Sandeep Juneja
School of Technology and Computer Science
Tata Institute of Fundamental Research
Homi Bhabha Road, Colaba
Mumbai, India-400005
Phone: 91-22-2278-2725; 9967932124 (c)

juneja([( at)]) tifr dot res dot in 

 Description: Description: Description: Description: sandeep.jpg

Link to Tutorial Session and Workshop on Applications of Game Theory (May 3 and 4, 2013)

Link to school (Jan 16-27, 2012) in Math Finance at TIFR. Includes lecture videos.


My research interests are primarily in computational and applied probability. I am especially interested in applications to financial mathematics. I also work on queuing and e-commerce related issues. In queuing I have been focusing on using game theoretic ideas to ascertain customer arrival distributions.

Publications (Includes papers available online)

Brief Bio

Resume (Last updated Oct 2013)

My Academic Family Tree


Professional Service:


Associate Editor, Mathematics of Operations Research (2008 present)


Associate Editor, Management Science. In the area of Stochastic Models and Simulation (2003 - 2009)


Associate Editor, ACM TOMACS. In the area of Monte Carlo simulation (2007- 2010)


Co-Guest Editor for a special issue of Annals of Operations Research, 2008-09


Track Coordinator, Risk Analysis, Winter Simulation Conferences 2006, 2008



Current Ph. D. Students


1)    Ankush Agarwal

2)    Karthyek Rajhaa A M

3)    Sarat B Moka

4)    Tushar Raheja (IITD, jointly with Prof. Kiran Seth, IITD)



Former Ph. D. Students


1)    Santanu Dey (Goldman Sachs in Bangalore)





1.    Distributed bid processing method for open-cry and descending price auctions. With Manish Gupta. Filed February 17, 2000. Awarded July 31, 2007. Number 7,251,630.


2.    System for optimal resource allocation and planning for hosting computing services. With Johara Shahabuddin; Kannan Balaji; Sanjiv Kapoor; Vishu Gupta; Ajay Chrungoo. Filed January 29, 2001. Awarded April 5, 2005. Number 6,877,035.


This Op-Ed piece by me appeared in Indian Express on 09/09/09. It supports government investments in the IITs



Last updated