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. Survey of Dynamic Resource Constrained Reward Collection Problems: Unified Model and Analysis
  2. Incentive-Compatible Assortment Optimization for Sponsored Products
  3. Contextual Bandits with Cross-Learning
  4. Mechanism Design under Approximate Incentive Compatibility
  5. Dynamic Double Auctions: Towards First Best
  6. The Best of Many Worlds: Dual Mirror Descent for Online Allocation Problems
  7. On the Futility of Dynamics in Robust Mechanism Design
  8. Dynamic Pricing of Relocating Resources in Large Networks
  9. Budget Management Strategies in Repeated Auctions
  10. Multi-Stage Intermediation in Online Advertising
  11. Online Display Advertising Markets: A Literature Review and Future Directions
  12. Multi-agent Mechanism Design without Money
  13. Learning in Repeated Auctions with Budgets: Regret Minimization and Equilibrium
  14. Dynamic Mechanism Design with Budget Constrained Buyers under Limited Commitment
  15. Approximations to Stochastic Dynamic Programs via Information Relaxation Duality
  16. Dynamic Mechanisms with Martingale Utilities
  17. Static Routing in Stochastic Scheduling: Performance Guarantees and Asymptotic Optimality
  18. Optimal Contracts for Intermediaries in Online Advertising
  19. Bounds on the Welfare Loss from Moral Hazard with Limited Liability
  20. Repeated Auctions with Budgets in Ad Exchanges: Approximations and Design
  21. Yield Optimization of Display Advertising with Ad Exchange
  22. An Ant Colony Algorithm hybridized with insertion heuristics for the Time Dependent Vehicle Routing Problem with Time Windows

Conference Proceedings

  1. On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design
  2. Contextual Standard Auctions with Budgets: Revenue Equivalence and Efficiency Guarantees
  3. Optimal Mechanisms for Value Maximizers with Budget Constraints via Target Clipping
  4. Robust Auction Design in the Auto-bidding World
  5. Regularized Online Allocation Problems: Fairness and Beyond
  6. The Landscape of Auto-Bidding Auctions: Value Versus Utility Maximization
  7. Non-Excludable Dynamic Mechanism Design
  8. Dual Mirror Descent for Online Allocation Problems
  9. Budget-Constrained Incentive Compatibility for Stationary Mechanisms
  10. Contextual Bandits with Cross-Learning
  11. Dynamic Pricing of Relocating Resources in Large Networks
  12. Dynamic Double Auctions: Towards First Best
  13. Dynamic Revenue Sharing
  14. Learning in Repeated Auctions with Budgets: Regret Minimization and Equilibrium
  15. Budget Management Strategies in Repeated Auctions
  16. Dynamic Mechanisms with Martingale Utilities
  17. Dynamic Mechanism Design with Budget Constrained Buyers under Limited Commitment
  18. Auctions for Online Display Advertising Exchanges: Approximations and Design
  19. Yield Optimization of Display Advertising with Ad Exchange
  20. Bounds on the Welfare Loss from Moral Hazard with Limited Liability

Working Papers

  1. Online Resource Allocation under Horizon Uncertainty
  2. Uniformly Bounded Regret in Dynamic Fair Allocation
  3. From Online Optimization to PID Controllers: Mirror Descent with Momentum
  4. Single-Leg Revenue Management with Advice