Research

My research interests are in responsible analytics and AI and data-driven optimization, with applications in supply chain management, FinTech, and healthcare. Broadly speaking, my work has two main threads: (i) improving existing methodological tools for data-driven decision-making (e.g., making them more efficient, fair, robust, or transparent), and (ii) applying these to address complex operational problems where choices of material, financial or information flows carry substantial impact on the lives of millions of people and on the natural environment.

Key areas of interest Methodological: optimization (robust optimization, combinatorial optimization, data-driven optimization), fairness in analytics and AI Application areas: global supply chain management (commodity supply chains, food systems), FinTech (supply chain financing, asset management, risk management), healthcare (chronic disease management, public policy) The Wordle on the left, created from some of my papers’ abstracts, gives you perhaps the best five-second snapshot of what it is that I do…

Under Review

• “Value Losses in Allocation Systems with Provider Guarantees,” with Y. Gur and X. Warnes.
  

• “Sustaining Smallholders and Rainforests by Eliminating Payment Delay in a Commodity Supply Chain – It Takes a Village” with J. de Zegher and E. Plambeck
  

  • Online companion for the paper: [ pdf ]

  • Previously circulated as “Pay It Forward: Sustainability in Smallholder Commodity Supply Chains”
    

  • Winner SAWIT Challenge, USAID & Indonesia Business Council for Sustainable Development (2016)
    

  • Finalist for the INFORMS George Nicholson Student Paper Competition (J. de Zegher, 2018)

• “Monitoring With Limited Information,” with D.-Y. Yoon and N. Trichakis. [ Management Science , Minor Revision ]

Journal Publications

• “Designing Contracts and Sourcing Channels to Create Shared Value,” with J. de Zegher and H. Lee. [ M&SOM , articles in advance ]

  • Online companion for the paper: [ pdf ]

  • Second Place, Best Student Paper in Supply Chain Management (Joann de Zegher), POMS Society (2016)

• “Loyalty Program Liabilities and Point Values,” with S.-Y. Chun and N. Trichakis. [ Accepted in M&SOM ]

  • Previously circulated as “Points for Peanuts or Peanuts for Points? Dynamic Management of a Loyalty Program”

• “Dynamic Pricing under Debt: Spiraling Distortions and Efficiency Losses,” with O. Besbes and N. Trichakis. [ Management Science , articles in advance ]

  • Online companion for the paper: [ pdf ]

• “Is Operating Flexibility Harmful under Debt?” with N. Trichakis, G. Tsoukalas. [ Management Science, articles in advance ]

  • Previously circulated as “Operationalizing Financial Covenants” ]

  • Winner of the MSOM Interface of Finance, Operations and Risk Management Best Paper Award (2018)

  • Coverage by Stanford Business Insights

• “Dynamic Learning of Patient Response Rates: An Application to Treating Chronic Diseases,” with K. Bimpikis, M. Brandeau, D. Negoescu [ Management Science, articles in advance ]

  • Online companion for the paper: [ pdf ]

  • Finalist for the INFORMS Health Applications William Pierskalla best paper award (2014)

• “Disruption Risk and Optimal Sourcing in Multi-tier Supply Networks,” with E. Ang, R. Swinney [ Management Science, vol. 63, no. 8, pp. 2397-2419, 2017. ]

  • Online companion for the paper: [ pdf ]

• “Pareto Efficiency in Robust Optimization,” with N. Trichakis [ Management Science , vol. 60, no. 4, pp. 130-147, 2014 ]
  

  • Winner of the INFORMS Optimization Society Young Researchers Prize (2018)

  • First place in the INFORMS JFIG Paper Competition (2013)

• “Fairness and Efficiency in Multiportfolio Optimization,” with N. Trichakis [ Operations Research , vol. 62, no. 6, pp. 1283-1301, 2014 ]
  

  • Online companion for the paper: [ pdf ]

  • Coverage by Stanford Business Insights

• “Tight Approximations of Dynamic Risk Measures,” with M. Petrik, D. Subramanian [ Math. of Oper. Research vol. 40, no. 3, pp. 655-682, 2015 ]
  

• “Supermodularity and Affine Policies in Dynamic Robust Optimization,” with M. Sharma, M. Sviridenko [ Operations Research , vol. 61, no. 4, pp. 941-956, 2013 ]

  • Online companion for the paper: [ pdf ]

• “A New Local Search Algorithm for Binary Optimization,” with D. Bertsimas, D. Katz-Rogozhnikov [ Informs J. on Computing, vol. 25, no. 2, pp. 208-221, 2013 ]

• “A Hierarchy of Near-Optimal Policies for Multi-stage Adaptive Optimization,” with D. Bertsimas, P. A. Parrilo [ IEEE Trans. in Aut. Control, vol. 56, no. 12, pp. 2809-2824, 2011 ]

• “Optimality of Affine Policies in Multi-stage Robust Optimization,” with D. Bertsimas, P. A. Parrilo [ Math. of Oper. Research, vol. 35, no. 2, pp. 363-394, 2010 ]

  • Best Student Paper Prize of the INFORMS Optimization Society (2009)

Other Publications

• “Robust Multi-stage Decision Making,” with E. Delage [ TutORials in Operations Research , pp. 20-46, 2015 ] [ Link to slides. ]

Working Papers

• “Discrete Convexity and Optimality Conditions in Dynamic Robust Optimization,” with Y. Wei.

• “Routing, Payments, and Incentives - Trading Platform Design for Smallholder Supply Chains,” with S. Camelo-Gomez and J. de Zegher.

Active Research

• “Micro-Financing Solutions for Commodity Supply Chains,” with X. Warnes.

• “Managing Freshness and Perishables with Cherry Pickers,” with J. Park and E. Plambeck.

• “Disruption Risk and Optimal Sourcing in Supply Chains with Limited Visibility,” with R. Swinney.

• “Reverse Factoring and Inventory-Based Lending in Supply Networks,” with W. Luo and W. Zhu.

• “Sum-of-squares Proofs for Analyzing Comparative Statics,” with A. Ahmadi and G. Hall.

• “Distributionally-Robust Financial Contract Design,” with C. Kocyigit and D. Kuhn.

Theses

• Adaptive Robust Optimization with Applications in Inventory and Revenue Management. [ Ph.D. Thesis, Massachusetts Institute of Technology, June 2010 ]

• Geometric Approach to Digital Quantum Information. Quantum Entanglement. [ B.S. Thesis, Yale University, May 2004 ]