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Gustavo J.
Vulcano Associate Professor - Operations Management Group Department of Information, Operations, and
Management Sciences
Tel: +1(212)998-4018 – Fax: +1(212)995-4227 E-Mail:
gvulcano@stern.nyu.edu |
Research Interests
My research interests are primarily in Revenue Management, including pricing mechanisms
(e.g., list prices and auctions) and capacity control. Currently, I am focusing
on the following research streams:
- Customer
choice and strategic behavior models
- Computational
methods for network revenue management
- Competition
and airline alliances
Published and Forthcoming Papers
- X. Hu, R.
Caldentey and G. Vulcano (2010). Revenue
Sharing in Airline Alliances.
Revised: October 2011, February 2012. Forthcoming in Management Science.
- I.
Mendez-Diaz, J. Miranda Bront, G. Vulcano and P. Zabala (2010), A
Branch-and-Cut Algorithm for the Latent-Class Logit Assortment Problem. Revised: October 2010,
June 2011.
Forthcoming in Discrete Applied Mathematics. - G.
Vulcano, G.J. van Ryzin and R. Ratliff. Estimating Primary Demand for
Substitutable Products from Sales Transaction Data. Operations Research Vol. 60(2): 313-334, 2012. [full
paper]
- J.
Chaneton and G. Vulcano. Computing Bid-Prices for Revenue Management under
Customer Choice Behavior. M&SOM Vol.
13(4): 452-470, 2011. [full
paper]
[online
appendix]
- N.
Osadchiy and G. Vulcano. Selling with Binding Reservations in the Presence
of Strategic Consumers. Management
Science Vol. 56(12): 2173-2190, 2010. [full
paper]
[online
appendix]
- G.
Vulcano, G.J. van Ryzin, and W. Chaar. Choice-Based Revenue Management: An
Empirical Study of Estimation and Optimization. M&SOM Vol. 12(3): 371-392, 2010. [full
paper]
[online
appendix]
- J. Miranda Bront, I. Mendez-Diaz, and G. Vulcano.
A Column Generation Algorithm for Choice-Based Network
Revenue Management. Operations
Research Vol. 57(3): 769-784, 2009. [full
paper]
[online
appendix]
- Y. Chen
and G. Vulcano. Effects of information Disclosure under First- and
Second-Price Auctions in a Supply Chain Setting. M&SOM Vol.11(2): 299-316, 2009. [full
paper]
[online
appendix]
- G. J. van
Ryzin and G. Vulcano. Simulation-Based Optimization of Virtual Nesting
Controls for Network Revenue Management. Operations Research, Vol. 56(4): 865-880, 2008. [full
paper]
[online
appendix]
- G. J. van
Ryzin and G. Vulcano. Computing Virtual Nesting Controls for Network
Revenue Management under Customer Choice Behavior. M&SOM Vol. 10(3): 448-467, 2008. [full
paper]
[online
appendix]
- R.
Caldentey and G. Vulcano. Online Auction and List Price Revenue
Management. Management Science, Vol.
53(5): 795-813, 2007. [full
paper]
[online
appendix]
- G. J. van
Ryzin and G. Vulcano. Optimal Auctioning and Ordering in an Infinite
Horizon Inventory-Pricing System. Operations Research, Vol. 52(3):
346-367, 2004. [full
paper]
- G. Vulcano, G.J. van Ryzin and C. Maglaras. Optimal Dynamic Auctions for
Revenue Management. Management Science
48(11): 1388-1407, 2002. Extended abstract in M&SOM, Vol. 4(1):
7-11, 2002. [full
paper]
[online
appendix]
- G. Vulcano, D. Moses, M. de las Heras and A. Valcarcel. A
lineal equation for the classification of progressive and hyperactive
spermatozoa. Mathematical Biosciences, Vol. 149 (1): 77-93, 1998.
Working Papers
- I. Lobel,
J. Patel, G.Vulcano, and J. Zhang (2013). Optimizing
product launches in the presence of strategic consumers.
- Y. Chen,
C. Maglaras and G. Vulcano (2008), Design
of an aggregated marketplace under congestion effects: Asymptotic analysis
and equilibrium characterization. Revised: March 2010,
April 2012.
- G. van
Ryzin and G. Vulcano (2011). An
expectation-maximization algorithm to estimate a general class of
non-parametric choice models.
Revised: March 2012.
Book Chapter
- Y. Aviv and G. Vulcano. Dynamic List Pricing. Chapter 23 in Handbook of Pricing Management,
Eds. O. Ozer and R. Phillips, Oxford University Press, pp. 522-584, 2012.
Other Articles
- K.
Talluri, G. van Ryzin, I. Karaesmen and G. Vulcano. Revenue
Management: Models and Methods. Proceedings of the 2008
Winter Simulation Conference, December 7-10, 2008, Miami, Florida; S. Mason, R. Hill, L. Moench, and O. Rose (eds.), IEEE, pp: 145-156. [full paper] - F. Bernstein and G.
Vulcano, Pricing and Revenue Management: Present and Trends, Boletin de la
Sociedad Espanola de Estadistica e Investigacion Operativa, Vol. 23(4):
9-12, 2007. [full
paper]