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David Brown


  David  
  Brown

Professor

Academic Area: Decision Sciences
Phone Number: +1.919.660.7968

Teaching / Research Interests

optimization; stochastic models; dynamic programming; sequential exploration; sustainability

Mailing Information

Duke University: The Fuqua School of Business
100 Fuqua Drive
Durham, NC 27708

Bio

David B. Brown is a Professor at the Fuqua School of Business at Duke University. He has been at Fuqua since receiving his Ph.D. in Electrical Engineering and Computer Science from MIT.

Professor Brown’s research focuses on decision-making under uncertainty, stochastic optimization, and dynamic resource allocation problems. His recent research includes the development and analysis of methods in network revenue management, dynamic pricing in shared vehicle systems, assortment optimization with demand learning, stochastic scheduling problems, and sequential search problems. Professor Brown’s research has appeared in publications such as Management Science and Operations Research and the Institute for Operations Research and the Management Sciences (INFORMS) has recognized his research with several awards. He is an Associate Editor at Operations Research and INFORMS Journal on Computing. He has experience in the asset management and hedge fund industries. At Fuqua, he has taught the course Decision Models in Fuqua’s Daytime MBA, MMS, and Weekend Executive MBA programs, the course Probability and Statistics in Fuqua’s Daytime MBA program, and developed and taught a PhD course on Convex Optimization to PhD students at Fuqua and several other departments at Duke and has won teaching awards in Fuqua's MMS, MQM, and Weekend MBA programs.