About
Research overview
My research focuses on theory and data-driven solution methods in multi-stage optimization under model and decision-dependent uncertainties. Application areas include financial planning, inventory control, energy production and trading, pension fund management, supply chain resilience, and high-dimensional information retrieval.
Under the supervision of Univ.-Prof. Mag. Dr. Georg Pflug, I earned my PhD degree (with honors) in Statistics and Operations Research at the University of Vienna in April 2014, with a dissertation devoted to theoretical and practical aspects of multi-stage stochastic optimization. Before joining Vienna, I received my BSc and MSc in Applied Mathematics and Physics at the Moscow Institute of Physics and Technology (MIPT), where I first pursued research on regularizations and simulation models for the PageRank problem under the supervision of Prof. Boris Polyak.
I received several awards for the quality of my research: Enable Grant (2023), E4S Grant (2022), University of Vienna Publication Award (2017), Schrödinger Fellowship (2015), Best Student Paper Prize at CMS (2013), and IIASA's Mikhalevich Award (2011).
Current position
Academic positions
International Institute for Management Development (IMD) · Lausanne, Switzerland
Research on AI methods enhancing reliability of the Internet — combining optimization under uncertainty and machine learning for distinguishing AI-generated content from human-written text. Research on AI methods mitigating societal risks (natural disaster relief, CO₂ reduction). Robust optimization under multi-stage and decision-dependent uncertainty.
EPFL · TOM and RAO Departments · Lausanne, Switzerland
Research on robust Internet ranking under network uncertainty (published in Operations Research). Risk management of natural disasters. ENABLE grantee, E4S grantee, ThinkSport 2022 winner. Supervised master theses at CERN, EyeOn, Roger Dubuis. Co-supervised 3 PhD theses.
International Institute for Applied Systems Analysis (IIASA) · Vienna, Austria
Data-driven research on natural disaster risks via heavy-tail distributions. Developed a structured coupling approach for joint probability loss distributions in high dimensions. Analysed flood risk across 796 river basins in the EU.
University of Vienna · Department of Statistics and Operations Research · Vienna, Austria
Numerical methods for signal cleaning and optimal distribution quantization. Developed methods for multi-stage stochastic programs. Defended PhD thesis with honors.
Teaching
Lecturing
Supply Chain Management (master level)
Operations, Data and AI · Risk Management in Disrupted Times · Business Analytics · Data Visualization
Risk Management and Insurance · World Economy
Classification, Clustering & Discrimination · Econometric Software · Business Statistics · Business Mathematics
