Ph.D., Columbia University, 2008
M.Sc., Stanford University, 2000
B.S., Ecole Polytechnique (France), 1999
Stochastic modeling and data-driven decision-making with applications in e-commerce, online advertising, pricing and revenue management, operations management and service systems.
- 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.