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
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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 Unpublished manuscript (with Susana Mondschein)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This paper is based on an unpublished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