Assaf Zeevi
Kravis Professor of Business
Decision, Risk, and Operations
BSc, Technion; MS, 1997; MS, Stanford; PhD, 2001
Joined CBS in 2001
Office:
1115
Kravis
Phone:
212-854-9678
E-mail:
[email protected]
Fax:
212-316-9180
Personal Website
Curriculum Vitae
Biography
Assaf Zeevi is Professor and holder of the Kravis chair at the Graduate School of Business, Columbia University. His research and teaching interests lie at the intersection of Operations Research, Statistics, and Machine Learning. In particular, he has been developing theory and algorithms for reinforcement learning, Bandit problems, stochastic optimization, statistical learning and stochastic networks. Application domains include online retail platforms, healthcare analytics, dynamic pricing engines, recommender systems, and social learning in online marketplaces.
Assaf received his B.Sc. and M.Sc. (Cum Laude) from the Technion, in Israel, and subsequently his Ph.D. from Stanford University. He spent time as a visitor at Stanford University, the Technion and Tel Aviv University. He is the recipient of several teaching and research awards including a CAREER Award from the National Science Foundation, an IBM Faculty Award, Google Research Award, as well as several best paper awards including the 2019 Lanchester Prize. Assaf has recently served a term as Vice Dean at Columbia Business School and Editor-in-Chief of Stochastic Systems (the flagship journal of INFORMS' Applied Probability Society). He also serves on various other editorial boards and program committees in the Operations Research and Machine Learning communities, as well as scientific advisory boards for startup companies in the high technology sector.
Teaching
Spring 2022
The Analytics Advantage
(MBA)
(PhD) Foundations of Stochastic Modeling
(PHD)
Spring 2021
The Analytics Advantage
(MBA)
(PhD) Foundations of Stochastic Modeling
(PHD)
DRO Topics Seminar
(PHD)
Fall 2021
Spring 2020
Managerial Statistics
(EMBA)
(PhD) Foundations of Stochastic Modeling
(PHD)
Summer 2020
Fall 2020
Spring 2019
Managerial Statistics
(EMBA)
(PhD) Foundations of Stochastic Modeling
(PHD)
Fall 2019
Spring 2018
Managerial Statistics
(EMBA)
(PhD) Foundations of Stochastic Modeling
(PHD)
Fall 2018
Columbia Caseworks cases
Deconstructing the Price of Diamonds
(2011)
Coauthor(s): Nicolas Stier-Moses, Assaf Zeevi
Research
Journal articles
Optimal Exploration-Exploitation in a Multi-armed Bandit Problem with Non-stationary Rewards
In Stochastic Systems
(2019)
Coauthor(s): Omar Besbes, Yonatan Gur, Assaf Zeevi
Optimization in Online Content Recommendation Services: Beyond Click-Through-Rates
In Manufacturing & Service Operations
(2016)
Coauthor(s): Omar Besbes, Yonatan Gur, Assaf Zeevi
On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning
In Management Science
(2015)
Coauthor(s): Omar Besbes, Assaf Zeevi
Non-Stationary Stochastic Optimization
In Operations Research
(2015)
Coauthor(s): Omar Besbes, Yonatan Gur, Assaf Zeevi
Blind Network Revenue Management
In Operations Research
(2012)
Coauthor(s): Omar Besbes, Assaf Zeevi
A Note on Performance Limitations in Bandit Problems with Side Information
In IEEE Transactions on Information Theory
(2011)
Coauthor(s): Assaf Zeevi, Alexander Goldenshluger
A Note on the Relationship Among Capacity, Pricing, and Inventory in a Make-to-Stock System
In Production and Operations Management
(2011)
Coauthor(s): Gad Allon, Assaf Zeevi
General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm
In Operations Research
(2011)
Coauthor(s): Mark Broadie, Deniz Cicek, Assaf Zeevi
On the minimax complexity of pricing in a changing environment
In Operations Research
(2011)
Coauthor(s): Omar Besbes, Assaf Zeevi
Capacity sizing under parameter uncertainty: Safety staffing principles revisited
In Management Science
(2010)
Coauthor(s): Assaf Zeevi, Achal Bassambo, Ramandeep Randhawa
Testing the Validity of a Demand Model: An Operations Perspective
In Manufacturing & Service Operations Management
(2010)
Coauthor(s): Omar Besbes, Assaf Zeevi
Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms
In Operations Research
(2009)
Coauthor(s): Omar Besbes, Assaf Zeevi
On a data-driven method for staffing large call centers
In Operations Research
(2009)
Coauthor(s): Achal Bassamboo, Assaf Zeevi
Pointwise stationary fluid models for stochastic processing networks
In Manufacturing & Service Operations Management
(2009)
Coauthor(s): Achal Bassamboo, J. Richard Harrison, Assaf Zeevi
Woodroofe's one-armed bandit problem revisited
In Annals of Applied Probability
(2009)
Coauthor(s): Alexander Goldenshluger, Assaf Zeevi
Bounding stationary expectations of Markov processes
In IMS Collections
(2008)
Coauthor(s): Peter Glynn, Assaf Zeevi
Change-point estimation from indirect observations. 1. Minimax complexity
(2008)
Coauthor(s): Alexander Goldenshluger, A. Juditsky, A. Tsybakov, Assaf Zeevi
Change-point estimation from indirect observations. 2. Adaptation
(2008)
Coauthor(s): Alexander Goldenshluger, A. Juditsky, A. Tsybakov, Assaf Zeevi
