Pavlo A. Krokhmal
Professor
Department of Systems & Industrial Engineering
University of Arizona
1127 E James E. Rogers Way
Office 223
P.O. Box 210020
Tucson, AZ 85721-0020
Tel: 520.621.2605, Fax: 520.621.6555
E-mail: my last name at arizona.edu
Education
Ph.D. Operations Research (2003)
University of Florida, Gainesville, FL
Ph.D. Mechanics of Solids and Applied Mathematics (1999)
Kyiv National Taras Shevchenko University, Kyiv, Ukraine
Research interests
Stochastic programming, decision making under uncertainty, risk analysis
Financial engineering, optimal trading strategies, pricing of derivatives
Probabilistic and stochastic combinatorial optimization
Renewable energy, risk-averse design and operation of energy grids
Multidisciplinary optimization
Cooperative control and decision making
Computational and applied mathematics, continuum mechanics
Publications
Chernikov, D., Zhupanska, O. I., and P. Krokhmal (2018) Optimization of Dynamic Mechanical Response of a Composite Plate Using Multi-Field Coupling with Thermal Constraints, Applied Mathematical Modeling, 58, 19-32.
Dashti, H. and Krokhmal, P. (2017) A model for optimal reinforcement of error- and attack-resilient clusters in networks under uncertainty, In: S. Butenko, P. M. Pardalos, and V. Shylo (Eds), Optimization Methods and Applications, Springer Optimization and Its Applications, vol. 130, 97-119
Chernikov, D., Krokhmal, P., Zhupanska, O. I., and C. L. Pasiliao (2015) A two-stage stochastic PDE-constrained optimization approach to vibration control of an electrically conductive composite plate subjected to mechanical and electromagnetic loads, Structural and Multidisciplinary Optimization, 52(2), 227-352.
Krokhmal, P., (2008) Asymptotic behavior of random multidimensional assignment problem, In: P. Pardalos, C. Floudas (Eds) Encyclopedia of Optimization, 2nd Edition, 547-556.
Krokhmal, P. (2007) Higher Moment Risk Measures, Quantitative Finance, 7(4), 373-387.
Krokhmal, P., and D. Jeffcoat (2007) Distributed Cooperative Systems with Human Operator-in-the-Loop, In: M. Hirsch et al (Eds) Advances in Cooperative Control and Optimization, Springer Lecture Notes in Control and Information Sciences, vol. 369, 293-310.
Zabarankin, M. and P. Krokhmal (2007) Generalized Analytic Functions in 3D Stokes Flows, The Quarterly Journal of Mechanics and Applied Mathematics, 60(2), 99-123.
Kammerdiner, A., Krokhmal, P., and P. Pardalos (2007) On Some Characteristics of the Distribution of Hamming Distance Values Between Solutions of Multidimensional Assignment Problem, In: M. Hirsch et al (Eds) Advances in Cooperative Control and Optimization, Springer Lecture Notes in Control and Information Sciences, vol. 369, 293-310.
Krokhmal, P., Rockafellar, R. T., and S. Uryasev (2006) Risk management and optimization in finance, Journal of Banking & Finance, 30(2).
Jeffcoat, D., Krokhmal, P., and O. Zhupanska (2006) Effects of Cueing in Cooperative Search. Naval Research Logistics, 53(8), 814-821.
Jeffcoat, D., Krokhmal, P., and O. Zhupanska (2006) A Markov Chain Approach to Analysis of Cooperation in Search Missions. In: D. Grundel et al (Eds), Cooperative Systems: Control and Optimization, Springer Lecture Notes in Economics and Mathematical Sciences, 588, 171-184.
Krokhmal, P., and Murphey, R. (2006) Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures, In: Kurdila et al (Eds) Robust Optimization-Directed Design, Springer Publishers, 95-116.
Grundel, D., Krokhmal, P., Oliveira, C. A. S., and P. M. Pardalos (2005) On the average case behavior of the multidimensional assignment problem, Pacific Journal of Optimization, 1(1), 39-57.
Krokhmal, P., Murphey, R., Pardalos, P., and S. Uryasev (2004) Use of Conditional Value-at-Risk in Stochastic Programs with Poorly Defined Distributions, In: S. Butenko, R. Murphey, and P. Pardalos (Eds) Recent Developments in Cooperative Control and Optimization, Kluwer Academic Publishers, 225-242.
Krokhmal P. A. (1999) Two Elasticity Problems for a Space with a Rigid Toroidal Inclusion, Mashinoznavstvo, 3, 32-38 [in Ukrainian].
Krokhmal P. A. (1999) Axisymmetric displacement boundary-value problem of elasticity for a torus, Bull. Kyiv Univ., Series Phys.-Math. Sci., 2, 30-35 [in Ukrainian].
Krokhmal P. A. (1999) Exact Solution of the Second Fundamental Boundary-Value Problem of Elasticity for a Torus, Reports of National Academy of Sciences of Ukraine, 11, 68-72 [in Ukrainian].
Krokhmal P. A. and A. F. Ulitko (1998) Exact Solution of the Stokes Equations for a Torus, Bull. Kiev Univ., Series Math. and Mech., 2, 48-55 [in Ukrainian].
Krokhmal P. A. (1995) Motion of a Rigid Annular Plate in a Stokes Fluid, In: Contemporary Research in Physics and Mathematics of Young Scientists of Ukraine, 72-79 [in Ukrainian].
