ManMohan S. Sodhi

Learn More
Dynamic linear programming (LP) models for asset-liability management (ALM) are quite powerful and flexible but face two challenges: (1) many modeling choices, not all consistent with one another or with finance theory, and (2) solution difficulties due to the large number of scenarios obtained from standard interest-rate models. We first survey these(More)
We present a general modeling approach to crew rostering and its application to computer-assisted generation of rotation-based rosters (or rotas) at the London Underground. Our goals were flexibility , speed, and optimality, and our approach is unique in that it achieves all three. Flexibility was important because requirements at the Underground are(More)
We analyzed the text of 704 online advertisements of supply chain management jobs for MBA graduates. The content analysis of these job advertisements provided us with a list of supply chain topics, such as inventory management and supply management, and general skills, such as communication and leadership; it also showed the proportion of advertisements(More)
We show how to extend the demand-planning stage of the sales-and-operations-planning (S&OP) process with a spreadsheet implementation of a stochastic programming model that determines the supply requirement while optimally trading off risks of unmet demand, excess inventory, and inadequate liquidity in the presence of demand uncertainty. We first present(More)
  • 1