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Jose Vazquez

Texas A&M University College of Engineering

Prasad Parab

Ph.D. Candidate

Advisor: Dr. Lewis Ntaimo

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Contact Information

Phone: 979-422-6570                Email: prasaddparab@tamu.edu

Fax:                                               Office: 2027 ETB

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Research Interests

  • Large scale optimization
  • Stochastic optimization
  • Risk management
  • Decision making under uncertainty
  • Application of optimization in management of renewable sources of energy
  • Portfolio optimization and risk management

Educational Background

Ph.D. in Industrial and Systems Engineering, Texas A&M University, College Station, Texas (September 2015-August 2019)

Master of Science in Industrial and Systems Engineering, Texas A&M University, College Station, Texas(August 2013-August 2015)

Bachelor of Engineering in Mechanical Engineering, Goa University, Goa (July 2007-June 2011)

Professional Experience

Selected Publications

  • P. Parab, L. Ntaimo, B.K. Pagnoncelli, “Stochastic Decomposition for Risk-Averse Two-Stage Stochastic Linear Programs”, Under review, 2018.
  • P. Parab, L. Ntaimo, B.K. Pagnoncelli, “Stochastic Decomposition Algorithm for Mean-Risk Multistage Stochastic Linear Programs”, Working Paper, 2019.

Oral Presentations

Awards & Honors

  • Outstanding Teaching Assistant, Alpha Pi Mu Student Chapter Society, Industrial and Systems Engineering, Texas A&M University, 2017.
  • Goa Scholar, Government of Goa, 2013.
  • Lechner Graduate Scholar, Texas A&M University, 2013.

Professional Affiliations

  • Institute for Operations Research and the Management Sciences (INFORMS)
  • Institute of Industrial and Systems Engineers (IISE)

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