Research support
PI: AFOSR, FA9550-19-1-0161 Optimization Based Approaches to Network Analytics, 2019-2022
PI: DTRA, HDTRA1-14-1-0065 Multiscale Networks with Stochastic Interactions: Resiliency and Recovery Optimization under Large-Scale Attacks, 2014-2018
PI: U.S. Department of Air Force, FA8651-14-2-0003 Stochastic Failures in Complex Systems, 2014-2019
PI: U.S. Department of Air Force, FA8651-12-2-0010 Failures in Complex Systems, 2012-2013
PI: AFOSR, FA9550-12-1-0142 Combinatorial Optimal Stopping Problems, 2012-2015
Investigator: NSF, EPS1101284 EPSCoR: Harnessing Energy Flows in the Biosphere to Build Sustainable Energy Systems, 2011-2016
PI: AFOSR Young Investigator Award, FA9550-09-1-0088 Probabilistic Analysis of Combinatorial Optimization Problems on Hypergraph Matchings, 2009-2012
PI: John Deere & Co. Modeling and Simulation of Value Chain, 2008
Co-PI: AFOSR, FA9550-07-1-0047 Human Supervision of Time Critical Control Systems, 2007-2010
PI: U.S. Department of Air Force, FA8651-07-1-0001 A Markov Chain Approach to Modeling and Analysis of Information Sharing and Cooperation in Multi-Agent Autonomous Formations, 2007-2010
PI: U.S. Department of Air Force, FA8651-06-1-0008 Modeling and analysis of multi-agent cooperative formations with human operator-in-the-loop, 2006-2007
Co-PI: NSF, DMI 0457473 Percentile-Based Risk Management Approaches in Discrete Decision Making Problems, 2005-2008
PI: U.S. Department of Air Force, F08635-03-D-0130/0009 Stochastic Optimization and Decision Making Under Uncertainty, 2005
Co-PI: U.S. Department of Air Force, F08635-03-D-0130/SOO-04-0008, Research in Autonomous and Cooperative Micro Air Vehicles, 2004
Professional service
Co-Editor-in-Chief, Optimization Letters
Associate Editor, Journal of Global Optimization
Associate Editor, IISE Transactions
Associate Editor, SN Operations Research Forum
Guest Editor, Special Issue of the Journal of Global Optimization for 2020 International Workshop on Modern Optimization and Applications (MOA 2020)
Guest Editor, special issue of the Journal of Banking and Finance
Program Co-Chair, 2018 INFORMS Annual Meeting, November 4-8, Phoenix, AZ
Co-Chair, Finance and Economic Cluster, 22nd International Symposium on Mathematical Programming (ISMP-2015), July 12-17, Pittsburgh, PA
Co-Chair, Financial Engineering/Risk Management Cluster, 2008 INFORMS Annual Meeting, October 12-15, Washington, DC
Co-Organizer, 4th ACM International Workshop on Critical Infrastructure Network Security (CINS) at ACM SIGMETRICS, June 14-18, 2021, Beijing, China (virtual)
Organizer, Workshop "Data and Decisions 2018", , November 1-2, 2018, Tucson, AZ
Co-Organizer, International Conference on Modeling, Optimization, and Risk Management in Finance, March 5-7, 2003, Gainesville, FL
Co-Organizer, Workshop on Risk-Return Management of Bank Portfolios, March 3-4, 2003, Gainesville, FL
Co-Organizer, Workshop on Risk-Return Management of Bank Portfolios, November 4-5, 2002, Gainesville, FL
Awards and honors
National Research Council, NRC Senior Research Associateship Award (2015)
College of Engineering, University of Iowa, Donald E. Bently Faculty Fellowship of Engineering (2013)
College of Engineering, University of Iowa, Recognition for Excellence in Teaching and Dedication to Student Success (2010, 2013)
Air Force Office of Scientific Research, Air Force Summer Faculty Fellowship Award (2009, 2011, 2012, 2014)
Air Force Office of Scientific Research, Young Investigator Award (2008)
Institute of Industrial Engineers, Iowa Chapter, Outstanding Professor Award (Spring/Fall 2008)
National Academy of Sciences of Ukraine, Diploma in the Competition of Young Scientists and Students for the Best Research Project (1997)
National Academy of Sciences of Ukraine, Scholarship for scientific and academic achievements (1994 - 1996)
International Soros Science and Education Program, Soros Student Award (1994)
Teaching
SIE 321 Probabilistic Models in Operations Research (Spring 2016-2021)
SIE 520 Stochastic Modeling I (Spring 2016-2021)
SIE 640 Large Scale Optimization (Fall 2017, 2019)
SIE 649 Topics in Optimization: Stochastic Optimization (Fall 2016, 2018, 2020)
056:274 Stochastic Optimization (Fall 2005, 2007, 2009, 2011, 2013)
056:277 Financial Engineering and Optimization (Fall 2010, 2012, 2014)
056:276 Game Theory (Fall 2008)
056:166 Stochastic Modeling (Fall 2006-2015)
056:054 Engineering Economy (Spring 2006-2014)
EIN 6905 Systems Design (Spring 2005)
STA 6326 Introduction to Theoretical Statistics I (Fall 2004)
EIN 7933 Game Theory (Spring 2004)
ESI 6912 Introduction to Stochastic Optimization (Fall 2003)
STA 4321 Mathematical Statistics 1 (Fall 2003)