Biography

I am an Associate Professor of Business at the Graduate School of Business, Columbia University, and a research scientist at Google Research. My primary research interests are in the area of dynamic optimization, stochastic systems, and game theory with applications in revenue management and internet advertising markets. I am a graduate of University of Buenos Aires and received my Ph.D. from Columbia University’s Graduate School of Business in 2013. Before joining Columbia, I was on the faculty at the Fuqua School of Business, Duke University.

Journal Papers

  1. Contextual Standard Auctions with Budgets: Revenue Equivalence and Efficiency Guarantees
  2. Survey of Dynamic Resource Constrained Reward Collection Problems: Unified Model and Analysis
    •  with O. Besbes and D. Pizarro
    •  Operations Research (forthcoming)
  3. Incentive-Compatible Assortment Optimization for Sponsored Products
    •  with A. Desir
    •  Management Science (forthcoming)
  4. Contextual Bandits with Cross-Learning
  5. Mechanism Design under Approximate Incentive Compatibility
  6. The Best of Many Worlds: Dual Mirror Descent for Online Allocation Problems
  7. Dynamic Double Auctions: Towards First Best
  8. On the Futility of Dynamics in Robust Mechanism Design
  9. Dynamic Pricing of Relocating Resources in Large Networks
  10. Budget Management Strategies in Repeated Auctions
  11. Multi-Stage Intermediation in Online Advertising
    •  with O. Candogan and H. Gurkan
    •  Manufacturing & Service Operations Management (May–Jun, 2021)
  12. Online Display Advertising Markets: A Literature Review and Future Directions
    •  with H. Choi, C.F. Mela, and A. Leary
    •  Information Systems Research (June, 2020)
  13. Multi-agent Mechanism Design without Money
    •  with H. Gurkan and P. Sun
    •  Operations Research (Sep-Oct, 2019)
  14. Learning in Repeated Auctions with Budgets: Regret Minimization and Equilibrium
    •  with Y. Gur
    •  Management Science (Sep, 2019)
  15. Dynamic Mechanism Design with Budget Constrained Buyers under Limited Commitment
  16. Approximations to Stochastic Dynamic Programs via Information Relaxation Duality
    •  with D.B. Brown
    •  Operations Research (Mar–Apr, 2019)
  17. Dynamic Mechanisms with Martingale Utilities
  18. Static Routing in Stochastic Scheduling: Performance Guarantees and Asymptotic Optimality
  19. Optimal Contracts for Intermediaries in Online Advertising
    •  with O. Candogan
    •  Operations Research (Jul-Aug, 2017)
  20. Bounds on the Welfare Loss from Moral Hazard with Limited Liability
  21. Repeated Auctions with Budgets in Ad Exchanges: Approximations and Design
  22. Yield Optimization of Display Advertising with Ad Exchange
  23. An Ant Colony Algorithm hybridized with insertion heuristics for the Time Dependent Vehicle Routing Problem with Time Windows
    •  with I. Loiseau, and J. Ramonet
    •  Computers & Operations Research (Jun, 2011)
    •  Data files

