2002-2003 Decision, Risk, and Operations Seminars

Date/Time Speaker
Friday
September 20th
Prof. Sergei Savin (DRO)

Online Haggling at a Name-Your-Own-Price Retailer: Theory and Application
Friday
September 27th
Prof. David Assaf (Hebrew University)

Results on Recent Multiple Stopping and Prophet Inequalities
Friday
October 4th
Prof. Harborne W. Stuart, Jr. (DRO)

Temptation in Shrinking-Pie, Bargaining Games
Friday
October 18th
Prof. Fangruo Chen

Auctioning Supply Contracts
Salesforce Incentives, Market Information, and Produnction/Inventory Planning
Friday
October 25th
Prof. Gustavo Vulcano Optimal Auctioning and Ordering in an Infinite Horizon Inventory-pricing System (joint work with G. van Ryzin)
Friday
November 8th
Bin Yu Large Sample Propertiies of Weighted Monte Carlo estimator Shrinivas Krishnamoorthy Capacity Allocation under Competition Joern Meissner Partitioning Heuristics for the Multi-Item Capacitated Lot-Sizing Problem (download PDF)

Friday
November 22nd
Zhi Huang (IEOR)
Two Dimension Option Pricing by a Jump Diffusion Model
Friday
February 7th
Prof. Alp Muharremoglu (DRO) Optimal Policied for Multi-Echelon Inventory Systems with Expenditing
Friday
February 14th
Prof. Steven Kou (IEOR) A Tale of Two Growths: Modeling Stochastic Endogenous Growth and Growth Stocks
Friday
February 21st
Prof. Garud Iyengar (IEOR) Pricing and Design of Differentiated Services
Friday
March 28th
Prof. Martin Haugh (IEOR) Optimal Control and Hedging of Operations in the Presence of Financial Markets
Friday
April 11th
Prof. Assaf Zeevi (DRO) Heavy-traffic approximations for a system with "Guaranteed" and "Best-effort" service levels
Friday
April 18th
Menghui Cao (IEOR) Improved Monte Carlo Methods for Tighter Price Bounds of American Options
Friday
April 25th
Prof. Perwez Shahabuddin (IEOR) On the Optimal Assignment of Streams in Server Farms
Friday
May 2nd
Prof. Garrett van Ryzin (DRO) Revenue Management Under a General Discrete Choice Model of Consumer Behavior