Overview
David B. Brown is the Snow Family Business Professor in Decision Sciences and the Faculty Director for the Center for Energy, Development and Global Environment (EDGE) at Duke University's Fuqua School of Business.
Professor Brown's research focuses on designing and analyzing algorithms for decision problems involving uncertainty and complex tradeoffs. This work is methodological in nature and cuts across various application areas. Part of the GRACE project funded by the US Department of Energy's Advanced Research Projects Agency, Professor Brown is actively working with researchers at Duke and several other institutions on improving the efficiency and reliability of electricity grid operations in the face of uncertainty in renewable energy sources.
His recent research also includes developing and analyzing solution techniques for problems such as network revenue management, dynamic pricing in shared vehicle systems, stochastic scheduling problems, and sequential search problems. Professor Brown's research has appeared in publications such as Management Science and Operations Research, and the Institute for Operations Research and the Management Sciences (INFORMS) has recognized his research with several awards. At Fuqua, he has taught Decision Models, Data Analytics and Applications, Probability and Statistics, and Convex Optimization, and he has won teaching awards in multiple programs.
Professor Brown received a Bachelor's and Master's of Science in Electrical Engineering from Stanford University and has been on the faculty at Fuqua since receiving his Ph.D. in Electrical Engineering and Computer Science from MIT.
Current Appointments & Affiliations
Recent Publications
Unit Commitment Without Commitment: A Dynamic Programming Approach for Managing an Integrated Energy System Under Uncertainty
Journal Article Operations Research · July 1, 2025 Though variability and uncertainty have always posed challenges for power systems, the increasing use of renewable energy sources has exacerbated these issues. At a vertically integrated utility, the system operator manages many generation units—renewable ... Full text CiteFluid Policies, Reoptimization, and Performance Guarantees in Dynamic Resource Allocation
Journal Article Operations Research · March 1, 2025 Many sequential decision problems involve deciding how to allocate shared resources across a set of independent systems at each point in time. A classic example is the restless bandit problem, in which a budget constraint limits the selection of arms. Flui ... Full text CiteSequential Search with Acquisition Uncertainty
Journal Article Management Science · November 1, 2024 We study a variation of the classical Pandora's problem in which a decision maker (DM) sequentially explores alternatives from a given set and learns their values while trying to acquire the best alternative. The variations in the model we study are (i) al ... Full text CiteRecent Grants
IUCRC Phase I Duke University: Center for Innovation in Risk-analysis for Climate Adaption and Decision-making (CIRCAD)
ResearchParticipating Faculty Member · Awarded by National Science Foundation · 2025 - 2030A Grid that's Risk-Aware for Clean Electricity - GRACE
ResearchInvestigator · Awarded by Department of Energy · 2020 - 2025View All Grants