Conference Proceedings

  1. Robust Auction Design with Support Information
    •  with J. Anunrojwong and O.Besbes
    •  Proceedings of the 24rd ACM Conference on Economics and Computation (EC), London, UK, 2023.
  2. Single-Leg Revenue Management with Advice
    •  with C. Kroer and R. Kumar
    •  Proceedings of the 24rd ACM Conference on Economics and Computation (EC), London, UK, 2023.
  3. Robust Budget Pacing with a Single Sample
  4. Online Resource Allocation under Horizon Uncertainty
    •  with C. Kroer and R. Kumar
    •  ACM International Conference on Measurement and Modeling of Computer Systems (SIGMETRICS), 2023, Orlando, FL
  5. On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design
    •  with J. Anunrojwong and O.Besbes
    •  Proceedings of the 23rd ACM Conference on Economics and Computation (EC), Boulder, CO, 2022.
  6. Contextual Standard Auctions with Budgets: Revenue Equivalence and Efficiency Guarantees
    •  with C. Kroer and R. Kumar
    •  Proceedings of the 23rd ACM Conference on Economics and Computation (EC), Boulder, CO, 2022.
  7. Optimal Mechanisms for Value Maximizers with Budget Constraints via Target Clipping
  8. Robust Auction Design in the Auto-bidding World
  9. Regularized Online Allocation Problems: Fairness and Beyond
    •  with H. Lu and V. Mirrokni
    •  Proceedings of the 38th International Conference on Machine Learning (ICML), Virtual, 2021
  10. The Landscape of Auto-Bidding Auctions: Value Versus Utility Maximization
    •  with Y. Deng, V. Mirrokni, J. Mao, and S. Zuo
    •  Proceedings of the 22nd ACM Conference on Economics and Computation (EC), Budapest, Hungary, 2021.
  11. Non-Excludable Dynamic Mechanism Design
  12. Dual Mirror Descent for Online Allocation Problems
    •  with H. Lu and V. Mirrokni
    •  Proceedings of the 37th International Conference on Machine Learning (ICML), Vienna, Austria, 2020.
  13. Budget-Constrained Incentive Compatibility for Stationary Mechanisms
    •  with A. Kim, M. Mahdian, and V. Mirrokni
    •  Proceedings of the 21st ACM Conference on Electronic Commerce (EC), Budapest, Hungary, 2020.
  14. Contextual Bandits with Cross-Learning
  15. Dynamic Pricing of Relocating Resources in Large Networks
    •  with D.B. Brown and C. Chen
    •  Abstracts of the ACM International Conference on Measurement and Modeling of Computer Systems (SIGMETRICS), Phoeniz, AZ, 2019.
  16. Dynamic Double Auctions: Towards First Best
  17. Dynamic Revenue Sharing
    •  with Max Lin, V. Mirrokni, R. Paes Leme, and S. Zuo
    •  Proceedings of the Thirty-first Annual Conference on Neural Information Processing Systems (NIPS), Long Beach, CA, 2017.
  18. Learning in Repeated Auctions with Budgets: Regret Minimization and Equilibrium
    •  with Y. Gur
    •  Proceedings of the 18th ACM Conference on Economics and Computation (EC), Cambridge, MA, 2017.
  19. Budget Management Strategies in Repeated Auctions
    •  with A. Kim, M. Mahdian, and V. Mirrokni
    •  Proceedings of the 26th International World Wide Web Conference (WWW), Perth, Australia, 2017.
  20. Dynamic Mechanisms with Martingale Utilities
    •  with V. Mirrokni and R. Paes Leme
    •  Proceedings of the 18th ACM Conference on Economics and Computation (EC), Cambridge, MA, 2017.
  21. Dynamic Mechanism Design with Budget Constrained Buyers under Limited Commitment
    •  with O.Besbes and G. Weintraub
    •  Proceedings of the 17th ACM Conference on Economics and Computation (EC), Maastricht, the Netherlands, 2016.
  22. Auctions for Online Display Advertising Exchanges: Approximations and Design
    •  with O. Besbes and G. Weintraub
    •  Proceedings of the 14th ACM Conference on Electronic Commerce (EC), Philadelphia, PA, 2013.
  23. Yield Optimization of Display Advertising with Ad Exchange
  24. Bounds on the Welfare Loss from Moral Hazard with Limited Liability
    •  with F. Balmaceda, J.R. Correa, and N.E Stier
    •  Proceedings of the 6th Workshop on Internet & Network Economics (WINE), Stanford, CA, 2010.

Working Papers

  1. Joint Feedback Loop for Spend and Return-On-Spend Constraints
  2. Optimal Mechanisms for a Value Maximizer: The Futility of Screening Targets
  3. Uniformly Bounded Regret in Dynamic Fair Allocation
    •  with S. Xia
  4. On Dual-Based PI Controllers for Online Allocation Problems