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Gustavo J.
Vulcano Assistant 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 three research streams:
- Customer choice and strategic behavior models
- Computational methods for network revenue management
- Competition and airline alliances
Published and Forthcoming Papers
- G. Vulcano, G.J. van Ryzin, and W. Chaar (2008), Choice-Based Revenue Management: An Empirical Study of Estimation and Optimization. Revised: January, May and June 2009. Forthcoming in MSOM. [full paper]
- J. Miranda Bront,
- Y. Chen and G. Vulcano, Effects of information Disclosure under First- and Second-Price Auctions in a Supply Chain Setting. MSOM 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, MSOM 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
- J. Chaneton and G. Vulcano (June 2009), Computing Bid-Prices for Revenue Management under Customer Choice Behavior. Revised: November 2009.
- N. Osadchiy and G. Vulcano (2008), Selling with Binding Reservations in the Presence of Strategic Consumers. Revised: April 2009.
- Y. Chen, C. Maglaras and G. Vulcano (2008), Design of an aggregated marketplace under congestion effects: Asymptotic analysis and equilibrium characterization.
- G. Vulcano, G.J. van Ryzin and R. Ratliff (2008), Estimating primary demand for substitutable products from sales transaction data. Revised: May 2009.
- G. Vulcano, Dynamic Pricing for an M/M/1 Make-To-Stock System with Controllable Backlog. February 2007. Under revision.
Book
Chapter
- Y. Aviv and G. Vulcano. 2009.
Dynamic List Pricing. Book chapter in preparation for Handbook of Pricing Management,
Eds. O. Ozer and R. Phillips, Oxford University Press. [abstract]
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]