Laboratory for Entrepreneurial Decision and Risk Analysis Faculty Yingchieh Yeh, Associate Professor Highest Degree Ph.D., Industrial Engineering, Purdue Univ. , USA Email yeh@mgt.ncu.edu.tw Lab Location I-412 Campus Phone 66663

Objective

Develop algorithms and tools for decision problems with stochastic nature
IImprove student's abilities to analyze and model real-world problems

Implementation Plan

Decision tools and algorithms are primarily developed using Java/C++ and CPLEX

Areas of research interest:

• Modeling Probabilistic Decision Problems
• Operations Research
• Monte Carlo Simulation:
  1. Efficiency improvement: rare-event simulation, and variance reduction methods.
  2. Output Analysis

Courses