Portfolio credit risk with extremal dependence: Asymptotic analysis and efficient simulation
In Operations Research
(2008)
Coauthor(s): Achal Bassamboo, Sandeep Juneja, Assaf Zeevi
On the inefficiency of state-independent importance sampling in the presence of heavy tails
In Operations Research Letters
(2007)
Coauthor(s): Achal Bassamboo, Sandeep Juneja, Assaf Zeevi
Recovering convex boundaries from blurred and noisy observations
In The Annals of Statistics
(2006)
Coauthor(s): Alexander Goldenshluger, Assaf Zeevi
Optimal change-point estimation from indirect observations
In The Annals of Statistics
(2006)
Coauthor(s): Alexander Goldenshluger, A. Tsybakov, Assaf Zeevi
Validity of heavy traffic steady-state approximations in generalized Jackson networks
In The Annals of Applied Probability
(2006)
Coauthor(s): David Gamarnik, Assaf Zeevi
Design and control of a large call center: Asymptotic analysis of an LP-based method
In Operations Research
(2006)
Coauthor(s): Achal Bassamboo, J. Richard Harrison, Assaf Zeevi
Pricing and Design of Differential Services: Approximate Analysis and Structural Insights
In Operations Research
(2005)
Coauthor(s): Costis Maglaras, Assaf Zeevi
A Method for Staffing Large Call Centers Based on Stochastic Fluid Models
In Manufacturing and Service Operations Management
(2005)
Coauthor(s): J. Richard Harrison, Assaf Zeevi
Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits
In Queueing Systems
(2005)
Coauthor(s): Achal Bassamboo, J. Richard Harrison, Assaf Zeevi
The Hough transform estimator
In The Annals of Statistics
(2004)
Coauthor(s): Alexander Goldenshluger, Assaf Zeevi
Recurrence properties of autoregressive processes with super-heavy-tailed innovations
In Journal of Applied Probability
(2004)
Coauthor(s): Assaf Zeevi
Estimating tail decay for stationary sequences via extreme values
In Advances in Applied Probability
(2004)
Coauthor(s): Assaf Zeevi, Peter Glynn
Diffusion Approximations for a Markovian Multi-Class Service System with 'Guaranteed' and 'Best-Effort' Service Levels
In Mathematics of Operations Research
(2004)
Coauthor(s): Costis Maglaras, Assaf Zeevi
Dynamic scheduling of a multiclass queue in the Halfin-Whitt heavy traffic regime
In Operations Research
(2004)
Coauthor(s): J. Richard Harrison, Assaf Zeevi
Pricing and Capacity Sizing for Systems with Shared Resources: Scaling Relations and Approximate Solutions
In Management Science
(2003)
Coauthor(s): Costis Maglaras, Assaf Zeevi
Security of quantum key distribution with entangled photons against individual attacks
In Physical Review A
(2002)
Coauthor(s): Edo Waks, Assaf Zeevi, Yoshihisa Yamamoto
Nonasymptotic bounds for autoregressive time series modeling
In Annals of Statistics
(2001)
Coauthor(s): Alexander Goldenshluger, Assaf Zeevi
On the maximum workload of a queue fed by fractional Brownian motion
In The Annals of Applied Probability
(2000)
Coauthor(s): Peter Glynn, Assaf Zeevi
Error bounds for functional approximation and estimation using mixtures of experts
In IEEE Transactions on Information Theory
(1998)
Coauthor(s): Assaf Zeevi, Ronny Meir, V. Maiorov
Density estimation through convex combinations of densities: Approximation and estimation bounds
In Neural Networks
(1997)
Coauthor(s): Assaf Zeevi, Ronny Meir
Chapters
Nonparametric bandits with covariates
In Proceedings of the 23rd conference on learning theory (COLT)
(2010)
Coauthor(s): Assaf Zeevi, Philippe Rigolet
Revenue Maximization Through "Smart" Inventory Management in Reservation-Based Online Advertising
In The Twelfth Workshop on Mathematical Performance Modeling and Analysis
(2010)
Coauthor(s): Assaf Zeevi
Revenue Maximization in Reservation-based Online Advertising Through Dynamic Inventory Management
In Proceedings of the 48th Annual Allerton Conference on Communication, Control, and Computing
(2010)
Coauthor(s): Assaf Zeevi
Extreme events and multi-name credit derivatives
In Credit Derivatives: The Definitive Guide
(2003)
Coauthor(s): Roy Mashal, Marco Naldi, Assaf Zeevi
Estimating tail probabilities in queues via extremal statistics
In Analysis of Communication Networks: Call Centres, Traffic and Performance
(2000)
Coauthor(s): Peter Glynn, Assaf Zeevi
Working papers
An integrated model for capacity planning and dynamic control in call center networks with general SLAs
(2011)
Coauthor(s): Awi Federgruen, Santiago Balseiro, Assaf Zeevi
Revenue maximization in a queueing system offering differentiated services
(2011)
Coauthor(s): Costis Maglaras, John Yao, Assaf Zeevi
A Linear Response Bandit Problem
(2010)
Coauthor(s): Assaf Zeevi, Alexander Goldenshluger
Optimal dynamic assortment planning
(2010)
Coauthor(s): Assaf Zeevi, Denis Saure
Assessing financial product solutions to America's retirement income planning: A closer look at annuity lifetime withdrawal guarantees and target date mutual funds
(2010)
Coauthor(s): Awi Federgruen, Assaf Zeevi
Bayesian dynamic pricing policies: Learning and earning under a binary prior distribution
(2010)
Coauthor(s): Assaf Zeevi, N. Bora Keskin, J. Richard Harrison