Fabian Bastin

Fabian Bastin is a Full Professor in the Department of Computer Science and Operational Research (IRO) at Université de Montréal. He holds a prestigious academic position within the university's research and teaching community. His work focuses on optimization, stochastic programming, simulation, and their applications in transportation, energy systems, and finance.

Teaching Responsibilities: Bastin teaches advanced courses such as IFT-2505 (Linear Optimization), IFT-3515 (Nonlinear Programming), and IFT-6512 (Stochastic Programming). He also contributes to graduate-level courses on dynamic programming and simulation techniques. His courses emphasize theoretical foundations alongside practical applications, often using tools like MATLAB and the ORATIO library he helped develop.

Research Interests: Bastin's research spans stochastic optimization, simulation methodologies, and decision-making under uncertainty. Key areas include air traffic management optimization, hydroelectric reservoir scheduling, and synthetic population generation using copula-based models. He has pioneered work on scenario tree generation for multistage stochastic programming and developed algorithms for efficient mixed logit model estimation.

Research Contributions: His publications highlight advancements in stochastic models for transportation systems, energy planning, and financial engineering. Notable works include contributions to the progressive hedging algorithm, recursive logit models for route choice analysis, and Monte Carlo methods for option pricing. Bastin is also actively involved in software development, notably the ORATIO simulation library used in discrete-event modeling.

Professional Engagements: He has co-organized conferences on optimization and simulation, and his work has been supported by grants from NSERC and other funding bodies. Despite no explicit mention of awards in the text, his extensive publication record and methodological innovations suggest significant recognition in his field.