Gevorg Stepanyan

Research Interests

Optimization, Decision Analysis, Operation Research

Research projects

My first project was “Optimization with Reference-Based Robust Preference Constraints.” In the study we define a new type of preference relation using reference utility function of the decision maker. The advantage of the purposed structure was the custom tailoring of the considered preferences to the decision makers taste. We use this new preference relation in the constraints of the expected return maximization model. We construct the solution method and algorithm for the optimization model.

My second project is “Balancing preference maximization and sensitivity-averseness under preference uncertainty.” In the study we introduce a new measure of decision makers preference sensitivity. We discuss the difference between sensitivity-averseness and risk -averseness. In this study we construct multiobjective, multiattribute optimization model designed to allow decision maker to choose the optimal solution with sensitivity and risk averseness tailored for their taste.

Faculty Adviser: Dr. Jian Hu

Expected Date of Graduation: December 2019

Career Interests:  Academia -I was a sole instructor for the undergraduate IMSE 317, Engineering Probability and Statistics and IMSE 255, C++ Programming courses for three years.

E-Mail: [email protected]