Certification, Honors and Recognition

1984	Technology Excellence Award, Control Data Corp.
1967-68	National Science Foundation Graduate Fellowship
1967	Phi Beta Kappa, Harvard
1967	Magna Cum Laude with Highest Honors, Harvard
1963	Harvard National Scholarship

Publication of Books:

2003	Davis, R.E., Management Science Reader for Quantitative Business Analysis (Originally custom published by Thomson South-Western)

Publication of Book chapters, Journal Articles, and Cases:

2008	Davis, R. E. Teaching Project Simulation in Excel using PERT-beta distributions INFORMS Transactions on Education, 8(3) 139-148

2001	Davis, R. E. Decision Policy Optimization Via Certain Equivalent Functions for Exponential Utility in Chapter 6, Vol. 6 of Advances in Mathematical Programming and Financial Planning (Elsevier Science Ltd.), pp. 89-113

1996	Davis, R. E. Evergreen Foothills Winery: I & II, Cases 28 and 40 in Cases in Management Science, Lapin and Whisler (Duxbury Press, San Francisco)

1996	Davis, R. E. and William D. Whisler. U.S.A. Asset Allocation Fund, Case 21 in Cases in Management Science, Lapin and Whisler (Duxbury Press, San Francisco)

1995	Davis, R. E. An Empirical Back Test of the Portfolio Gamma Model for Optimal Asset Allocation, Chapter 5 in Vol. 4 of Advances in Mathematical Programming and Financial Planning (Greenwich, CT: JAI Press), (Published Dec. 1995), pp. 77-101.

1993	Davis, R. E. Certainty Equivalent Models for Portfolio Optimization using Exponential Utility and Gamma Distributed Returns, Chapter 4 in Vol. 3 of Advances in Mathematical Programming and Financial Planning (Greenwich, CT: JAI Press), (Published December 1992) pp. 69-108.

1991	Farrar, D.E., and R. E. Davis. The Optimal Time to Impose Normal Operating Expenses on Newly Organized Money Market Mutual Funds:When Should You Cut the Tree? Financial Analysts Journal (Sept-Oct 1991).

1972	Mehra, R.D. and R.E. Davis, "A Generalized Gradient Method for Optimal Control Problems with Inequality Constraints and Singular Arcs," IEEE Transactions on Automatic Control, Vol. AC-17, No. 1, 1972.

1971	Davis, R. E., D.A. Kendrick and M. Weitzman, "A Branch-and-Bound Algorithm for 0-1 Mixed Integer Programming Problems," Operations Research, Vol. 19, 1971.

1969	Davis, R. E. "A Simplex-Search Algorithm for solving 0-1 Mixed Integer Programs," Technical Report No. 5, Department of Operations Research, Stanford University, October 1969.

Professional Conference Presentations and Proceedings:

 

2007	Davis, R. E., "Teaching Project Simulation in Excel using PERT-beta Distributions" INFORMS Annual Meeting, Seattle, WA
2005	Davis, R. E., "PERT-BETA Approximations for Stochastic Project Duration Analysis" INFORMS Annual Meeting, San Francisco, CA
2005	Davis, R. E., "PERT-BETA Approximations for Stochastic Project Duration Analysis" Hawaii Int'l Conference on Statistics & Related Fields, Honolulu, HI
2002	Davis, R. E., "Procurement Optimization with Volume Discount Schedules" INFORMS Conference Paper, San Jose, CA
2002	Davis, R. E., "Portfolio Optimization with beta distributed returns and exponential utility" Hawaii Int'l Conference on Statistics & Related Fields, Honolulu, HI
2000	Davis, R. E., "Procurement Optimization with Volume Discount Schedules" INFORMS Conference Paper, San Antonio, TX
1999	Davis, R. E., "Applications of the CE-Value Function PAK" INFORMS Conference Paper, Cincinnati, OH
1998	Davis, R. E., "Certain Equivalent Value Formulas for Decision Analysis" INFORMS Conference Paper, Montreal, Canada
.1998	Davis, R. E., "Maximizing the Certain Equivalent Value of LogNormally distributed Portfolio Models"  DSI Conference Paper, Las Vegas, NV
1995	Davis, R. E., "Certain Equivalent Formulas for Exponential Utility" INFORMS Conference Paper, (New Orleans, LA, Fall 1995)
1993	Davis, R. E., "Methodologies and Formulas for Using Exponential Utility in Decision Analysis" ORSA/TIMS Conference Paper, (Phoenix, AZ, Fall 1993)
1991	Davis, R. E., "Dynamic Portfolio Optimization Using Exponential Utility and Dynamic Programming" TIMS/ORSA Conference Paper, (Nashville, TN, Spring 1991)
1990	Davis, R. E., "Portfolio Optimization Using Exponential Utility and Asymmetric Probability Distributions" ORSA/TIMS Conference Paper, (Philadelphia, PA, Fall 1990)
1980	Davis, R. E., "Saddle-Point Algorithms for Linear and Nonlinear Programming," ORSA/TIMS Conference Paper, 1980 Winter Meeting, Colorado Springs, Colorado.
1973	Davis, R. E., and C.E. Williams "Optimization Procedures for Open-Pit Mine Scheduling," 11th International Symposium on Computer Applications in the Minerals Industry, University of Arizona, 1973.
1973	Davis, R. E., "Optimization Models and Methods for Hourly Hydro-Thermal-Contract Interchange Scheduling," 44th National ORSA/TIMS Meeting, San Diego, CA 1973
1972	Davis, R. E., and Raymond Pronovost, "Two Stochastic Dynamic Programming Procedures for Long-Term Reservoir Management" IEEE 1972 Summer Power Meeting, Conference Paper PSE 72-163, San Francisco, CA.

