Daniel F. Silva. Education. Research Interests. Publications. Journal Articles. Peer-Reviewed Conference Proceedings.

Transcription

1 Daniel F. Silva H. Milton Stewart School of Industrial and Systems Engineering Georgia Institute of Technology, 755 Ferst Drive NW, Room 414, Atlanta, GA Phone: +1 (404) dfsi3/ Education Georgia Institute of Technology, Atlanta, GA, USA. Ph.D. Operations Research (Expected) Summer 2016 Minor: Mathematics. Dissertation: Optimal Admission Control for Markovian Loss Systems. Advisor: Hayriye Ayhan. M.S. Operations Research 2015 Universidad de Los Andes, Bogotá, Colombia. M.S. Industrial Engineering 2008 Thesis: Continuous Time Markovian Models for Blocking in Order-Picking-Systems. Advisors: Germán Riaño, Ciro Amaya. B.S. Mechanical Engineering 2006 B.S. Industrial Engineering 2006 Research Interests Methods: Stochastic optimization, Markov decision processes, stochastic processes, applied probability. Applications: Queueing systems, communication networks, business analytics, supply chain and operations management, and inventory control. Publications Journal Articles 1. Optimal Admission Control for Tandem Loss Systems with Two Stations, with B. Zhang and H. Ayhan.Operations Research Letters Volume 41, Issue 4, Optimal Admission Control for Tandem Loss Systems, with B. Zhang and H. Ayhan. To be submitted to Queueing Systems 3. jmarkov: An Object-Oriented Framework for Modeling and Analyzing Markovian Systems, with R. Ahkavan, G. Riano, J.F. Perez, J. Goez and A Sarmiento. Under revision for ACM Transactions on Mathematical Software. Peer-Reviewed Conference Proceedings 4. Continuous Time Models for Blocking in Order-Picking-Systems, with C. Amaya and G. Riano. Proceedings of the 2009 IIE Annual Conference and Expo, Miami, FL, USA. June Working Papers 5. Optimal Assignment of Authentication Servers to Requests form Different Customer Classes, with B. Zhang and H. Ayhan.

2 Daniel F. Silva 2 Open Source Software Developed jmarkov, a Java framework for modeling Markov Processes. Consists of four main modules for modeling: Markov chains, Markov Decision Processes, Phase type distributions and Quasi Birth and Death processes. Major contributor, with R. Ahkavan, G. Riano, J.F. Perez, J. Goez and A Sarmiento. In charge of maintaining jmdp, the Markov Decision Processes module. Available at MarkovExcel, educational Excel add-on for Markov Chain modeling and simulation Major contributor, with G. Riano. Available at dfsi3/software.xhtml Teaching Experience Instructor of Record- Georgia Institute of Technology, Atlanta, GA, USA. ISYE 3232 Stochastic Manufacturing & Service Systems Summer 2015, Summer 2013 Undergraduate core course covering newsvendor problems, Markov chains and Poisson processes. Decided course syllabus, planned and delivered lectures, created all evaluations. Evaluation (Instructor s overall effectiveness): 4.3/5.0 (2013), 4.6/5.0 (2015). ISYE 3025 Engineering Economy (2 Sections) Fall 2014 Undergraduate core course covering equivalence, depreciation, taxes and inflation. Planned and delivered lectures, created all evaluations. Evaluation (Instructor s overall effectiveness): 4.4/5.0 and 4.6/5.0. Guest Lecturer - Georgia Institute of Technology, Atlanta, GA, USA. ISYE 6664 Stochastic Optimization October 2013 Covered two lectures on solving Markov decision processes using the policy iteration algorithm. Teaching Assistant - Georgia Institute of Technology, Atlanta, GA, USA. ISYE 6334 OR for Supply Chains II (Executive Master s course) Fall 2015 ISYE 4232 Advanced Stochastic Models Spring 2015, Spring 2014 ISYE 4233 Advanced Optimization Fall 2013 ISYE 3232 Stochastic Manufacturing & Service Systems Summer 2012 Held office hours, graded assignments, covered lectures for instructor when necessary. Evaluation (TA s overall effectiveness): 4.8/5.0, 4.6/5.0, 4.5/5.0 and 4.9/5.0. Instructor of Record - Universidad de Los Andes, Bogotá, Colombia. IIND 2104 Probability Models Fall 2008, Spring 2009 Undergraduate core course covering newsvendor problems, Markov chains and Poisson processes. Planned and delivered lectures, created all evaluations. Teaching Assistant - Universidad de Los Andes, Bogotá, Colombia. Directed the OR Problems Clinic, a workspace designed for students to work on homework, workshops and study for midterms, with help from TA s.

