Gabriel Y. Weintraub
Assistant Professor
Decision, Risk, and Operations
Columbia Business School
gweintraub “at” columbia.edu
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, in preparation.
Adlakha, S., R. Johari, and G.Y. Weintraub (2009), Asymptotic Analysis of Large Scale Dynamic Stochastic Games, in preparation.
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.
Farias, V,. D. Saure, and G.Y. Weintraub (2008), The Linear Programming Approach to Solving Large Scale Dynamic Stochastic Games, submitted for publication (finalist of 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, 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]
Jeziorski, P., G.Y. Weintraub, Benkard, C.L., and B. Van Roy (2009), Oblivious Equilibrium for Concentrated Industries, working paper.
Johari, R., G.Y. Weintraub, and B. Van Roy (2009), Investment and Market Structure in Industries with Congestion, accepted under minor revisions, Operations Research (first version: January 2007; this version: August 2009).
Njoroge, P., A. Ozdaglar, N. Stier, and G.Y. Weintraub (2009), Competition, Market Coverage, and Quality Choice in Interconnected Platforms, in preparation.
Johari, R. and G.Y. Weintraub (2008), Competition and Contracting in Service Industries, submitted for publication.
Published Papers
Weintraub, G.Y., C.L. Benkard, and B. Van Roy (2009), Computational Methods for Oblivious Equilibrium, forthcoming Operations Research (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]
- 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 Firm, 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.