Personal information

Operations Research, Robust Optimization

Biography

Dr. Melvyn Sim is a professor at the Department of Decisions Sciences, NUS Business school. His research interests fall broadly under the categories of decision making and optimization under uncertainty with applications ranging from finance, supply chain management, healthcare to engineered systems. He is one of the active proponents of Robust Optimization and has given invited talks in this field at international conferences. Dr. Sim won second places in the 2002 and 2004 George Nicholson best student paper competition and emerged first place in the 2007 Junior Faculty Interest Group (JFIG) best paper competition. He is also the recipient of the 2009 NUS outstanding young researcher award. Dr. Sim serves as an associate editor for Operations Research, Management Science, IIE Transactions and Mathematical Programming Computations.

Activities

Education and qualifications (1)

Massachusetts Institute of Technology: Cambridge, MA, US

2000-07-01 to 2004-06-31 | PhD (Operations Research)
Education
Source: Self-asserted source
Melvyn Sim

Works (50 of 63)

Items per page:
Page 1 of 2

Robust Optimization with Moment-Dispersion Ambiguity

Operations Research
2024-12-16 | Journal article
Contributors: Li Chen; Chenyi Fu; Fan Si; Melvyn Sim; Peng Xiong
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Crossref

Robust Workforce Management with Crowdsourced Delivery

Operations Research
2024-11-04 | Journal article
Contributors: Chun Cheng; Melvyn Sim; Yue Zhao
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Crossref

The Analytics of Robust Satisficing: Predict, Optimize, Satisfice, Then Fortify

Operations Research
2024-10-07 | Journal article
Contributors: Melvyn Sim; Qinshen Tang; Minglong Zhou; Taozeng Zhu
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Crossref

Robust CARA Optimization

Operations Research
2024-02-26 | Journal article
Contributors: Li Chen; Melvyn Sim
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Crossref

Robust Pricing and Production with Information Partitioning and Adaptation

Management Science
2023-03 | Journal article
Contributors: Georgia Perakis; Melvyn Sim; Qinshen Tang; Peng Xiong
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Crossref

Robust Satisficing

Operations Research
2023-01 | Journal article
Contributors: Daniel Zhuoyu Long; Melvyn Sim; Minglong Zhou
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Crossref

The Analytics of Bed Shortages: Coherent Metric, Prediction, and Optimization

Operations Research
2023-01 | Journal article
Contributors: Jingui Xie; Gar Goei Loke; Melvyn Sim; Shao Wei Lam
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Crossref

Advance admission scheduling via resource satisficing

Production and Operations Management
2022-11 | Journal article
Contributors: Minglong Zhou; Melvyn Sim; Shao‐Wei Lam
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Crossref

Satisficing Models Under Uncertainty

INFORMS Journal on Optimization
2022-10 | Journal article
Contributors: Patrick Jaillet; Sanjay Dominik Jena; Tsan Sheng Ng; Melvyn Sim
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Crossref

Joint Estimation and Robustness Optimization

Management Science
2022-03 | Journal article
Contributors: Taozeng Zhu; Jingui Xie; Melvyn Sim
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Crossref

Strategic Workforce Planning Under Uncertainty

Operations Research
2022-03 | Journal article
Contributors: Patrick Jaillet; Gar Goei Loke; Melvyn Sim
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Crossref

Robust Data-Driven Vehicle Routing with Time Windows

Operations Research
2021-03 | Journal article
Contributors: Yu Zhang; Zhenzhen Zhang; Andrew Lim; Melvyn Sim
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Crossref

Robust Stochastic Optimization Made Easy with RSOME

Management Science
2020-08 | Journal article
Contributors: Zhi Chen; Melvyn Sim; Peng Xiong
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Crossref

Goal scoring, coherent loss and applications to machine learning

Mathematical Programming
2019 | Journal article
EID:

2-s2.0-85064089125

Contributors: Yang, W.; Sim, M.; Xu, H.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust-Stochastic Approach

Management Science
2019-09 | Journal article
Contributors: Shuangchi He; Melvyn Sim; Meilin Zhang
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Crossref

Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets

Operations Research
2019-09 | Journal article
Contributors: Zhi Chen; Melvyn Sim; Huan Xu
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Crossref

Adaptive Distributionally Robust Optimization

Management Science
2019-02 | Journal article
Contributors: Dimitris Bertsimas; Melvyn Sim; Meilin Zhang
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Crossref
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An optimization model for power grid fortification to maximize attack immunity

International Journal of Electrical Power and Energy Systems
2018 | Journal article
EID:

2-s2.0-85041706470

Contributors: Costa, A.; Georgiadis, D.; Ng, T.S.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Routing optimization with time windows under uncertainty

Mathematical Programming
2018 | Journal article
EID:

2-s2.0-85045068400

Contributors: Zhang, Y.; Baldacci, R.; Sim, M.; Tang, J.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Adjustable Robust Optimization via Fourier–Motzkin Elimination

Operations Research
2018-08 | Journal article
Contributors: Jianzhe Zhen; Dick den Hertog; Melvyn Sim
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Crossref
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Preferred source (of 2)‎

Asymmetry and Ambiguity in Newsvendor Models

Management Science
2018-07 | Journal article
Contributors: Karthik Natarajan; Melvyn Sim; Joline Uichanco
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Crossref
grade
Preferred source (of 2)‎

Preferences for travel time under risk and ambiguity: Implications in path selection and network equilibrium

Transportation Research Part B: Methodological
2016 | Journal article
EID:

2-s2.0-84992088263

Contributors: Qi, J.; Sim, M.; Sun, D.; Yuan, X.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Routing optimization under uncertainty

Operations Research
2016 | Journal article
EID:

