Patrick Jaillet
Edmund K. Turner ProfessorENTPE, France, Diplôme d’Ingénieur, 1981
MIT, MSc, Transportation, 1982
MIT, PhD, Operations Research, 1985.
Biographical Overview
Following his graduate studies at MIT in 1985, Patrick Jaillet held successive positions as a tenured faculty in applied mathematics at the École Nationale des Ponts et Chaussées (ENPC) in Paris from 1985 to 1991, and as a professor in management science at the University of Texas at Austin from 1991 to 2002. He became the Edmund K. Turner Professor at MIT in 2002, and joined LIDS in September 2009.
Prior to becoming head of civil and environmental engineering at MIT in 2002, Professor Jaillet was chair of the department of management science and information systems at University of Texas at Austin, where he also co-founded and was the first director of the Center for Computational Finance. He is a member of the Institute for Operations Research and Management Science (INFORMS), and served as Associate Editor for the INFORMS journal Operations Research from 1994 until 2005. He is also an Associate Editor for the scholarly journals Networks, Transportation Science, and Naval Research Logistics. He was recognized as a Fulbright Scholar in 1990.
Research Areas
- Online Optimization; Real-time and Dynamic Optimization
- Networks
- Probabilistic Combinatorial Optimization Problems
- Financial Engineering
Selected Publications
BOOK AND BOOK CHAPTERS
Online Optimization, Springer’s International Series in Operations Research and Management Science, 300+pages, under completion, 2009 (with M. Wagner)
Jaillet, P. and M. Wagner, “Online Vehicle Routing Problems: A Survey,” in The Vehicle Routing Problem: Latest Advances and New Challenges, B. Golden, S. Raghavan, and E. Wasil (eds.), Springer Verlag, 2008
Figliozzi, M., H. Mahmassani and P. Jaillet, “Repeated Auction Games and Learning Dynamics in Electronic Logistics Marketplace: Complexity, Bounded Rationality, and Regulation through Information,” in Potentials of Complexity Science for Business, Governments and the Media, Dirk Helbing (ed.), Springer Verlag, 2008
SELECTED JOURNAL PAPERS
Jaillet, P. and M. Wagner, “Generalized Online Routing: New Competitive Ratios, Resource Augmentation and Asymptotic Analyses,” Operations Research, 56, 745-757, 2008
Jaillet, P., E. Ronn and S. Tompaidis, “Valuation of Commodity Based Swing Options,” Management Science, 50, 909-921, 2004
Yang, J., P. Jaillet and H. Mahmassani, “Real-Time Truckload Pickup-and-Delivery Problem with Time Windows,” Transportation Science, 38, 135-148, 2004
Powell, W., P. Jaillet and A. Odoni, “Stochastic and Dynamic Routing and Networks,” Handbook of Operations Research, 8, 141--295, 1995
Jaillet, P., D. Lamberton and B. Lapeyre, “Variational Inequalities and the Pricing of American Options,” Acta Applicandae Mathematica, 21, 263--289, 1990
Bertsimas D., P. Jaillet and A. Odoni, “A Priori Optimization,” Operations Research, 38, 1019--1033, 1990
Jaillet, P., “A Priori Solution of a Traveling Salesman Problem in Which a Random Subset of the Customers Are Visited,” Operations Research, 36, 929--936, 1988
THESES
Patrick Jaillet, “Probabilistic Traveling Salesman Problems,” PhD Thesis; technical report-185, Operations Research Center, MIT, February 1985
Patrick Jaillet, “Probabilistic Analysis of Route Deviation Bus Lines,” SM Thesis, Interdepartmental Program in Transportation, MIT, May 1982
Recent Educational Activities
COURSES
MIT:
1.225J: Transportation Flow Systems (F03, F04, F05)
1.011: Project Evaluation (S07, S08)
UT Austin: Linear Optimization, Network Optimization, Combinatorial Optimization, Mathematics in Finance
Awards and Grants
AWARDS, PRIZES AND HONORS:
French Foreign Ministry Fellowship (1981-1982)
UPS/MIT Prize and Fellowship (1984-1985)
ORSA/TSS (now INFORMS/TSL) 1985 Dissertation 1st Prize (1986)
CNRS/NSF Research Award (1990)
Fulbright (1990)
Invited Plenary Speaker, Optimization Days, Montreal (1992)
Fayez Sarofim Centennial Professorship, UT Austin (1997-1998)
B.M. Rankin Jr. Professorship, UT Austin (1998-2002)
Edmund K. Turner Professorship, MIT (2002-present)
Keynote Speaker, TRISTAN V, Guadeloupe (2004)
Commencement Speaker, ENTPE, France (2005)
Tow Lecturer, University of Iowa (2008)
Warren Lecture, University of Minnesota (2008)
GRANTS:
ONR - “Large-Scale Online and Real-Time Optimization Problems Under Uncertainty”, PI, (2009-2012)