For wisdom, nothing to do,
Other than know directly how things are.

A Song on the Six Perfections, Milarepa

I am an associate professor in the School of Operations Research and Information Engineering (ORIE) at Cornell, as well as a field member in Departments of Computer Science, ECE, and the Center for Applied Mathematics.

I work on topics at the intersection of data-driven decision-making and stochastic control, economics and computation, and large-scale network algorithms. Some of my current research interests include:

  • New data-driven approaches for online decision-making [seminar]
  • Non-monetary mechanisms and information design [seminar]
  • Equity and fairness in decision-making [seminar]
  • Stochastic coupling techniques in control (tutorial: [part 1], [part 2])

I was a technical consultant at Lyft in 2014-18, where I helped develop and implement Lyft’s primetime pricing; the following tutorial and book chapter give an overview of my work on ridesharing platforms.

Teaching Spring ‘22: ORIE 5582 - Monte Carlo Methods in Financial Engineering

Students and Collaborators

And the point is, to live everything.
Live the questions now.
Perhaps then someday far in the future,
you will gradually, without noticing,
live your way into the answer.

- Letters to a Young Poet #4, Rainer Maria Rilke
Current PhD Advisees

Past Advisees

Other Past Student Collaborators

ORIE undergraduate 

ORIE undergraduate (2021)

ORIE/CS undergraduate (2021)
Technology Analyst @ Morgan Stanley

CS undergraduate (2020)
Data Scientist @ Facebook (joining Harvard CS for a PhD in 2022)

Cornell CS PhD (2019)
Assistant Professor @ MIT Sloan

IS undergraduate (2019)
PhD student @ Michigan Ross

Ecole Polytechnique intern (2019)
PhD student @ Columbia IEOR

CS undergraduate (2019)
PhD student @ MIT EECS

Cornell CAM PhD (2018)
Assistant Professor @ MIT Sloan

Ecole Polytechnique intern (2017)
PhD student @ Ecole Normale Supériure

CS undergraduate (2017)
PhD student @ Berkeley EECS

CS undergraduate (2017)
PhD student @ NYU Courant

Teaching

May there be many summer mornings when,
with what pleasure, what joy,
you enter harbors you are seeing for the first time.

- Ithaka, Constantine Cavafy

Fa 2021   
 Online Decision-Making and Market Design 
  ORIE 6180  [Graduate]
Sp 2021   
 Information Theory & Bayesian ML 
  ORIE 4742  [UG/Masters]
Fa 2020   
 Simulation Modeling and Analysis 
  ORIE 4580/5580/5581  [UG/Masters]
Sp 2020   
 Information Theory and Bayesian ML 
  ORIE 4742  [UG/Masters]
Fa 2019   
 Applied Stochastic Processes 
  ORIE 6500  [Graduate]
Fa 2018   
 Simulation Modeling and Analysis 
  ORIE 4580/5580/5581  [UG/Masters]
Sp 2018   
 Markov Chain Mixing and Applications 
  ORIE 7591  [Graduate topics]
Fa 2017   
 Simulation Modeling and Analysis 
  ORIE 4580/5580/5581  [UG/Masters]
Sp 2017   
 Pricing and Market Design 
  ORIE 4154  [UG/Masters]
Fa 2016   
 Revenue Management 
  ORIE 6154  [Graduate]
Sp 2016   
 The Design of Online Marketplaces 
  ORIE 6180  [Graduate]
Fa 2015   
 Stochastics at Scale 
  ORIE 4520  [UG/Masters]

We shall not cease from exploration
and the end of all our exploring
will be to arrive where we started
and know the place for the first time.

- Little Gidding (from the Four Quartets), T. S. Eliot

Don't worry about the overall importance of the problem;
work on it if it looks interesting.
I think there's probably a sufficient correlation
between interest and importance.

- David Blackwell

Sid Banerjee is an associate professor in the School of Operations Research at Cornell, working on topics at the intersection of data-driven decision-making, network algorithms and market design.

His research is supported by grants from the NSF (including an NSF CAREER award, as well as CNS 1955997, CNS 1952011 and DMS 1839346), the ARL Network Sciences division, and Engaged Cornell.

Before coming to Cornell, Sid received his PhD from the ECE Department at UT Austin, and was a postdoctoral researcher in the Social Algorithms Lab at Stanford. He also served as a technical consultant with the research science group at Lyft.