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:
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
But above all
Always above all else: how does one act
If one believes what you say?
- The Doubter, Bertolt Brecht
Again and as always,
and as seen above
there are no questions more urgent
than the naive ones.
- The Turn of the Century, Wislawa Szymborska
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
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
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.
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.