I am an Assistant Professor in the Department of Industrial and Systems Engineering at Lehigh University in Bethlehem, PA.

My research focuses on robust optimization applied to revenue and portfolio management, and is currently funded in part by the National Science Foundation (grants DMI-0540143 and CMMI-0757983) and IBM.

For those of you interested in engineering education and research, or in my work at a non-technical level, feel free to read my blog on these issues here.

I hold a SM and a PhD in Electrical Engineering and Computer Science from MIT and joined Lehigh University in 2004.

Feel free to contact me at aurelie dot thiele at lehigh dot edu.

News:

• I have been invited to participate as a speaker in the Robust Optimization workshop to be held at the Institute for Pure and Applied Mathematics on the UCLA campus in November 2010.
• I will be giving a tutorial presentation (similar to a 90-min semi-plenary talk) at the joint CORS/MITACS [Canadian Operational Research Society] meeting in Edmonton (Canada) in May 2010. MITACS is a Canadian research consortium in the areas of applied mathematics and operational research.
• I will be giving talks in the seminar series of both Rutgers University and Penn State (Main Campus) in the Spring of 2010.
• In Spring 2010, I will teach again IE 447: Financial Optimization. The class is seeing record enrollments and nearing classroom capacity. Please register asap if you have not done so. The syllabus will be posted shortly.
• I am currently accepting (a limited number of) Lehigh IE/ISE undergraduate students for projects in IE 321 for Spring 2010. Contact me if you are interested.

I remain an academic advisor for the first-year students in the College of Engineering and continue to supervise graduate and undergraduate students.

Last updated December 3, 2009.