Department of Computing
Imperial College London
180 Queen's Gate
London, SW7 2AZ
United Kingdom.
wwiesema@imperial.ac.uk
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Junior Research Fellow
Department of Computing Imperial College London 180 Queen's Gate London, SW7 2AZ United Kingdom. wwiesema@imperial.ac.uk |
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I obtained a Joint Masters Degree in Management and Computing at Darmstadt University of Technology, Germany, in 2006, and a PhD in Operations Research at Imperial College London, UK, in 2010. I have been a visiting researcher at the Institute of Statistics and Mathematics at Vienna University of Economics and Business, Austria, in 2010, and at the Computer-Aided Systems Laboratory at Princeton University, USA, in 2011. I also visited the Automatic Control Laboratory at ETH Zurich, Switzerland, in 2011.
Optimization of Temporal Networks under Uncertainty. Springer, 2012.
Pessimistic Bi-Level Optimisation, with A. Tsoukalas, P.-M. Kleniati and B. Rustem. Under Review.
The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications in Operations Management, with A. Georghiou and D. Kuhn. Under Review.
Generalized Decision Rule Approximations for Stochastic Programming via Liftings, with A. Georghiou and D. Kuhn. Under Review.
The Robust Capacitated Vehicle Routing Problem under Demand Uncertainty, with C. E. Gounaris and C. A. Floudas. Conditionally accepted for publication in Operations Research.
Robust Markov Decision Processes, with D. Kuhn and B. Rustem. Conditionally accepted for publication in Mathematics of Operations Research.
Robust Resource Allocations in Temporal Networks, with D. Kuhn and B. Rustem. Mathematical Programming, Online First.
Primal and Dual Linear Decision Rules in Stochastic and Robust Optimization, with D. Kuhn and A. Georghiou. Mathematical Programming 130(1):177-209, 2011.
Robust Software Partitioning with Multiple Instantiation, with S. A. Spacey, D. Kuhn, W. Luk and P. H. J. Kelly. INFORMS Journal on Computing, Articles in Advance.
Robust Optimization of Currency Portfolios, with R. Fonseca, S. Zymler and B. Rustem. Forthcoming, Journal of Computational Finance.
Multi-Resource Allocation in Stochastic Project Scheduling, with D. Kuhn and B. Rustem. Annals of Operations Research, Online First.
International Portfolio Management under Uncertainty, with R. Fonseca and B. Rustem. Computational Management Science, Online First.
Maximizing the Net Present Value of a Project under Uncertainty, with D. Kuhn and B. Rustem. European Journal of Operational Research 202(2):356Đ367, 2010.
Hedging Electricity Swing Options in Incomplete Markets, with P. Vayanos and D. Kuhn. Proceedings of the 18th IFAC World Congress, Milan, 2011.
A Semidefinite Programming Approach to Portfolio Optimization, with R. Fonseca and B. Rustem. Proceedings of the 21st European Symposium on Computer-Aided Process Engineering, Chalkidiki, 2011.
SQPR: Stream Query Planning with Reuse. Forthcoming, with E. Kalyvianaki, Q. H. Vu, D. Kuhn and P. Pietzuch. Proceedings of the 27th IEEE International Conference on Data Engineering, Hannover, 2011.
A Stochastic Programming Approach for QoS-Aware Service Composition, with R. Hochreiter and D. Kuhn. Proceedings of the 8th IEEE International Symposium on Cluster Computing and the Grid, Lyon, 2008.
Iterated Ants: An Experimental Study for the Quadratic Assignment Problem, with T. Stuetzle. Proceedings of the 5th International Workshop on Ant Colony Optimization and Swarm Intelligence, Brussels, 2006.
Using Reputation Systems to Cope with Trust Problems in Virtual Organizations, with M. Voss. Proceedings of the 3rd International Workshop on Security in Information Systems, Miami, 2005.
Global Optimisation of Pessimistic Bi-Level Problems, with A. Tsoukalas and B. Rustem. In: P. M. Pardalos and T. F. Coleman (eds.): Lectures on Global Optimization, Fields Communications Series, American Mathematical Society, 2009, pages 215-243.
On the Transmission Scheduling of Wireless Networks under SINR Constraints, with T. Charalambous and E. Klerides. University of Cambridge, CUED/F-INFENG/TR. 649, 2010.
Union Trees: An Index Structure for Fast Retrieval of Generalized Cases, with K. Pooloth, R. Sindhgatta and S. Natarajan. Technical Report, Infosys Ltd., 2004.
Centre for Operational Research, Management Sciences and Information Systems, University of Southampton, February 2012. Invited seminar on Scenario-Free Stochastic Programming and its Applications in Operations Management.
Management Science Group, London School of Economics, December 2011. Invited seminar on Scenario-Free Stochastic Programming.
Optimization and Applications Seminar, University of Zurich and ETH Zurich, Zurich (Switzerland), September 2011. Invited seminar on Robust Markov Decision Processes.
Vienna University of Economics and Business, Vienna (Austria), December 2010. Invited lecture on Recent advances in Stochastic Programming.
6th …GOR/IHS Workshop on Mathematical Economics and Optimisation in Energy Systems, Vienna (Austria), September 2010. Invited plenary talk on Stochastic Programming without Scenario Trees.
20th Anniversary of the Centre for Process Systems Engineering at Imperial College London, London (UK), December 2009. Invited talk on Robust Investment Planning in the Electric Power Industry.
Industrial Consortium Meeting of the Centre for Process Systems Engineering at Imperial College London, London (UK), April 2009. Invited talk on Robust Resource Allocations in Temporal Networks.
International Conference on Operations Research (OR), Zurich (Switzerland), August 2011.
8th International Conference on Computational Management Science (CMS), Neuchatel (Switzerland), April 2011.
7th International Conference on Computational Management Science (CMS), Vienna (Austria), July 2010.
24th European Conference on Operational Research (EURO), Lisbon (Portugal), July 2010.
23rd European Conference on Operational Research (EURO), Bonn (Germany), July 2009.
6th International Conference on Computational Management Science (CMS), Geneva (Switzerland), May 2009.
9th International Conference on Applied Mathematical Programming and Modelling (APMOD), Bratislava (Slovakia), May 2008.
5th International Conference on Computational Management Science (CMS), London, March 2008.
I am teaching the second half of the Operations Research course (343) in the autumn term 2011/12.
Interested in pursuing a PhD in Operations Research? We are always looking for outstanding PhD students. More information about the application process and funding opportunities can be found here.