2-s2.0-84959302358

Contributors: Jaillet, P.; Qi, J.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

A robust optimization model for managing elective admission in a public hospital

Operations Research
2015 | Journal article
EID:

2-s2.0-84955113425

Contributors: Meng, F.; Qi, J.; Zhang, M.; Ang, J.; Chu, S.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Managing underperformance risk in project portfolio selection

Operations Research
2015 | Journal article
EID:

2-s2.0-84930803568

Contributors: Hall, N.G.; Long, D.Z.; Qi, J.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

On dynamic decision making to meet consumption targets

Operations Research
2015 | Journal article
EID:

2-s2.0-84947913471

Contributors: Chen, L.G.; Long, D.Z.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Distributionally robust convex optimization

Operations Research
2014 | Journal article
EID:

2-s2.0-84918535229

Contributors: Wiesemann, W.; Kuhn, D.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

The coherent loss function for classification

31st International Conference on Machine Learning, ICML 2014
2014 | Conference paper
EID:

2-s2.0-84919793084

Contributors: Yang, W.; Sim, M.; Xu, H.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Multiple objectives satisficing under uncertainty

Operations Research
2013 | Journal article
EID:

2-s2.0-84876110879

Contributors: Lam, S.-W.; Ng, T.S.; Sim, M.; Song, J.-H.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Aspirational preferences and their representation by risk measures

Management Science
2012 | Journal article
EID:

2-s2.0-84870211010

Contributors: Brown, D.B.; De Giorgi, E.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Location and routing models for emergency response plans with priorities

Communications in Computer and Information Science
2012 | Book
EID:

2-s2.0-84867684425

Contributors: Oran, A.; Tan, K.C.; Ooi, B.H.; Sim, M.; Jaillet, P.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Portfolio value-at-risk optimization for asymmetrically distributed asset returns

European Journal of Operational Research
2012 | Journal article
EID:

2-s2.0-84861096041

Contributors: Goh, J.W.; Lim, K.G.; Sim, M.; Zhang, W.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Robust storage assignment in unit-load warehouses

Management Science
2012 | Journal article
EID:

2-s2.0-84870227252

Contributors: Ang, M.; Lim, Y.F.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Skewness-aware asset allocation: A new theoretical framework and empirical evidence

Mathematical Finance
2012 | Journal article
EID:

2-s2.0-84857023172

Contributors: Low, C.; Pachamanova, D.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Beyond Risk: Ambiguity in Supply Chains

The Handbook of Integrated Risk Management in Global Supply Chains
2011 | Book chapter
EID:

2-s2.0-84885993453

Contributors: Natarajan, K.; Sim, M.; Teo, C.-P.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Robust optimization made easy with ROME

Operations Research
2011 | Journal article
EID:

2-s2.0-80053272341

Contributors: Goh, J.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Distributionally robust optimization and its tractable approximations

Operations Research
2010 | Journal article
EID:

2-s2.0-77955897551

Contributors: Goh, J.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

From CVaR to uncertainty set: Implications in joint chance-constrained optimization

Operations Research
2010 | Journal article
EID:

2-s2.0-77951163089

Contributors: Chen, W.; Sim, M.; Sun, J.; Teo, C.-P.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Model predictive control using segregated disturbance feedback

IEEE Transactions on Automatic Control
2010 | Journal article
EID:

2-s2.0-77950806041

Contributors: Wang, C.; Ong, C.-J.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Robust approximation to multiperiod inventory management

Operations Research
2010 | Journal article
EID:

2-s2.0-77953568374

Contributors: See, C.-T.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Tractable robust expected utility and risk models for portfolio optimization

Mathematical Finance
2010 | Journal article
EID:

2-s2.0-77953593241

Contributors: Natarajan, K.; Sim, M.; Uichanco, J.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Approximations to Robust Conic Optimization Problems

Encyclopedia of Optimization
2009 | Other
DOI:

10.1007/978-0-387-74759-0_15

ISBN:

978-0-387-74758-3

Source: Self-asserted source
Melvyn Sim via Crossref Metadata Search
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Constructing risk measures from uncertainty sets

Operations Research
2009 | Journal article
EID:

2-s2.0-70350241636

Contributors: Natarajan, K.; Pachamanova, D.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Convergence properties of constrained linear system under MPC control law using affine disturbance feedback

Automatica
2009 | Journal article
EID:

2-s2.0-67349099190

Contributors: Wang, C.; Ong, C.-J.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Distributed model predictive control of dynamically decoupled linear systems with coupled cost

Proceedings of the IEEE Conference on Decision and Control
2009 | Conference paper
EID:

2-s2.0-77950841763

Contributors: Wang, C.; Ong, C.-J.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Goal-driven optimization

Operations Research
2009 | Journal article
EID:

2-s2.0-65349173643

Contributors: Chen, W.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Linear systems with chance constraints: Constraint-admissible set and applications in predictive control

Proceedings of the IEEE Conference on Decision and Control
2009 | Conference paper
EID:

2-s2.0-77950803505

Contributors: Wang, C.; Ong, C.-J.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Satisficing measures for analysis of risky positions

Management Science
2009 | Journal article
EID:

2-s2.0-67650045642

Contributors: Brown, D.B.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

A linear decision-based approximation approach to stochastic programming

Operations Research
2008 | Journal article
EID:

2-s2.0-61449252886

Contributors: Chen, X.; Sim, M.; Sun, P.; Zhang, J.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier

Constrained linear system under disturbance feedback: Convergence with probability one

Proceedings of the IEEE Conference on Decision and Control
2008 | Conference paper
EID:

2-s2.0-62949133417

Contributors: Wang, C.; Ong, C.-J.; Sim, M.
Source: Self-asserted source
Melvyn Sim via Scopus - Elsevier
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