姚大卫
联系方式：dyao@saif.sjtu.edu.cn
秘书：张玮
邮箱：wzhang2@saif.sjtu.edu.cn


教授简介
研究领域
学术成果
SAIF所授课程



教育背景：博士学位：多伦多大学工业工程和运筹学，1983
硕士学位：多伦多大学工业工程和运筹学，1981
教授介绍：姚大卫教授现任上海高级金融学院管理学****，哥伦比亚大学工业工程与运筹学Piyasombatkul家族基金讲席教授，哥伦比亚大学数据科学研究院金融与商务分析中心主任。
姚教授著有200科学出版物，负责过30多个政府机构和工业基金资助的研究项目，拥有8项美国专利。姚教授获得的荣誉和奖项包括美国国家科学基金会总统青年科学家奖，古根海默基金会古根海姆（Guggenheim）奖，美国运筹与管理科学学会弗朗兹·艾德尔曼（Franz Edelman）奖，工业与应用数学学会(SIAM)杰出论文奖，IBM杰出科技成就奖，哥伦比亚大学杰出教师奖，IBM教授奖。姚教授是美国电气和电子工程师学会(IEEE)会士，美国运筹与管理科学学会(INFORMS)会士，美国国家工程院院士。

随机模型、排队和排队网络、风险管理。
1. Ye, H. and Yao, D.D., 2016, Diffusion Limit of Fair Resource Control --- Stationarity and Interchange of Limits, Mathematics of Operations Research.
2. Capponi, A., Chen, P.-C. and Yao, D.D., 2016, Liability Concentration and Losses in Financial Networks: Comparisons via Majorization, Operations Research.
3. Chen, N., Liu, X. and Yao, D.D., 2016, An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect., Operations Research.
4. Xu, H., Yao, D.D., and Zheng, S., 2016, Optimal Policies for a Two-Product Inventory System under a Flexible Substitution Scheme, Production and Operations Management.
5. Yao, D.D., Zhou, S. and Zhuang, W., 2016, Joint Replenishment and Transshipment -- Asymptotics and Bounds, Production and Operations Management.
6. Luo, L., D.D. Yao, X. Huang, Y. You, Y. Shi, J. Liu, R. Gong, 2014, Sequence-Dependent Anesthesia-Controlled Times: A Retrospective Study in an Ophthalmology Department of a Single-Site Hospital, Anesthesia & Analgesia.
7. Pang, G. and Yao, D.D., 2013, Heavy-Traffic Limits for a Many-Server Queueing Network with Switchover, Advances in Applied Probability.
8. Ye, H. and Yao, D.D., 2012, A Stochastic Network under Proportional Fair Resource Control - Diffusion Limit with Multiple Bottlenecks, Operations Research.
9. Cheng, F., Ettl, M., Lu, Y., and Yao, D.D., 2012, A Production–Inventory Model for a Push–Pull Manufacturing System with Capacity and Service Level Constraints, Production and Operations Management.
10. Xu, H., Yao, D.D. and Zheng, S., 2011, Optimal Control of Replenishment and Substitution inan Inventory System with Nonstationary Batch Demand, Production and Operations Management.
11. Ye, H. and Yao, D.D., 2010, Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model, Operations Research.
12. Chen, H., Wu, O., and Yao, D.D., 2010, On the Benefit of Inventory-Based Dynamic Pricing Strategies, Production and Operations Management.
13. Wang, X.Q., Zhang, S.Z., and Yao, D.D., 2009, Separated Continuous Conic Programming: Strong Duality and an Approximation Algorithm., Journal on Control and Optimization.
14. Ye, H. and Yao, D.D., 2008, Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control, Operations Research.
15. Lin, G.Y., Lu, Y. and Yao, D.D., 2008, The Stochastic Knapsack Revisited: Switch- Over Policies and Dynamic Pricing, Operations Research.
16. Shanthikumar, J.G. and Yao, D.D., John A, 2007, Buzacott and His Pioneering Contributions to Manufacturing and Service Systems, Production and Operations Management.
17. Yao, D.D., 2007, Dynamic Priority Allocation via Restless Bandit Marginal Productivity Indices, Top.
18. Yao, D.D., Zhang, S., and Zhou, X., 2006, Tracking a Financial Benchmark with a Few Assets, Operations Research.
19. Lu, Yingdong, J.S. Song and Yao, D.D., 2005, Backorder Minimization in Multiproduct Assemble-to-Order Systems, Iie Transactions.
