Executive Committee
The Center is governed by an Executive Committee, consisting of the following members:
 Karl Sigman, CAP Director, Industrial Engineering and Operations Research (SEAS)
 Paul Glasserman, Decision, Risk and Operations (Graduate School of Business)
 Richard Davis, Statistics (Graduate School of Arts and Sciences)
 David D. Yao, Industrial Engineering and Operations Research (SEAS)
Action Committee
The Center has an Action Committee responsible for seeking out new ideas for CAP activities and helping to carry them out:
 Jose Blanchet: Industrial Engineering and Operations Research, Statistics (SEAS and Graduate School of Arts and Sciences)
 Assaf Zeevi: Decision, Risk and Operations (Graduate School of Business)
Faculty
 Jose Blanchet: Applied Probability, Computational Finance, MCMC, Queueing Theory, RareEvent Analysis, Simulation Methodology, and Risk Theory
 Mark Broadie: Option Pricing, Portfolio Selection and Investments, Numerical Methods

Mark Brown: Statistics

Augustin Chaintreau: Computer Science
 Joel E. Cohen: Probability, Stochastic processes, Population dynamics
 Edward G. Coffman
 Ivan Corwin Probability, mathematical physics, statistical mechanics, stochastic PDEs, interacting particle systems, growth models, random matrices, symmetric functions, quantum integrable systems
 Richard A. Davis: Applied Probability, Time Systems, Stochastic Processes
 George Deodatis: Risk analysis and management of civil infrastructure systems subjected to natural and technological hazards, stochastic mechanics
 Ton Dieker: Applied probability and operations research, design and performance of service systems, design and analysis of algorithms, such as stochastic simulation algorithms.
 Robert S. Erikson: Political Science
 Awi Federgruen: Dynamic Programming, Markov Decision Processes, Logistics and Distribution
 Guillermo Gallego: Stochastic Inventory, Dynamic Programming, Optimal Control
 Paul Glasserman: Derivatives and Risk Management, Monte Carlo Methods
 Takaki Hayashi: Financial Engineering; Derivatives Pricing/ Hedging, Risk Management, Investment Technology
 Garud Iyengar: Stochastic Optimization, Applied Probability, Mathematical Finance, Information Theory, Communication Networks.
 Predrag Jelenkovic: Longtailed/Subexponential/Long Dependent Traffic Models: Dynamic Channel Allocation Algorithms, Caching Algorithms, Advanced Reservation, Packing Problems, and Information Theory
 Ioannis Karatzas: Probability, Random Processes, Optimization, Mathematical Economics
 Aurel A. Lazar: Resource Allocation and Networking Games, Multiple Time Scales and Subexponentiality,Telecommunications
 Jingchen Liu: Statistics
 Tim Leung: Financial Engineering
 Costis Maglaras: Quantitative Pricing and Revenue Management, The Economics, Design, and Operations of Service Systems, and Financial Engineering

Vishal Misra: Networking, Modeling and Performance Evaluation, Information Theory

Debasis Mitra: Electrical Engineering
 Ciamac Moallemi: Optimization and Control of LargeScale Stochastic Systems: Service and Communications Networks, ECommerce, DataMining, and Financial Enigneering
 Mariana OlveraCravioto: Applied Probability, in particular, Stochastic Systems, Queueing Theory, HeavyTailed Distributions, Simulation, and Inventory Control.
 Victor de la Pena: Probability, Martingales, DeCoupling Methods
 Philip E. Protter: Mathematical Finance, Markov Processes, Filtering Theory, and Numerical Analysis of Stochastic Differential Equations
 Marty Reiman: Applied Probability, Queueing theory, Inventory systems
 Dan Rubenstein: Performance Evaluation and Mathematical Modeling
 Jay Sethuraman: Scheduling, Discrete Optimization and its Applications, and Applied Probability
 Yongzhao Shao: Probability, Stochastic Optimization, Empirical Processes and their Applications, Limit Theorems, Statistical Estimation
 Karl Sigman: Queueing Theory, Stability Theory, Point Processes, Risk Theory
 Suresh Sundaresan: Fixed Income Markets, Term Structure Theory, Auctions, Design and Valuation of Debt Contracts, Derivative Markets and Risk Management
 Garrett van Ryzin: Queueing Systems and Control, Stochastic Optimization, Logistics and Yield Management Applications
 Ward Whitt: Stochastic processes, Queueing networks, Telecommunication applications
 Henryk Wozniakowski: Computer Science, Complexity of Continuous Problems, Financial Computations
 David D. Yao: Stochastic Models, Queues and Queueing Networks, Discrete Event Systems, Manufacturing and Telecommunication Applications
 Assaf Zeevi: Stochastic Modeling and Statistics, and their applications to problems arising in service operations, Revenue Management and Financial Services
 Yuan Zhong: Stochastic Models
Postdoctoral Fellows
 Reade Ryan: (PhD, Courant, NYU, 1996) Stochastic differential equations, Long range dependence
 Andrew Lim: (2000), stochastic differential equations, mathematical finance/financial engineering

Wonjae Chang: (2001)