Revenue Management and Dynamic Pricing with Application in the Retail Industry.
- The Role of Financial Markets in Operations.
- Queueing Theory and Manufacturing Systems.
- Production Systems in the Copper Industry.
Revenue Management and Dynamic Pricing
- Coordinating Clearance Markdown Sales of Seasonal Products in Retail Chains. Operations Research, vol. 46, No 5, 609-624, 1998. (with Gabriel Bitran and Susana Mondschein). [Paper]
- An Overview of Pricing Models for Revenue Management. M&SOM 5, 203-229, 2003. (with Gabriel Bitran). [Paper].
- Revenue Management with Incomplete Demand Information. Encyclopedia of Operations Research, Wiley, (forthcoming). (with Victor Araman) [Paper].
- Revenue Sharing in Airline Alliances. Working paper. (with Xing Hu and Gustavo Vulcano).
- Pricing Policies for Perishable Products with Demand Substitution. Under review (with Gabriel Bitran and Raimundo Vial). [Paper].
- Learning Customers Preferences through Repetitive Sale Interactions. (with Gabriel Bitran and Paulo Rocha e Oliveira). In preparation [Abstract].
- Robust Network Revenue Management. (with Fernando Ordonez). In preparation.
- Dynamic Assortment Planning. In preparation (with Felipe Caro).
- The Rental Problem. Unpublished manuscript (with Susana Mondschein) [Paper] .
Queueing Theory and Manufacturing Systems
- Approximations for Multi-Class Departure Processes. Queueing Systems 38, 205-212, 2001. [Paper].
- Two-Class Priority Queueing System with State-Dependent Arrivals. Queueing Systems 40, 355-382, 2002. (with Gabriel Bitran). [Paper].
- Policy Model for Pollution Control in the Copper Industry. Operations Research 51, 1-16, 2003. (with Susana Mondschein) [Paper].
- Analysis of a Decentralized Production-Inventory System. M&SOM 5, 1-17, 2003. (with Lawrence Wein) [Paper].
- Revenue Management of a Make-to-Stock Queue. Operations Research 54(5), 859-875, 2006. (with Lawrence Wein) [Paper].
- FCFS Infinite Bipartite Matching of Servers and Customers. (with Ed Kaplan and Gideon Weiss). Advances in Applied probability 41, 695-730. [Paper].
This paper is based on an unpublished manuscript A Heavy Traffic Approximation for Queues with Restricted Customer-Server Matchings (with Ed Kaplan) [Paper].
Financial Markets and Operations
- Optimal Control and Hedging of Operations in the Presence of Financial Markets. Mathematics of Operations Research 31(2), 285-304, 2006. (with Martin Haugh) [Paper].
- Supply Contracts with Financial Hedging. Operations Research 57, 47-65 (with Martin Haugh). [Paper].
- Insider Trading with a Random Deadline. (with Ennio Stacchetti). Econometrica 78(1), 245-283. [Paper].
This paper is based on the working paper Insider Trading with Stochastic Valuation (with Ennio Stacchetti) [Paper].
- The Role of Financial Services in Procurement Contracts (with Xiangfeng Chen). To appear in the Handbook of Integrated Risk Management in Global Supply Chains, co-edited by Panos Kouvelis, Onur Boyabatli, Lingxiu Dong, and Rong Li and to be published by John Wiley & Sons, Inc. [Paper].
- A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging. Under review (with Martin Haugh). [Paper].
- Operational Models with Risk Hedging Constraints. (with Martin Haugh and Leon Valdes). In preparation [Abstract].
- Optimal Operating Control and Dividend Distribution Policies (with Cristobal Correa and Chunde Dai). In preparation.
- Politicas de Precio para Productos Perecibles. Civil Industrial Engineering Thesis, Department of Industrial Engineering, University of Industrial Engineering Chile, 1995.[PDF in Spanish]
- Control de la Contaminacion Atmosferica de las Fundiciones Estatales de Cobre Mediante un Sistema de Apoyo a las Decisiones. Rev. Ing. Syst. XIV, 79-101, 2000. (with Susana Mondschein)(In Spanish)
- Analyzing the Make-to-Stock Queue in the Supply Chain and eBusiness Settings. Ph.D. thesis, Sloan School of Management, MIT, 2001. [Postscript file]
- Revenue Management of a Make-to-Stock-Queue. MSOM 4, 4-6, 2002. [Abstract]
Last modified: 24-Jul-09