Sandeep Juneja
Senior Professor, Dean
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 





STCS - TIFR Oxygen Planner for States in India  (Information for Oxygen Planner)


My research interests are primarily in applied probability - Am especially interested in bandit methods in learning theory, financial mathematics, Monte Carlo methods; game theory applied to queues

Publications (Includes papers available online)

Brief Bio

Resume (Last updated June 2021)

My Academic Family Tree


New! Program on Advances in Applied Probability II (paapii)

(January 4-8, 2021, Online. ICTS Bangalore)


Workshop on Learning Theory 2 (Jan 3-4, 2020, at TIFR, Mumbai)


Potential Applicants to TIFR PhD program interested in working in applied probability or mathematical finance. Please note that in lieu of written entrance exam we accept GATE scores in mathematics (see). Selected students will then have to successfully perform in an interview to be offered admission.


Students interested in summer and other internships with me Please note that we get many requests and our capacity is extremely limited. Only students who have demonstrated exceptional mathematical ability and general diligence (say, GPA in top 5 percentile and above and strong performance in math courses at an IIT or other reputed programs) would be considered.


Professional Service:


Associate Editor, Stochastic Systems (2017 present)


Associate Editor, Mathematics of Operations Research (2008 2016)


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


         Anand Deo


         Shubhada Agarwal


         Anirban Bhatacharjee



Former Ph. D. Students


         Santanu Dey 2013. Goldman Sachs in Bangalore


         Ankush Agarwal 2015. Adam Smith Business School, University of Glasgow


         Karthyek R A Murthy 2015. Singapore University of Technology and Design


         Tushar Raheja 2016. (IITD, jointly with Prof. Kiran Seth, IITD)


         Sarat B Moka 2017. The University of Queensland





        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.


        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.



Link to SynTalk (Mumbai, India) where I spoke as a SynTalkr for #TIAU (The Infrequent And Unlikely, January 12, 2019).