Andrew Lim
Professor
Analytics & Operations, Finance
National University of Singapore
Singapore
Biography
PhD, Australian National University, Australia, 1998, Bachelor of Science (Honours 1), University of Western Australia, Australia, 1995
Research Interest
Stochastic Models, Decision Making Under Uncertainty, Optimisation And Application
Publications
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Robust multi-armed bandit problems, with Kim M. J. (2015), Management Science, 264-285
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Robust portfolio choice with learning in the framework of regret: Single period case, with Shanthikumar J. G. and Vahn G. Y. (2016), Management Science, 58(9), 1747-1760
