N. Bora Keskin

Assistant Professor of Business Administration
Duke University
Fuqua School of Business
100 Fuqua Drive
Durham, NC 27708-0120
Office: A311
919-660-1913

  Email / CV / LinkedIn

 

Research Interests

Dynamic pricing and revenue management, product differentiation, applied probability, sequential estimation, exploration-exploitation tradeoff, consumer lending

Publications and Papers Under Review

  1. "Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution," with J. M. Harrison and A. Zeevi, Management Science, Vol. 58, No. 3, March 2012, pp. 570-586. [SSRN link]
  2. "Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-myopic Policies," with A. Zeevi, Operations Research, Vol. 62, No. 5, September-October 2014, pp. 1142-1167. [SSRN link]
  3. "Chasing Demand: Learning and Earning in a Changing Environment," with A. Zeevi. Under revision (2013). [SSRN link]
  4. "Optimal Dynamic Pricing with Demand Model Uncertainty: A Squared-Coefficient-of-Variation Rule for Learning and Earning." Under revision (2014). [SSRN link]
  5. "Dynamic Selling Mechanisms for Product Differentiation and Learning," with J. Birge. Under revision (2014). [SSRN link]

Working Papers

  1. "On Incomplete Learning and Certainty-Equivalence Control," with A. Zeevi (2015).
  2. "Discontinuous Demand Functions: Estimation and Pricing," with A. V. den Boer (2016).