Kenneth O. Kortanek

John F. Murray Research Professor
Department of Management Sciences
W272 Pappajohn Building
The University of Iowa
Iowa City, IA 52242-1000
tel (319) 335-0938
fax (319) 335-1956

June 2, 2000

ken-kortanek@uiowa.edu

Academic History:

Graduate Fellow in Mathematics, Harvard University, 1959-1961
Ph.Din Engineering Science, Northwestern University, 1964
Assistant Professor, Graduate School of Business, University of Chicago, 1964-65
Associate Professor, Cornell University, Engineering College, 1966-1968(tenure)
Professor, Carnegie Mellon University, SUPA/GSIA/Mathematics, 1969-1986

Appointment at Iowa: August 1986

Research and Teaching Interests:

Data Communications;( For a recent course syllabus click here ) Telecommunications Network Design; Optimization Theory: semi-infinite programming, geometric programming, and applications, Building and Using Dynamic Interest Rate Models.

Selected Publications

• "Perfect duality in semi-infinite programming and semidefinite programming," (with Q. Zhang), accepted, Mathematical Programming.
• "Semi-infinite programming in orthogonal wavelet filter design," (with Pierre Moulin),in Semi-Infinite Programming, R.Reemtsen and J.J.Rueckmann (eds.),Kluwer Academic Publishers, 1998, 323-360.
• "Discussions of Papers Already Published: Skewness and Stock Option Prices, by Hans Gerber and Bruno Landry July, 1997,"(with V.G. Medvedev), North American Actuarial Journal, Vol. 2, 1998, 15-17.
• " Models for estimating the structure of interest rates from observations of yield curves." (with V.G. Medvedev), in Quantitative Analysis in Financial Markets, Marco Avellaneda (Ed.), World Scientific Publishing Company Pte Ltd, 1999, 53-120.
• "Semi-infinite programming and new applications in finance," (with V.G. Medvedev), Encyclopedia of Optimization, C.Floudas and Panos Pardalos (Eds.), Kluwer Academic, accepted. For the KWEL Project, click here