Full Professor of Operations Research and Statistics.
Licenciate (5-year BSc degree) '89 in Mathematical Sciences from Complutense University of Madrid, Spain's largest university, with Extraordinary Graduation Prize (top GPA) in the Area of Experimental Sciences. He pursued his doctoral studies in the USA on a Fulbright fellowship, earning his PhD (1995) in Operations Research from the Massachusetts Institute of Technology (MIT). He has been postdoctoral researcher at MIT's Operations Research Center (1995/96) and at the Center for Operations Research and Econometrics (CORE) of Belgium's Université catholique de Louvain (1996/97), on a European Commission Marie Curie Individual Fellowship, as well as visiting professor in the Economics and Business Department at Barcelona's Pompeu Fabra University. In 2003 he joined the Statistics Department at Carlos III University of Madrid where, before earning his full professorship in 2016, he was a Ramón y Cajal researcher (2003–2005) and an associate professor (2005–2016) via National Habilitation. He has been principal investigator (PI) in multiple national and international research projects. His research work, which has been published in journals such as Mathematical Programming, Operations Research, Mathematics of Operations Research, Journal of the Royal Statistical Society Series B, or Advances in Applied Probability, mainly focuses on the development of new methods for the optimization of dynamic and stochastic models arising in diverse application areas.
Fields of interest:
- Restless bandit models.
- Markov decision models.
- Optimization of dynamic and stochastic models.
- Queueing models.
- Stochastic scheduling.
- Operations Research (BSc in Statistics and Business)
- Optimization (BSc in Statistics and Business).
- Numerical Methods for Data Science (Master in Statistical Methods for Data Science)
- Operations Research (Master in Mathematical Engineering)