Biography

I am an Associate Professor of Business at the Graduate School of Business, Columbia University, and a research scientist at Google Research. My research develops novel methodological approaches that combine dynamic optimization, stochastic modeling, and game theory to address fundamental problems in the digital economy. My work tackles central problems in internet advertising while making methodological contributions to the area of large-scale sequential decision-making in the face of uncertainty and dynamic optimization with incentives. My research has been recognized by multiple awards including an early career award and a best dissertation award, and numerous best paper awards. I am also the Research Director of the Deming Center. 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. Uniformly Bounded Regret in Dynamic Fair Allocation
    •  with S. Xia
    •  Third ACM conference on Equity and Access in Algorithms, Mechanisms, and Optimization (EAAMO), Boston, MA.
  2. 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.
  3. 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.
  4. Robust Budget Pacing with a Single Sample
  5. 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
  6. 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.
  7. 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.
  8. Optimal Mechanisms for Value Maximizers with Budget Constraints via Target Clipping
  9. Robust Auction Design in the Auto-bidding World
  10. 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
  11. 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.
  12. Non-Excludable Dynamic Mechanism Design
  13. 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.
  14. 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.
  15. Contextual Bandits with Cross-Learning
  16. 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.
  17. Dynamic Double Auctions: Towards First Best
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Yield Optimization of Display Advertising with Ad Exchange
  25. 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. On Dual-Based PI Controllers for Online Allocation Problems
  4. Dynamic Pricing for Reusable Resources: The Power of Two Prices
    •  with W. Ma and W. Zhang

Awards

  1. Donald P. Gaver, Jr. Early Career Award for Excellence in Operations Research, 2023.
  2. Revenue Management and Pricing Section Prize, 2023.
  3. Michael H. Rothkopf Junior Researcher Paper Prize, Finalist, 2023 (Entrant: R. Kumar).
  4. George Nicholson Student Paper Competition, Finalist, 2022 (Entrant: J. Anunrojwong).
  5. Michael H. Rothkopf Junior Researcher Paper Prize, 2022 (Entrant: H. Lu).
  6. Revenue Management and Pricing Section Student Paper Prize, 2019 (Entrant: C. Chen).
  7. Junior Faculty Interest Group Best Paper Award, Honorable Mention, 2018.
  8. Google Faculty Research Award, Summer 2015. Amount: $64,000.
  9. George B. Dantzig Dissertation Award, First Place, 2014.
  10. George Nicholson Student Paper Competition, Honorable Mention, 2014.
  11. Networks, Electronic Commerce, and Telecommunications (NET) Institute Summer Grant, 2012. Amount: $7500.
  12. Deming Doctoral Fellowship, Columbia University, 2011. Amount: $10,000.
  13. Google Engineering Intern Scholarship, 2010. Amount: $10,000.
  14. Full Tuition and Fellowship, Graduate School of Business, Columbia University, 2008-2013.