Sheldon M. Ross
Epstein Chair Professor
Industrial and Systems Engineering
Phone: (213) 740-4893
Dr. Ross received his B. S. degree in Mathematics from Brooklyn College in 1963. He received his M.S. degrees in Mathematics from Purdue University in 1964 and his Ph.D. degree in Statistics from Stanford University in 1968.
Dr. Ross served as a Professor at the University of California, Berkeley from 1976 until joining us in 2004. Dr. Ross also serves as the Editor for Probability in the Engineering and Informational Sciences, the Advisory Editor for International Journal of Quality Technology and Quantitative Management, and an Editorial Board Member of the Journal of Bond Trading and Management. Dr. Ross is the author of Introduction to Mathematical Finance: Options and Other Topics, Simulation, A First Course in Probability, Probability Models for Computer Science , and many more titles, articles and reports.
- Applied probability model.
- Financial engineering.
- Stochastic dynamic programming.
- On the Structure of Swing Contract Optimal Value and Optimal Strategy, with Z. Zhu, Journal of Applied Probability, 45, No. 1, 1-15, (2008)
- Coupon Collecting, with M. Brown and E. Pekoz, Probability in the Engineering and Informational Sciences, 22, 2, 221-230, (2008)
- Relating Time and Customer Averages for Queues Using “Forward” Coupling from the Past, with E. Pekoz, Journal of Applied Probability, 45, No. 2, 568-574, (2008)
- Variability is Beneﬁcial in Marked Stopping Problems, with S. A. Lippman, Economic Theory, vol. 35, issue 2, pages 333-342, May (2008) 11
- Efficient Simulation of a Random Knockout Tournament, with S. Ghamami, Journal of Industrial and Systems Engineering, Vol 2, No. 2, Summer (2008)
- A Random Permutation Model Arising in Chemistry, with M. Brown and E. Pekoz, Journal of Applied Probability,Vol. 45, No. 4, December (2008)