David Brown
Regular biography
David B. Brown is the Snow Family Business Professor in Decision Sciences and the Faculty Director for the Center for Energy, Development and Global Environment (EDGE) at Duke University's Fuqua School of Business. His research focuses on designing and analyzing algorithms for decision problems involving uncertainty and complex tradeoffs, with applications in analytics, optimization, stochastic models, dynamic programming, and energy and sustainability. He is part of the GRACE project funded by the US Department of Energy's Advanced Research Projects Agency, working on improving the efficiency and reliability of electricity grid operations in the face of uncertainty in renewable energy sources. Professor Brown is an Area Editor for the Decision Analysis Area at the journal Operations Research and has taught courses such as Decision Models, Data Analytics and Applications, Probability and Statistics, and Convex Optimization at Fuqua.
Scholar-generated biography
David B. Brown is a Computational Decision-Making Optimization Stochastic Models AI for Energy & Sustainability expert at Fuqua School of Business, Duke University. His research focuses on robust optimization, stochastic dynamic programming, and decision-making under uncertainty. He explores applications in portfolio optimization, dynamic pricing, and resource allocation, with an emphasis on AI for Energy & Sustainability. His work includes developing uncertainty sets, information relaxations, and duality frameworks for complex decision problems. Brown's publications address risk measures, transaction costs, and large deviations in stochastic models, contributing to both theoretical and practical advancements in optimization and decision theory.