Research

Research Interests

  • Applications: Pricing and Revenue Management, Supply Chain Management, Strategic Sourcing and Procurement Theory, Production and Inventory Management, Online Marketplaces

  • Methodologies: Stochastic Modeling and Performance Analysis, Stochastic Dynamic Programming, Reinforcement Learning, High-dimensional Statistics, Game Theory and Mechanism Design
Papers under Review/Revision

  • Real-Time Spatial-Intertemporal Dynamic Pricing for Balancing Supply and Demand in a Network. 2020. With Yanzhe Lei and Stefanus Jasin. [Working Paper]
  • Procurement Mechanisms with Post-Auction Pre-Selection Cost-Reduction Investigations. 2020. With Damian Beil and Izak Duenyas. [Working Paper]
  • Optimal Use and Replenishment of Two Substitutable Raw Materials in a Stochastic Capacitated Make-To-Order Production System. 2020. With Izak Duenyas and Stefanus Jasin. [Working Paper] [Additional Technical Details] 
Accepted and Published Papers

  • "Now or Later?": When to Deploy Qualification Screening in Open-Bid Auction for Re-Sourcing. 2020. With Wen Zhang and Elena Katok. Accepted at Operations Research[Working Paper Version]
  • Joint Learning and Optimization of Multi-Product Pricing with Finite Resource Capacity and Unknown Demand Parameters2020. With Stefanus Jasin and Izak Duenyas. Accepted at Operations Research[Working Paper Version]
  • A Nonparametric Self-Adjusting Control for Joint Learning and Optimization of Multi-Product Pricing with Finite Resource Capacity. 2019. With Stefanus Jasin and Izak Duenyas. Mathematics of Operations Research, Vol.44, No.2, 601-631. [Journal Version] [Working Paper Version] [Matlab code] [Compound Poisson Extension]
  • When to Deploy Test Auctions in Sourcing. 2018. With Damian Beil, Izak Duenyas, Brendan See. Manufacturing & Service Operations Management, Vol.20, No.2, 232-248. [Journal Version] [Working Paper Version]
  • Real-Time Dynamic Pricing with Minimal and Flexible Price Adjustment. 2016. With Stefanus Jasin and Izak Duenyas. Management Science, Vol.62, No.8, 2437-2455. [Journal Version] [Working Paper Version]
  • Joint Inventory-Location Problem under the Risk of Probabilistic Facility Disruptions. 2011. With Xiaopeng Li and Yanfeng Ouyang. Transportation Research Part B: MethodologicalVol.45, No.7, 991-1003[Journal Version] [Working Paper Version]

(Last Updated: November 2020)