20. Yao, D.D., Zhang, S., and Zhou, X., 2004, Stochastic LQ Control via Primal-Dual Semidefinite Programming, Siam Review.
21. Glasserman, P. and Yao, D.D., 2004, Optimal Coupling is Totally Positive and More, Journal of Applied Probability.
22. Liu, L., Liu, X. and Yao, D.D., 2004, Analysis and Optimization of Multi-Stage Inventory-Queues., Management Science.
23. Lu, Y. and Yao, D.D., 2003, Optimal Control of a Fluid Network with Side Constraints., Ieee Transactions on Automatic Control.
24. Lu, Y., Song, J.S. and Yao, D.D., 2003, Leadtime Variability, and Advance Demand Information in an Assemble-to-Order System, Operations Research.
25. Song, J.S. and Yao, D.D., 2002, Performance Analysis and Optimization of Assemble-to-Order Systems with Random Leadtimes, Operations Research.
26. Cheng, F., Ettl, M., Lin, G. and Yao, D.D., 2002, Inventory-Service Optimization in Configure-to-Order Systems., Manufacturing & Service Operations Management.
27. H. Chen, X. Shen and D.D. Yao, 2002, Brownian Approximations of Multiclass Open Queueing Networks, Operations Research.
28. Yao, D.D., Zhang, S., and Zhou, X., 2001, Stochastic LQ Control via Semidefinite Programming, Siam Journal on Control and Optimization.
29. Yao, D.D., Zhang, S., and Zhou, X., 2001, A Primal-Dual Semidefinite Programming Approach to Linear Quadratic Control., Ieee Transactions on Automatic Control.
30. Chen, J., Yao, D.D. and Zheng, S., 2001, Optimal Replenishment and Rework with Multiple Unrealible Supply Sources., Operations Research.
31. Ettl, M., Feigin, G., Lin, G., and Yao, D.D., 2000, A Supply Network Model with Base-Stock Control and Service Requirements, Operations Research.
32. Lin, G., Ettl, M., Buckley, S., Bagchi, S., Yao, D.D., Naccarato, B.L., Allan, R., Kim, K., and Koenig, L., 2000, Extended-Enterprise Supply-Chain Management, IBM Personal Systems Group.
33. Yao, D.D. and Zheng, S., 1999, Sequential Inspection under Capacity Constraints, Operations Research.
34. Yao, D.D. and Zheng, S., 1999, Coordinated Quality Control in a Two-Stage System. , Ieee Transactions on Automatic Control.
35. Squillante, M.S., Yao, D.D., and Zhang, L., 1999, Analysis of Job Arrival Patterns and Parallel Scheduling Performance, Performance Evaluation.
36. Chang, C.S., Yao, D.D., and Zajic, T. , 1999, Moderate Deviations, and Queues with Long-Range Dependent Input, Advances in Applied Probability.
37. Yao, D.D. and Zheng, S. , 1999, Sequential Quality Control in Batch Manufacturing., Annals of Operations Research.
38. Yao, D.D., 1999, The Achievable Region Approach to the Optimal Control of Stochastic Systems, Journal of the Royal Statistics Society.
39. Gong, W. and Yao, D.D., 1999, An Appreciation of Professor Yu-Chi Ho, Journal of Optimization.
40. Yao, D.D. and Zheng, S., 1998, Markov Decision Programming for Process Control in Batch Manufacturing, Probability in the Engineering and Informational Sciences.
41. Chen, J., Yao, D.D. and Zheng, S. , 1998, Quality Control for Products Supplied with Warranty., Operations Research.
42. Yao, D.D. and Zheng, S., 1996, Coordinated Production and Inspection in a Tandem System. Queueing Systems, Theory and Applications.
43. Connors, D. and Yao, D.D., 1996, Methods for Job Configuration in Semiconductor Manufacturing, Ieee Transactions on Semiconductor Manufacturing.
44. Connors, D., Feigin, G. and Yao, D.D. , 1996, A Queueing Network Model for Semiconductor Manufacturing, Ieee Transactions on Semiconductor Manufacturing.
45. Chang, C.S., Nelson, R. and Yao, D.D., 1996, Optimal Scheduling of Distributed Parallel Processors: Structural Properties and Optimal Policies, Mathematical and Computer Modeling.
