Published Papers:
- Interaction between Technology and Extraction
Scaling Real Options in Natural Gas Production
IIE Transactions, Accepted.
(With: Paul Enders, Alan Scheller-Wolf)
- An Approximate Dynamic Programming Approach to Benchmark Practice-based Heuristics for Natural Gas Storage Valuation
Operations Research, Articles in Advance, 02/02/2010.
(With: Guoming Lai, François Margot)
- On the Pricing of Natural Gas Pipeline Capacity
Manufacturing and Service Operations Management Articles in Advance, 10/02/2009.
- Optimal Commodity Trading with a Capacitated Storage Asset
Management Science Articles in Advance, 07/27/2009.
- Teaching Demand Management
and Price Optimization
in the MBA Program
at the Carnegie Mellon
Tepper School of Business
INFORMS Transactions on Education 9, 2009; 99-108.
- Balancing Risk and Efficiency at a Major Commercial Bank
Manufacturing and Service Operations Management 11, 2009; 160-173.
(With: Sunder Kekre, Erkut Sonmez, Kenneth West)
- Reoptimization Approaches for the Vehicle Routing Problem with Stochastic Demands
Operations Research 57, 2009; 214-230.
(With: François Margot)
- An Analysis of the Control-Algorithm Re-solving Issue in Inventory and Revenue Management
Manufacturing and Service Operations Management 10, 2008; 468-483.
- Analysis of a Rollout Approach to Sequencing Problems with Stochastic Routing Applications
Journal of Heuristics, 2003.
- Comparing Neuro-Dynamic Programming Algorithms for the Vehicle Routing Problem with Stochastic Demands
Computers and Operations Research, 2000.
- A Rollout Policy for the Vehicle Routing Problem with Stochastic Demands
Operations Research, 2001.
- From Revenue Management Concepts to Software Systems
Interfaces, 2002.
(With: K. Abbott, T. Atan, E. Boyd)
- Dissertation Abstract – Exact and Heuristic Dynamic Programming Algorithms for the Vehicle Routing Problem with Stochastic Demands
Transportation Science 34, 2000; 126-127.
Working Papers:
- Valuation of the Real Option to Store Liquefied Natural Gas at a Regasification Terminal
January, 2010.
(With: Mulan Wang, Sunder Kekre, Alan Scheller-Wolf)
- An Integrated Framework for the Analysis of New Technology
Selection for an Application to the LNG Industry
November, 2009.
(With: Erkut Sonmez, Sunder Kekre, Alan Scheller-Wolf)
- Revenue Management with Bargaining
November, 2009.
(With: Atul Bhandari)
- An Analytical Approximation for the Throughput of a Closed Fork/Join Network with Multi-Station Input Subnetworks
October, 2009.
(With: Erkut Sonmez, Alan Scheller-Wolf)
- Commodity Procurement with Demand Forecast and Forward Price Updates
September, 2009.
(With: Sunder Kekre)
- Computing the Value of the Real Option to Transport Natural Gas and Its Sensitivities
August, 2009.
(With: Mulan Wang)
- An Opportunity Cost View of Basestock Optimality for the Warehouse Problem
July, 2009.
- Valuation of the Real Option to Store Liquefied Natural Gas at a Regasification Terminal
July, 2009.
(With: Mulan Wang, Sunder Kekre, Alan Scheller-Wolf, Guoming Lai)
- Operations Management and Business Pricing
December, 2007.
(With: Josh Johnson)
- Revenue Management for Products with Unknown Quality and Observable Price and Sales History
April, 2007.
(With: Laurens Debo)
- Technology deployment decisions in the natural gas industry
March, 2007.
(With: Paul Enders, Alan Scheller-Wolf)
- Optimal Organizational Design and Incentives Schemes for Procurement and Hedging Managers
August, 2006.
(With: Lin Nan, Masha Shunko, Laurens Debo)
Publications:
- "Models, Methods, and Applications for Innovative Decision Making"
in M. P. Johnson, B. Norman and N. Secomandi (ed.) INFORMS Tutorials in Operations Research, Volume II, (January, 2006).
- "Dynamic Pricing of Distillate Products at Petroleum Terminals"
in U. McMahon and I. Yeoman (ed.) Revenue Management and Pricing: Case Studies and Applications, Thompson Learning, UK, (January, 2004).
(With: D. HarveyT. Valkov)
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