# 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 email.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: 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,
*IIE Transactions*

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, *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 2016-2018)

SIE 520 *Stochastic Modeling I* (Spring 2016-2018)

SIE 640 *Large Scale Optimization* (Fall 2017)

SIE 649 *Topics in Optimization: Stochastic Optimization* (Fall 2016)

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)