Gabriel Y. Weintraub

Assistant Professor

Decision, Risk, and Operations

Columbia Business School

gweintraub “at” columbia.edu

You can find my CV here.

Research Papers

Working Papers


Olivares, M., G.Y. Weintraub, D. Yung, and R. Epstein (2009), Empirical Analysis of a Procurement Combinatorial Auction, working paper.


Adlakha, S., R. Johari, and G.Y. Weintraub (2009), Asymptotic Analysis of Large Scale Dynamic Stochastic Games, working paper.


Farias, V,. D. Saure, and G.Y. Weintraub (2010), An Approximate Dynamic Programming Approach to Solving Dynamic Oligopoly Models, submitted for publication (first version: September 2008; this version: January 2010). This work got the second place in the 2009 Informs JFIG Paper Competition.

      - Download Java/CPLEX code to compute and approximate MPE.

        [Download code] [Link to documentation]


Weintraub, G.Y., C.L. Benkard, and B. Van Roy (2009), Industry Dynamics: Foundations for Models with an Infinite Number of Firms, submitted for publication.


Weintraub, G.Y., C.L. Benkard, P. Jeziorski, and B. Van Roy (2008), Nonstationary Oblivious Equilibrium, preliminary draft.

      - Download C++ code for computing OE, nonstationary OE, and OE with

      aggregate shocks, and error bounds. [Download code] [Documentation]    

      [Pre-compiled binaries]


Oblivious Equilibrium for Concentrated Industries, working paper, with C.L. Benkard and P. Jeziorski (2009).


Njoroge, P., A. Ozdaglar, N. Stier, and G.Y. Weintraub (2009), Competition, Market Coverage, and Quality Choice in Interconnected Platforms, working paper.

  

Johari, R. and G.Y. Weintraub (2008), Competition and Contracting in Service Industries, submitted for publication.



Journal Papers


Johari, R., G.Y. Weintraub, and B. Van Roy (2009), Investment and Market Structure in Industries with Congestion, forthcoming, Operations Research (first version: January 2007; this version: August 2009).


Weintraub, G.Y., C.L. Benkard, and B. Van Roy (2009), Computational Methods for Oblivious Equilibrium, forthcoming Operations Research, Special Issue in Computational Economics (first version: April 2007; this version: April 2009).

    - Download C++ code for computing OE, nonstationary OE, and OE with

      aggregate shocks, and error bounds. [Download code] [Documentation]    

      [Pre-compiled binaries

    - Download Matlab code for computing OE and error bounds. [Download code]


Weintraub, G.Y., C.L. Benkard, and B. Van Roy (2008), Markov Perfect Industry Dynamics with Many Firms, Econometrica, Vol. 76, No. 6 (November, 2008), 1375–1411. [Download unpublished technical Appendix]


Epstein, R., L. Henríquez, J. Catalán, G.Y. Weintraub, C. Martínez, and F. Espejo (2004), A Combinatorial Auction Improves School Meals in Chile: a Case of Operations Research in Developing Countries, International Transactions in Operational Research, Vol. 11, No. 6, 593-612 (Special issue, IFORS “Operations Research for Development” Prize 2002, winner paper).


Mondschein, S. and G.Y. Weintraub (2003), Appointment Policies in Service Operations: A Critical Analysis of the Economic Framework, Production and Operations Management, Vol. 12, No. 2, 266-286.


Epstein, R., L. Henríquez, J. Catalán, G.Y. Weintraub, and C. Martínez (2002), A Combinational Auction Improves School Meals in Chile, Interfaces, Vol. 32, No. 6, 1-14.



Refereed Conference Proceedings


Njoroge, P., A. Ozdaglar, N. Stier, and G.Y. Weintraub (2009), Competition, Market Coverage, and Quality Choice in Interconnected Platforms, NetEcon Workshop.


S. Adlakha, R. Johari, G.Y. Weintraub and A. Goldsmith, Oblivious Equilibrium for Large-Scale Stochastic Games with Unbounded Costs, IEEE Conference on Decision and Control, 2008.


Adlakha, S., R. Johari, G.Y. Weintraub, and A. Goldsmith (2008), Oblivious Equilibrium for Stochastic Games with Concave Utility, Allerton Conference on Communications, Control and Computing.


Abhishek, V., S. Adlakha, R. Johari, and G.Y. Weintraub (2007), Oblivious Equilibrium for General Stochastic Games with Many Players, Allerton Conference on Communications, Control and Computing.


Weintraub, G.Y., C.L. Benkard, and B. Van Roy (2005), Oblivious Equilibrium: A Mean Field Approximation for Large-Scale Dynamic Games, Advances in Neural Information Processing Systems, MIT Press.



Published Papers in Spanish


Epstein, R., L. Henríquez, F. Espejo, J. Catalán, G.Y. Weintraub, and C. Martínez (2003), An Example of Optimization, Perspectivas en Política, Economía y Gestión, Vol. 6, No. 2, 181-202.


Mondschein, S. and G.Y. Weintraub (2001), Is it Convenient to Make Appointments in a Service Company?, Revista de Ingeniería de Sistemas, Vol. 16, No. 1, 21-48.


Epstein, R., L. Henríquez, J. Catalán, G.Y. Weintraub, and C. Martínez (2001), Integer Programming Improves the Auction Process of School Meals, Revista de Ingeniería de Sistemas, Vol. 15, No. 1, 13-30.