|
|
|
Research
Summary |
|
|
Publications [.] “Audit and Remediation Strategies in the Presence of Evasion Capabilities,” with Shouqiang Wang and Francis de Vericourt, Operations Research, 72(5):1843-1860, 2024. [.] “Punish Underperformance with Suspension -- Optimal Dynamic Contracts in the Presence of Switching Cost,” with Ping Cao and Feng Tian, Management Science, 70(5): 3020-3037, 2024. [.] “Efficient Resource Allocation Contracts to Reduce Adverse Events,” with Yong Liang, Runyu Tang, and Chong Zhang, accepted for publication, Operations Research, 71(5):1889-1907, 2023. [.] “Wait Time Based Pricing for Queues with Customer-Chosen Service Times,” with Chen-An Lin and Kevin Shang, Management Science, 69(4):2127-2146, 2023. [.] “Optimal Contract for Machine Repair and Maintenance,” with Feng Tian and Izak Duenyas, Operations Research, 69(3):916-949, 2021. [.] “Optimal Monitoring Schedule in Dynamic Contracts,” with Mingliu Chen and Yongbo Xiao, Operations Research, 68(5):1285-1314, 2020. [.] “Search Under Accumulated Pressure,” with Saed Alizamir and Francis de Vericourt, accepted for publication, Operations Research, 2019. [.] “Multi-agent Mechanism Design without Money,” with Santiago Balseiro and Huseyin Gurkan, Operations Research, 67(5):1417-1436, 2019. [.] “Optimal Contract to Induce Continued Effort,” with Feng Tian, Management Science, 64(9):4193-4217, 2018.
[.] “Inducing Environmental Disclosures: A Dynamic Mechanism Design Approach,” with Shouqiang Wang and Francis de Vericourt, Operations Research, 64(2):371-389, 2016. [.] “Efficient Feed-In-Tariff Policies For Renewable Energy Technologies,” with Saed Alizamir and Francis de Vericourt, Operations Research, 64(1):52-66, 2016. [.] “Analyzing Scrip Systems,” with Kris Johnson and David Simchi-Levi, Operations Research, 62(3):524-534, 2014. (Online Appendix) [.] “Time-based Competition with Benchmark Effects,” Liu Yang, Francis de Vericourt and Peng Sun, accepted for publication, Manufacturing & Service Operations Management, 16(1):119-132, 2014. [.] “Diagnostic Accuracy Under Congestion,” Saed Alizamir, Francis de Vericourt and Peng Sun, Management Science, 59(1):157-171, 2013. [.] “Optimal
Structural Policies for Ambiguity and Risk Averse
Inventory and Pricing Models,” with Xin Chen, SIAM Journal on
Control and Optimization, 50(1):133-146, 2012. (Online
Appendix) [.] “Linear Programming for Mechanism Design: An Application to Bidder Collusion in First Price Auctions,” with Giuseppe Lopomo and Leslie Marx, Review of Economic Design, 15, 2011, pp. 177-211. [.] “Information Relaxation and Duality in
Stochastic Dynamic Programs,”with
David Brown and Jim Smith, Operations
Research, 58(4), 2010. (Online
Appendix) [.] “Decentralized Resource Allocation to Control an Epidemic: A Game Theoretic Approach,” with Shouqiang Wang and Francis de Vericourt, Mathematical Biosciences, 22(1), 2009, pp. 1-12. [.] “Selfish Drug Allocation to Contain an International Influenza Pandemic at the Onset,”with Liu Yang and Francis de Vericourt, Operations Research, 57(6), 2009, pp. 1320-1332. [.] “Linear
Convergence of a Modified Frank-Wolfe Algorithm for Computing Minimum Volume [.] “A Linear-Decision Based Approximation Approach to Stochastic Programming,” with Xin Chen, Melvyn Sim and Jiawei Zhang, Operations Research, 56(2), 2008, pp. 344-357. [.] “Risk Aversion in Inventory Management,” with Xin Chen, Melvyn Sim and David Simchi-Levi, Operations Research, 55(5), 2007, pp. 828-842. [.] “A Robust Optimization Perspective to Stochastic Programming,” with Xin Chen and Melvyn Sim, Operations Research, 55(6), 2007, pp. 1058-1071. [.] “Bias and Variance Approximation in Value Function Estimates,” with Shie Mannor, Duncan Simester and John Tsitsiklis, Management Science, 53(2), February 2007, pp. 308-322. (with online supplement)
[.] “Dynamic Catalog Mailing Policies,” with Duncan Simester and John Tsitsiklis, Management Science, 52(5), May 2006, pp. 683–696. [.] “Computation of Minimum Volume Covering Ellipsoids,” with Robert M. Freund, Operations Research, 52(5), 2004, pp. 690–706. Research Papers [.] “Optimal Conditional Drug Approval,” with Giuseppe Lopomo, David Ridley and Chenxi Xu, submitted, 2024. [.] “Funding the Real Deal -- Dynamic Moral Hazard with Adverse Selection,” with Feng Tian, Feifan Zhang and Izak Duenyas, under revision, 2024. [.] “Wait-Time-Based Control of Single-Server Queues,” with Chen-An Lin, and Kevin Shang, submitted, 2024. [.] “Dynamic Pricing and Release Time Control for Service Systems,” with Chen-An Lin, and Kevin Shang, submitted, 2024. [.] “Dynamic Contract Design with Learning,” with Shiyuan Wang and Yong Liang, submitted, 2024. [.] “Information Design and Communication in Cournot Competition,” with Xiao Wei, Liu, Yang and Zheyuan Huang, under revision, 2024. [.] “Dynamic Moral Hazard with Adverse Selection -- probation, sign-on bonus and delayed payment,” with Feng Tian, Feifan Zhang and Izak Duenyas, under revision, 2023. [.] “Controlling Epidemics: The Value of Information Design,” with Minjun Chang and Ali Makhdoumi, submitted, 2023. Permanent Working Papers “Risk Aversion in Inventory Management,” with Xin Chen, Melvyn Sim and David Simchi-Levi, 2004. (This version contains results on CVaR.) “A Tractable Approximation of Stochastic Programming via Robust Optimization,” with Xin Chen, Melvyn Sim and Jiawei Zhang, 2006. [.] “Matching Supply and Demand with Mismatch-Sensitive Players,” with Mingliu Chen and Zhixi Wan, submitted, 2020. [.] “Computation of Optimal Dynamic Mechanism with Participation Requirements,” with Alexandre Belloni and Bingyao Chen, working paper, 2016.
Matlab codes for the MVCE problem DRN/Active set algorithm (Sun and Freund, 2004). Todd-Yildirim Algorithm (Ahipasaoglu, Sun and Todd, 2007).
Course |
|
