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Gustavo
J. Vulcano Associate Professor - Operations Management Group Department of Information, Operations, and
Management Sciences
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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
- 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 (2012). Dynamic List Pricing.
Forthcoming in Handbook of
Pricing Management, Eds. O. Ozer and R. Phillips, Oxford
University Press. [chapter]
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]