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Research
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Publications [.] “ Optimal Contract to Induce Continued Effort,” with Feng Tian, Management Science, accepted for publication, 2017. [.] “Inducing Environmental Disclosures: A Dynamic Mechanism Design Approach,” with Shouqiang Wang and Francis de Vericourt, Operations Research, 64(2) 2016, pp. 371-389. [.] “Efficient Feed-In-Tariff Policies For Renewable Energy Technologies,” with Saed Alizamir and Francis de Vericourt, Operations Research, 64(1) 2016, pp. 52-66. [.] “Analyzing Scrip Systems,” with Kris Johnson and David Simchi-Levi, Operations Research, 62(3) 2014, pp. 524-534. (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) 2014, pp. 119-132. [.] “Diagnostic Accuracy Under Congestion,” Saed Alizamir, Francis de Vericourt and Peng Sun, Management Science, 59(1) 2013, pp. 157-171. [.] “Optimal
Structural Policies for Ambiguity and Risk Averse
Inventory and Pricing Models,” with Xin Chen, SIAM Journal on
Control and Optimization, 50(1), 2012, pp. 133-146. (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 Monitoring Schedule in Dynamic Contracts,” with Mingliu Chen and Yongbo Xiao, submitted, 2017. [.] “ Multi-agent Mechanism Design without Money,” with Santiago Balseiro and Huseyin Gurkan, submitted, 2017. [.] “ Computation of Optimal Dynamic Mechanism with Participation Requirements,” with Alexandre Belloni and Bingyao Chen, working paper, 2016. [.] “ Quadratic Approximation of Cost Functions in Lost Sales and Perishable Inventory Control Problems,” with Kai Wang and Paul Zipkin, working paper, 2016. [.] “Dismissing Decision Tasks: The Optimality of the M-Shaped Structure,” with Saed Alizamir and Francis de Vericourt, working paper, 2013. 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.
Matlab codes for the MVCE problem DRN/Active set algorithm (Sun and Freund, 2004). Todd-Yildirim Algorithm (Ahipasaoglu, Sun and Todd, 2007).
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