3 Daniel F. Silva 3 Research & Professional Experience Graduate Research Assistant, Georgia Institute of Technology, Atlanta, GA 2011-Present Admission Control in Markovian Loss Systems: Studying tandem queues with finite arbitrary capacity buffers, assuming losses are incurred when a customer is rejected or when a station is full upon service completion at the previous one. Characterized optimal policy for special case of two stations and unitary buffer at first station. Defined optimality conditions for two special policies in the 2-station case with arbitrary buffers. Determined several monotonicity properties of the optimal policy. Assignment of Authentication Servers: Studying a system that gets authentication requests with class-dependent impostor probabilities; each request is assigned a method with known service time distribution and error probabilities. We offer several modeling alternatives for the system as a queueing network. We find the structure of a cost-optimal routing policy. Operations Research Scientist Intern, Amazon.com, Seattle, WA Summer 2014 Constructed a simulation model to estimate the impact of implementing different algorithms for making purchasing decision involving multiple suppliers and distribution centers in different countries. Developed a heuristic algorithm that recommended purchasing quantities and dates, as well as distribution recommendations. This heuristic outperformed the current system in a simulation study. Operations Research & Analytics Sr. Analyst, Kimberly Clark, Bogotá, Colombia Developed OR and Analytics tools to support operations throughout Latin America, main projects: Order-Up-to-Level 2.0: Devised an extension to traditional OUL models that included stochastic lead time. Solved the model analytically and coded an Excel add-on. Led implementation of this tool throughout Latin America and Eastern Europe. Predicted reduction of up to 15% in inventory working capital in some countries. Transportation Load Builder: Developed a novel approach to transportation load planning using mixed integer programming. Constructed the formulation, coded the model and implemented a user interface in six countries. Generated savings of between 2 and 8% in less-than-truckload freight costs in each country. Distribution center design: Led the design or re-design of the interior layout of three distribution centers. Calculated optimal slot allocation, area sizing, and aisle distribution. These resulted in savings of up to 5% in yearly distribution costs. One of these was a joint project with the University of Arkansas. Marketing Engineering: Collaborated in creating a hybrid approach to distributing the marketing budget, using regression analysis, game theory and non-linear optimization. This was a joint project with Pennsylvania State University.

4 Daniel F. Silva 4 Graduate Research Assistant, Universidad de Los Andes, Bogotá, Colombia Developed continuous time Markovian models for picker congestion in Order-Picking-Systems with wide and narrow aisles. Performed simulations to gain insights into the sensitivity of congestion to different design parameters. Branch Manager, First Class English, Bogotá, Colombia Managed a branch of the business which had over 20 employees. Controlled the branch budget, cash flows, payroll and other financial aspects. Led process of hiring and training teachers, and evaluated all employees performance. Honors and Awards Tower Award, upon M.S. Operations Research graduation 2015 Georgia Institute of Technology. For academic merit. Purdue CIBER 7th Doctoral Consortium Meeting, travel grant 2015 Purdue Center for International Business Education and Research INFORMS Doctoral Colloquium, accepted 2015 INFORMS Annual Meeting. Morris Fellowship, two years 2011,2012 Georgia Institute of Technology. Cum Laude, graduation honors 2008 Universidad de los Andes. Awarded to M.S. graduates with a GPA in the 97th percentile of the School of Engineering s graduates for the previous five years and a score of 5.0/5.0 on their Master s thesis. Full Schoarship, 5 semesters Universidad de los Andes. undergraduate study. Awarded for duration of M.S. study for academic achievement during Second highest score, National Exam for the Quality of Higher Education, Colombia 2006 Test taken by Industrial Engineering graduates in Colombia in Presentations and Posters 1. Optimal Assignment of Authentication Servers to Requests form Different Customer Classes (upcoming) INFORMS Annual Meeting, Philadelphia, PA. November Optimal Admission Control for Tandem Loss Systems with Two Stations, with General Buffers 18th INFORMS Applied Probability Society Conference, Istanbul, Turkey. July INFORMS Annual Meeting, San Francisco, CA. November Poster, Stochastic Networks Conference, Amsterdam, Netherlands. July Optimal Admission Control for Tandem Loss Systems with Two Stations INFORMS Annual Meeting, Minneapolis, MN. October INFORMS Annual Meeting, Phoenix, AZ, USA. October 2012.

5 Daniel F. Silva 5 4. Analytics, Optimization and Stochastics Come Together in Designing a Distribution Center at Kimberly- Clark Latin America INFORMS Conference on Business Analytics and Operations Research, Chicago, IL. April An Order-up-to-level (OUL) Inventory Model With Stochastic Demand and Lead Times. INFORMS Annual Meeting, Austin, TX. November Transport Load Builder: Optimizing Transportation Planning at Kimberly Clark Latin America Joint ALIO-INFORMS Meeting, Buenos Aires, Argentina. June Markovi: An Interactive Approach To Teaching Markov Chain Analysis Poster, INFORMS Annual Meeting, San Diego, CA, October Continuous Time Models for Blocking in Order-Picking-Systems Service Latin-American Conference on Operations Research, Cartagena, Colombia, The Computational Infrastructure for Operations Research (COIN-OR) Full member and contributor. Graduate Student Advisory Committee Present H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology Latino Organization of Graduate Students Georgia Institute of Technology ISyE DOS Optimization Seminars - Organizing Committee H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology Institute of Industrial Engineers (IIE) Founding Member of the Colombian professional chapter Affiliations Society for Industrial and Applied Mathematics (SIAM) Institute for Operations Research and the Management Sciences (INFORMS) Institute of Industrial Engineers (IIE) Alumni society of Universidad de Los Andes (UNIANDINOS) Present Present Present