Public Service, Consulting Engagements and Grants Received [1995-2005]:

Fall 2003	Consultant to Stronghaven Corrugated Containers (a division of Stronghaven Inc.) on how to use 0-1 binary variables to develop a spreadsheet mixed integer programming model of volumn discounts in the paper ordering process
Spring 1999	Presentation to Harvard Business School Assn. of Northern California on Spreadsheet Add-Ins for handling "All Those Numbers"
Spring 1999	Consultant to Sun Microsystems, Inc. Tutorial on spreadsheet add-ins for optimization, simulation, and forecasting
Spring 1999	Consultant to Duke Scientific Systems. Tutorial on spreadsheet add-ins for optimization, simulation and forecasting.
Spring/Fall 1998	Consultant to Sunol Software Group. Development of GAMS mixed-integer programming models to optimize procurement decision for volumn discount opportunities

Scholarship in Process:

Certain Equivalent Functions based on Exponential Utility for Prospect Valuation in Decision Analysis.

Mixed Integer Programming models for Procurement Optimization in Supply Chain Management

The use of the beta distribution for Stochastic Project Duration Analysis

Innovations in Teaching, Curriculum Development [1995-2005]:

Fall 2004	Resolution to reinstate Calculus as a requirement for all Business majors
Fall 2003	Specification of learning objectives for required undergraduate course in Management Science, BUS 190
Spring 1995	Respecification of undergraduate course in Decision Analysis, BUS 198. Course number subsequently changed to BUS 191

University, College, Department Committees [1995-2005]:

Member, University Committee on Committees
Member, Continuous Curriculum Improvement and Innovation (College of Business)
Member and Chair, Quantitative Curriculum Committee (Marketing, Decision Science Group)

Active Service to Professional Organizations [1995-2005]:

Member, INstitute For Operations Research and the Management Sciences (INFORMS)
Member, Decision Sciences Institute
Member, Society for Industrial and Applied Mathematics

Cumulative Summary of Years of Professional Work:

San Jose State University, year of beginning employment: 1987

Professional full or part-time service in industry, government, non-profits (names, titles, and dates):

Stronghaven Corrugated Containers, Mixed Integer Programming Consultant, 2003

Sun Microsystems, Spreadsheet Add-In Tutorial, 1999

Duke Scientific Systems, Spreadsheet Add-In Tutorial, 1999

Sunol Software Systems, Mixed Integer Programming Consultant, 1998-1999

Benham Capital Management, Portfolio Optimization Consultant, 1993-1995

Lockheed Space & Missiles Corp., Senior Staff Engineer, 1986

Control Data Corp., Senior Consultant, 1982 - 1986

Teknekron Research Inc., Project Manager, 1980 - 1981

Dalmo Victor, Sr. Research Scientist, 1980

Ford Aerospace & Communications Corp., Software Quality Assurance Engineer 1978 - 1980

Systems Control, Inc., Project Leader and Systems Analyst, 1968- 1974