Research Interests

My current research broadly focuses on the design and analysis of provably-good algorithms for optimization under various notions of uncertainty. Application-wise, I am mostly interested in computational revenue management, electronic commerce, and business operations.

  • Fields: Stochastic optimization, choice modeling, applied probability, combinatorial optimization.

  • Techniques: Approximate dynamic programming, submodular functions, randomization, mathematical programming, polyhedral combinatorics.

  • Applications: Assortment planning, inventory, pricing, bioinformatics, scheduling, facility location.

Selected Recent Publications

Dynamic assortment optimization

Static assortment optimization / parametric models

Product ranking and sequencing / permutation models / multi-purchase

Sequential / incremental / dynamic optimization

Additional cool stuff

Some Older Publications