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Research
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Research Papers [.] “Computation of Minimum Volume Covering Ellipsoids,” with Robert M. Freund, Operations Research, 52(5), 2004, pp. 690–706. [.] “Dynamic Catalog Mailing Policies,” with Duncan Simester and John Tsitsiklis, Management Science, 52(5), May 2006, pp. 683–696. [.] “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)
[.] “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. [.] “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. [.] “Linear
Convergence of a Modified Frank-Wolfe Algorithm for Computing Minimum Volume [.] “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. [.] “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. [.] “Information Relaxation and Duality in
Stochastic Dynamic Programs,”with
David Brown and Jim Smith, Operations
Research, 58(4), 2010. (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. [.] “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) [.] “Diagnostic Accuracy Under Congestion,” Saed Alizamir, Francis de Vericourt and Peng Sun, Management Science, 59(1) 2013, pp. 157-171. [.] “Time-based Competition with Benchmark Effects,” Liu Yang, Francis de Vericourt and Peng Sun, accepted for publication, Manufacturing & Service Operations Management, 2013. [.] “Analyzing Scrip Systems,” with Kris Johnson and David Simchi-Levi, Operations Research, 62(3) 2014, pp. 524-534. (Online Appendix) [.] “Efficient Feed-In-Tariff Policies For Renewable Energy Technologies,” with Saed Alizamir and Francis de Vericourt, submitted, 2012. [.] “Dismissing Decision Tasks: The Optimality of the M-Shaped Structure,” with Saed Alizamir and Francis de Vericourt, working paper, 2013. [.] “ Structures of Optimal Policies in Dynamic Mechanism Design with a Liquidity Constrained Agent,” with Alexandre Belloni, submitted, 2014. [.] “ Quadratic Approximation of Cost Functions in LostSales and Perishable Inventory Control Problems,” with Kai Wang and Paul Zipkin, submitted, 2014. 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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