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
  3. Incentive-Compatible Assortment Optimization for Sponsored Products
  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
  12. Online Display Advertising Markets: A Literature Review and Future Directions
  13. Multi-agent Mechanism Design without Money
  14. Learning in Repeated Auctions with Budgets: Regret Minimization and Equilibrium
  15. Dynamic Mechanism Design with Budget Constrained Buyers under Limited Commitment
  16. Approximations to Stochastic Dynamic Programs via Information Relaxation Duality
  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
  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

Conference Proceedings

  1. Robust Auction Design with Support Information
  2. Single-Leg Revenue Management with Advice
  3. Robust Budget Pacing with a Single Sample
  4. Online Resource Allocation under Horizon Uncertainty
  5. On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design
  6. Contextual Standard Auctions with Budgets: Revenue Equivalence and Efficiency Guarantees
  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
  10. The Landscape of Auto-Bidding Auctions: Value Versus Utility Maximization
  11. Non-Excludable Dynamic Mechanism Design
  12. Dual Mirror Descent for Online Allocation Problems
  13. Budget-Constrained Incentive Compatibility for Stationary Mechanisms
  14. Contextual Bandits with Cross-Learning
  15. Dynamic Pricing of Relocating Resources in Large Networks
  16. Dynamic Double Auctions: Towards First Best
  17. Dynamic Revenue Sharing
  18. Learning in Repeated Auctions with Budgets: Regret Minimization and Equilibrium
  19. Budget Management Strategies in Repeated Auctions
  20. Dynamic Mechanisms with Martingale Utilities
  21. Dynamic Mechanism Design with Budget Constrained Buyers under Limited Commitment
  22. Auctions for Online Display Advertising Exchanges: Approximations and Design
  23. Yield Optimization of Display Advertising with Ad Exchange
  24. Bounds on the Welfare Loss from Moral Hazard with Limited Liability

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
  4. On Dual-Based PI Controllers for Online Allocation Problems