Dimitris Bertsimas

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Dimitris Bertsimas is the Boeing Leaders for Global Operations Professor of Management, a Professor of Operations Research, and the Associate Dean for the Master of Business Analytics at MIT.

A faculty member since 1988, his research interests include optimization, stochastic systems, machine learning, and their application. In recent years, he has worked in robust optimization, statistics, healthcare, transportation and finance. Bertsimas was a cofounder of Dynamic Ideas, LLC, which developed portfolio management tools for asset management.  In 2002, the assets of Dynamic Ideas were sold to American Express. He is also the founder of Dynamic Ideas Press, a publisher of scientific books, the cofounder of Benefits Science, a company that designs health care plans for companies, of Dynamic Ideas Financial, a company that provides financial advice to customers, of Alpha Dynamics, an asset management company, P2 Analytics, an analytics  consulting company and of MyA health, a personalized health care advice company. 

Bertsimas has coauthored more than 200 scientific papers and the following books: Introduction to Linear Optimization (with J. Tsitsiklis, Athena Scientific and Dynamic Ideas, 2008); Data, Models, and Decisions (with R. Freund, Dynamic Ideas, 2004);  Optimization over Integers (with R. Weismantel, Dynamic Ideas, 2005); and The Analytics Edge (with A. O'Hair andW. Pulleyblank, Dynamic Ideas, 2016).   He is former department editor of Optimization for Management Science and  of Operations Research in Financial Engineering. Bertsimas has supervised 59 doctoral and 31 Master students. He is currently  supervising 22 doctoral students. A member of the National Academy of Engineering and an INFORMS fellow, he has received numerous research awards, including the Harold Larnder Prize (2016), the Philip Morse Lecturship prize (2013), the William Pierskalla best paper award in health care (2013), best paper award in Trapsoration (2013), the Farkas Prize (2008), the Erlang Prize (1996), the SIAM Prize in Optimization (1996), the Bodossaki Prize (1998), and the Presidential Young Investigator Award (1991–1996). He has also received recognition for his educational contributions: The Jamieson prize (2013) and the Samuel M. Seegal prize (1999). 

Bertsimas holds a BS in electrical engineering and computer science from the National Technical University of Athens, Greece, as well as an MS in operations research and a PhD in applied mathematics and operations research from MIT.

Honors

University of Athens presents Bertsimas with honorary doctorate

Bertsimas and team win first place INFORMS award

Bertsimas and Jacquillat win Pierskalla Best Paper Award

INFORMS honors Bertsimas twice

Dimitris Bertsimas’s class is honored

Dimitris Bertsimas named Distinguished Lecturer

Dimitris Bertsimas receives 2016 Harold Larnder Prize

Bertsimas wins Jamieson Prize

Dimitris Bertsimas was awarded the 2008 Farkas Prize of the INFORMS Optimization Society

Publications

"A Scalable Algorithm For Sparse Portfolio Selection."

Bertsimas, Dimitris, and Ryan Cory-Wright. INFORMS Journal of Computing. Forthcoming. Supplemental Material. arXiv Preprint.

"Bootstrap Robust Prescriptive Analytics."

Bertsimas, Dimitris, Bart P.G. Van Parys. Mathematical Programming: 1-40. Forthcoming.

"Computation of Convex Hull Prices in Electricity Markets with Non-Convexities using Dantzig-Wolfe Decomposition."

Andrianesis, Panagiotis, Dimitris Bertsimas, Michael C. Caramanis, and William W. Hogan. IEEE Transactions on Power Systems. Forthcoming. arXiv Preprint.

"Ensemble Machine Learning for Personalized Antihypertensive Treatment."

Bertsimas, Dimitris, Alison Rose Ann Borenstein, Antonin Dauvin, and Agni Orfanoudaki. Naval Research Logistics. Forthcoming.

"Frequency Estimation in Data Streams: Learning the Optimal Hashing Scheme."

Bertsimas, Dimitris, and Vassilis Digalakis. IEEE Transactions on Knowledge and Data Engineering. Forthcoming. Download Paper.

"Length-of-stay and Mortality Prediction for a Major Hospital Through Interpretable Machine Learning."

Bertsimas, Dimitris, Jean Pauphilet, Jennifer Stevens, and Manu Tandon. Manufacturing and Service Operations Management. Forthcoming.

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