46. Glasserman, P. and Yao, D.D., 1996, Structured Buffer Allocation Problems, Discrete Event Dynamic Systems: Theory and Applications.
47. Yao, D.D., 1995, S-Modular Games, with Queueing Applications, Queueing Systems: Theory and Applications.
48. Glasserman, P. and Yao, D.D. , 1995, Stochastic Difference Equation with Stationary Coefficients, Journal of Applied Probability.
49. Glasserman, P. and Yao, D.D. , 1995, Subadditivity and Stability of a Class of Discrete-Event Systems, Ieee Transactions on Automatic Control.
50. David D. Yao, 1994, Monotone Optimal Control of Permutable GSMPs, Mathematics of Operations Research.
51. David D. Yao, 1994, Scheduling Semiconductor Lines Using a Fluid Network Model, IEEE Transactions on Robotics and Automation.
52. David D. Yao, 1993, Dynamic Scheduling Control of a Multi-Class Fluid Network, Operations Research.
53. David D. Yao, 1993, Optimal Control of a Production Process with Trial Runs, Management Science.
54. David D. Yao, 1993, Rearrangement, Majorization, and Stochastic Scheduling., Mathematics of Operations Research.
55. David D. Yao, 1993, A Unified Model and Comparison Results., Theory and Applications.
56. David D. Yao, 1993, Homme, and beyond. Discrete Event Dynamic Systems, Theory and Applications.
57. David D. Yao, 1992, On Wolff's PASTA Martingale, Operations Research.
58. David D. Yao, 1992, Spatiotemporal Convexity of Stochastic Processes and Applications, Probability in the Engineering and Informational Sciences.
59. David D. Yao, 1992, Monotonicity in Generalized Semi-Markov Processes., Mathematics of Operations Research.
60. David D. Yao, 1992, Generalized Semi-Markov Processes: Antimatroid Structure and Second Order Properties, Mathematics of Operations Research.
61. David D. Yao, 1992, Some Guidelines and Guarantees of Common Random Numbers, Management Science.
62. David D. Yao, 1992, Multiclass Queueing Systems: Polymatroid Structure and Optimal Scheduling Control, Operations Research.
63. David D. Yao, 1992, A Fluid Model for Systems with Random Disruptions. , Operations Research.
64. David D. Yao, 1991, Algebraic Structure of Some Stochastic Discrete Event Systems, with Applications, Theory and Applications.
65. David D. Yao, 1991, ivariate Characterization of Some Stochastic Order Relations, Advances in Applied Probability.
66. David D. Yao, 1991, Strong Stochastic Convexity: Closure Properties and Applications., Journal of Applied Probability.
67. David D. Yao, 1991, Optimal Load Balancing and Scheduling in a Distributed Computer System., Journal of the Association for Computing Machinery.
68. David D. Yao, 1990, Flexible Parts Routing in Manufacturing Systems, Iie Transactions.
69. David D. Yao, 1990, Optimal Intensity Control of a Queueing System with State-Dependent Capacity Limits., Ieee Transactions on Automatic Control.
70. David D. Yao, 1990, Monotonicity Properties for the Stochastic Knapsack, IEEE Transactions on Information Theory.
71. David D. Yao, 1990, Optimal Scheduling Control of a Flexible Machine, IEEE Transactions on Robotics and Automation.
72. H. Chen, D.D. Yao, 1990, Derivatives of the Expected Delay in the GI/G/1 Queue, Journal of Applied Probability.
73. David D. Yao, 1989, Lot Sizes under Continuous Demand: The Backorder Case., Naval Research Logistics.
74. David D. Yao, 1989, Optimal Buffer Allocation in a Multicell System., Journal of Flexible Manufacturing Systems.
75. David D. Yao, 1989, Second Order Stochastic Properties in Queueing Systems, Proceedings of the Ieee.
76. David D. Yao, 1989, Decentralized Control of Service Rates in a Closed Jackson Network, Ieee Transactions on Automatic Control.
77. David D. Yao, 1989, Bounds for Queueing Systems with Limited Service Schedule, Performance Evaluation.
78. David D. Yao, 1989, Stochastic Monotonicity in General Queueing Networks, Journal of Applied Probability.
79. David D. Yao, 1989, Optimal Dynamic Scheduling in Jackson Networks, Ieee Transactions on Automatic Control.
80. David D. Yao, 1988, Optimal Run Quantities for an Assembly System with Random Yields, Iie Transactions.
81. David D. Yao, 1988, Allocating a Joint Setup in a Multi-Cell System, Annals of Operations Research.
82. David D. Yao, 1988, Throughput Bounds for Closed Queueing Networks with Queue-Dependent Service Rates, Performance Evaluation.
