Rene A. Caldentey

Research Interests

- 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].

- Online Auction and List Price Revenue Management. Management Science 53-5, 795-813, 2007. (with Gustavo Vulcano). [Paper],[Online Appendix].

- Dynamic Pricing for Non-Perishable Products with Demand Learning. Operations Research 57(5), 1169-1188. (with Victor Araman)[Paper],[Online Appendix].

- 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 Unpublished manuscript (with Susana Mondschein) [Paper] .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  This paper is based on an unpublished manuscript A Heavy Traffic Approximation for Queues with Restricted Customer-Server Matchings (with Ed Kaplan) [Paper].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].

- A Real Option Approach for Valuating Long-term Planning in the Mining Industry. Working paper (with Rafael Epstein and Denis Saure). [Paper].

- Optimal Operating Control and Dividend Distribution Policies (with Cristobal Correa and Chunde Dai). In preparation.



Other Publications

- 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