Omar Besbes

Omar Besbes
Philip H. Geier Jr. Associate Professor of Business
Decision, Risk & Operations
Graduate School of Business, Columbia University
3022 Broadway, New York, NY, 10027

Phone: +1 (212) 854 5638
Email: ob2105 "at" columbia "dot" edu
Office: Uris Hall, 405A

Education
Ph.D., Columbia University, 2008
M.Sc., Stanford University, 2000
B.S., Ecole Polytechnique (France), 1999

Research interests
Stochastic modeling and data-driven decision-making with applications in e-commerce, online advertising, pricing and revenue management, operations management and service systems.

Research papers

Auctions for online display advertising exchanges: approximations and design, under review. with Santiago Balseiro and Gabriel Weintraub.
On information distortions in online ratings, under review. with Marco Scarsini.
Non-Stationary Stochastic optimization, under review. with Yonatan Gur and Assaf Zeevi.
Inter-temporal price discrimination: Structure and Computation of Optimal Policies under review. with Ilan Lobel.
Dynamic pricing in the presence of demand shifts, under review. with Denis Saure.
On the (surprising) sufficiency of linear models for dynamic pricing with demand learning , under review. with Assaf Zeevi.
Product assortment and price competition under multinomial logit demand, under review. with Denis Saure.
On implications of demand censoring in the newsvendor problem, Management Science, 2013, 59, 1407-1424. with Alp Muharremoglu.
Dynamic pricing with financial milestones: feedback-form policies, Management Science, 2012, 58, 1715–1731. with Costis Maglaras.
Blind network revenue management, Operations Research, 2012, 60, 1520-1536. with Assaf Zeevi.
On the minimax complexity of pricing in a changing environment, Operations Research, 2011, 59, 66-79. with Assaf Zeevi.
Testing the validity of a demand model: an operations perspective, Manufacturing & Service Operations Management, 2010, 12, 162-183. with Robert Phillips and Assaf Zeevi.
Dynamic pricing without knowing the demand function: risk bounds and near-optimal algorithms, Operations Research, 2009, 57, 1407-1420. with Assaf Zeevi.
Revenue optimization for a make-to-order queue in an uncertain market environment, Operations Research, 2009, 57, 1438-1450. with Costis Maglaras.
Going bunkers: the joint route selection and refueling problem, Manufacturing & Service Operations Management, 2009, 11, 694-711. with Sergei Savin.

Other Publications

Effect of grid resolution on accuracy of skin friction and heat transfer in turbulent boundary layers, AIAA Paper No. 2000-0820, AIAA 38th Aerospace Sciences Meeting, Reno, Nevada, 2000. with F. Thivet and D. Knight.