83. David D. Yao, 1988, On Server Allocation in Multiple-Center Manufacturing Systems, Operations Research.
84. David D. Yao, 1988, Second-Order Properties of the Throughput in a Closed Queueing Network, Mathematics of Operations Research.
85. David D. Yao, 1987, The Arrangement of Servers in an Ordered-Entry System, Operations Research.
86. David D. Yao, 1987, Reducing the Congestion in a Class of Job Shops, Management Science.
87. David D. Yao, 1987, Comparing Ordered-Entry Queues with Heterogeneous Servers. Queueing Systems, Theory and Applications.
88. David D. Yao, 1987, Optimal Server Allocation in a System of Multi-Server Stations., Management Science.
89. David D. Yao, 1987, Modeling a Class of Flexible Manufacturing Systems with Reversible Routing, Operations Research.
90. David D. Yao, 1987, Stochastic Monotonicity of the Queue Lengths in Closed Queueing Networks, Operations Research.
91. David D. Yao, 1987, Majorization and Arrangement Orderings in Open Networks of Queues, Annals of Operations Research.
92. David D. Yao, 1987, The Optimal Input Rates to a System of Manufacturing Cells, Information Systems and Operational Research.
93. David D. Yao, 1987, Some Order Relations in Closed Networks of Queues with Multi-Server Stations, Naval Research Logistics.
94. David D. Yao, 1986, Some Results for Bulk-Arrival Queues, Selecta Statistica Canadiana.
95. David D. Yao, 1986, Convexity Properties of the Overflow in an Ordered-Entry System with Heterogeneous Servers, Operations Research Letters.
96. David D. Yao, 1986, The Preservation of Likelihood Ratio Ordering under Convolution, Stochastic Processes and Their Applications.
97. David D. Yao, 1986, Flexible Manufacturing Systems: A Review of Analytical Models, Management Science.
98. David D. Yao, 1986, On Queueing Network Models of Flexible Manufacturing Systems. Queueing Systems, Theory and Applications.
99. David D. Yao, 1986, The Effect of Increasing Service Rates in Closed Queueing Networks, Journal of Applied Probability.
100. David D. Yao, 1986, An Optimal Storage Model for a Flexible Manufacturing System, Studies in Management Science and Systems.
101. David D. Yao, 1986, The Exponentialization Approach to Flexible Manufacturing Systems Models with General Processing Times, European Journal of Operational Research.
102. David D. Yao, 1986, Models of Flexible Manufacturing Systems with Limited Local Buffers, International Journal of Production Research.
103. David D. Yao, 1985, Refining the Diffusion Approximation for the M/G/m Queue, Operations Research.
104. David D. Yao, 1985, Modeling the Performance of Flexible Manufacturing Systems, International Journal of Production Research.
105. David D. Yao, 1985, Material and Information Flows in Flexible Manufacturing Systems, Material Flow.
106. David D. Yao, 1985, Modeling a Class of State-Dependent Routing in Flexible Manufacturing Systems, Annals of Operations Research.
107. David D. Yao, 1985, First Passage Time Moments of Markov Processes, Journal of Applied Probability.
108. David D. Yao, 1985, Some Results for the Queues M(X)/M/c and GI/(X)/G/c., Operations Research Letters.
109. David D. Yao, 1985, Some Properties of the Throughput Function of Closed Networks of Queues., Operations Research Letters.
110. David D. Yao, 1985, Queueing Models for a Flexible Machining Station, European Journal of Operational Research.
111. David D. Yao, 1985, Queueing Models for a Flexible Machining Station, II: The Method of Coxian Phases., European Journal of Operational Research.
112. David D. Yao, 1984, Analyzing the Steady- State Queue GI(X)/G/1, Journal of the Operational Research Society.
113. David D. Yao, 1984, A Note on Some Relations in the Queue GI(X)/M/c., Operations Research Letters.
114. David D. Yao, 1984, On Bounds for Bulk Arrival Queues, European Journal of Operational Research.
115. David D. Yao, 1984, Representation of Connectives in Fuzzy Reasoning: The View through Normal Forms, IEEE Transactions on Systems.

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