Stefan Scholtes 

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Professor of Management Science (brief bio), currently on sabbatical leave at Cambridge University Hospitals NHS Foundation Trust

Academic training: Applied Mathematics and Operations Research

Research focus: Management Science, Health Management

Selected publications:

"The Economics of Licensing Contracts", Nature Biotechnology (2008)
"Non-parametric tests of productive efficiency with errors in variables", Journal of Econometrics (2007)
"Local convergence of SQP methods for mathematical programs with equilibrium constraints" SIAM Journal on Optimization (2006)
"Nonconvex structures in nonlinear programming", Operations Research (2004)
"Continuity of DEA efficiency measures", Operations Research (2003)
"Convergence properties of a regularisation scheme for mathematical programs with complementarity constraints", SIAM Journal on Optimisation (2001)
"Measuring the robustness of empirical efficiency valuations", Management Science (2000)
"Mathematical programs with complementarity constraints: Stationarity, optimality, and sensitivity", Mathematics of Operations Research (2000)
(see publications for further information)

Operations Research
Mathematics of Operations Research
SIAM Journal on Optimization
IMA Journal of Numerical Analysis

Teaching: Strategic Planning and Health Management

Specialist courses and individual research supervision on the Cambridge MPhil/PhD in Management Science
Graduate courses on business modelling for the Judge Business School's MBA and MPhil and the Engineering Department's MEng programmes
Open executive education courses on Health Management and Strategic Planning
Tailored executive education courses (Recent clients: BP, IBM, Lloyds TSB, Philips, Shell)
Former teaching assignments at the London Business School and the University of Karlsruhe, Germany

Relevant practitioner-oriented publications:

Flexibility: The Secret to Transforming Risks into Opportunities (Business Digest 2007)
Probability Management, part I: The seven deadly sins of averaging (OR/MS Today 2006)
Probability Management, part II: Networks of models (OR/MS Today 2006)
(see ProbabilityManagement.org for more information and related models)

Material related to real options and flexible design:
Teaching material: Risk Management and Real Options
Reading material: Real Options Papers


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Last updated January 2009