Ricardo Collado Soto

Applications: Energy systems, operations management, health care, homeland security, mathematical finance, and related fields.

Stochastic Optimization: Risk-averse stochastic optimization, dynamic programming, approximation to dynamic programs, decomposition methods of stochastic programs.

Semidefinite Programming: Generalizations of positive polynomials and its applications.

• Financial Engineering Group Member
• BIA Group Member
• Enterprise Project Management Group Member
• Financial Engineering Group Member
• BIA Group Member
• Enterprise Project Management Group Member

Professional Specialist, October 2011 - August 2013
Princeton Laboratory for Energy Systems Analysis (PENSA)
Department of Operations Research & Financial Engineering, Princeton University.

Assistant Professor / Faculty Fellow, September 2010 – August 2011
Department of Information, Operations & Management Sciences
Stern School of Business, New York University.

Honorable Mention at the Committee on Stochastic Programming Student Paper Competition. 12th International Conference on Stochastic Programming August , 2010.

DIMACS Graduate Student Award. Center for Discrete Mathematics and Computer Science, Rutgers University, Piscataway NJ July, 2006

Julio Garcia Diaz Medal of Mathematics. Department of Mathematics, University of Puerto Rico, Rio Piedras PR June, 2001

• INFORMS – INFORMS Member
• INFORMS – INFORMS Member

New York University Postdoctoral and Transition Program for Academic Diversity Fellowship. September 2010 – September 2011

NASA Harriett Jenkins Predoctoral Fellowship. September 2007 – July 2010

Rutgers Excellence Fellowship. Rutgers Center for Operations Research, Rutgers University, Piscataway NJ September 2005 - June 2007

NSF Computer Science and Mathematics Scholarship. Department of Mathematics, University of Puerto Rico, Rio Piedras PR March 2005 – May 2005

NASA, Puerto Rico Space Grant Consortium Fellowship. Department of Mathematics, University of Puerto Rico, Rio Piedras PR August 2001 – December 2004

1. Collado Soto, R. A.; Creamer, G. (2016). Time series forecasting with a learning algorithm: an approximate dynamic programming approach. 22nd International Conference on Computational Statistics (COMPSTAT).

1. Moazeni, S.; Collado, R.. Resource allocation for contingency planning: An inexact proximal bundle method for stochastic optimization. European Journal of Operational Research (ABS 4) (3 ed., vol. 291, pp. 1008-1023). Elsevier.
   https://www.sciencedirect.com/science/article/pii/S0377221720308845.