduate), Summer 2009.
• ISyE 3232: Stochastic Manufacturing and Service Systems (Undergraduate), Spring
2009, 2011.
Presentations “Order book shape dynamics,” INFORMS 2012, Phoenix, AZ. October 2012.
“Solving strategic sourcing problems using stochastic optimal control approach,” IBM
Research, Yorktown Heights, NY. August 2012.
“A short survey on limit order markets,”
• J.P. Morgan, New York, NY. July 2012.
• IBM Research, Yorktown Heights, NY. July 2012.
“Workforce management: A stochastic optimal control approach,” IBM Research, Yorktown
Heights, NY. August 2011.
“Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic
Lyapunov functions,” Applied Probability Conference, Stockholm, Sweden. July 2011.
Honors and
Awards
Applied Probability Conference 2011 NSF Travel Grant Recipient, July 2011.
Isaac Newton Institute NSF Travel Grant Recipient, May 2010.
ARC Fellowship, Georgia Institute of Technology, 2010.
Morris Fellowship, Georgia Institute of Technology, 2009.
Professional
Activities
References
Co-Organizer: Georgia Tech Stochastic Systems Seminar, Fall 2010.
Professor Jim Dai
School of Operations Research and Information Engineering, Cornell University
On leave from Georgia Institute of Technology
Phone: +1 607-255-4223
Email: jd694@cornell.edu
Professor Ton Dieker
School of Industrial and Systems Engineering, Georgia Institute of Technology
Phone: +1 404-385-3140
Email: ton.dieker@isye.gatech.edu
Dr Mark S. Squillante
Manager, Stochastic Processes and Applications, IBM Thomas J. Watson Research
Center
Phone: +1 914-945-3360
Email: mss@us.ibm.com
Professor Chen Zhou (teaching)
Associate Chair for Undergraduate Studies
School of Industrial and Systems Engineering, Georgia Institute of Technology
Phone: +1 404-894-2326
Email: czhou@gatech.edu
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