Working Papers

These papers are working drafts of research which often appear in final form in academic journals. The published versions may differ from the working versions provided here.

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Daniela Saban, Gabriel Weintraub
August 13, 2019

Part of thesis finalist of 2015 INFORMS George Dantzig Dissertation Award. Second place 2015 M&SOM Student Paper Competition

Problem definition: We consider the problem faced by a procurement agency that runs an auctiontype mechanism to...

Jonathan Johannemann, Vitor Hadad, Susan Athey, Stefan Wager
August 2019

Many learning algorithms require categorical data to be transformed into real vectors before it can be used as input. Often, categorical variables are encoded as one-hot (or dummy) vectors. However, this mode of representation can...

Dirk Bergemann, Francisco Castro, Gabriel Weintraub
June 18, 2019

We study the classic sequential screening problem in the presence of ex-post participation constraints. We establish necessary and sufficient conditions that determine exhaustively when the optimal selling mechanism is either static or sequential. In the...

Lawrence M. Wein, Abbas Kazerouni
May 2019

Submitted to Operations Research

Motivated by drug design, we consider the best-arm identification problem in generalized linear bandits. More specifically, we assume each arm has a vector of covariates, there is an unknown vector of...

Yonatan Gur, Gregory Macnamara, Daniela Saban
2019

We study the design of sequential procurement strategies that integrate stochastic and strategic information. We consider a buyer who repeatedly demands a certain good and is unable to commit to long-term contracts. In each time...

Yonatan Gur, Dan A. Iancu, Xavier Warnes
2019

Centralized planning systems routinely allocate tasks to workers or service providers in order to generate the maximum possible value. These allocations can also critically influence the service providers’ well-being, and thus the planning systems are...

Bar Light, Gabriel Weintraub
October 8, 2018

The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been popularized in...

John R. Birge, Ozan Candogan, Hongfan Chen, Daniela Saban
September 30, 2018

Two salient features of most online platforms are that they do not dictate the transaction prices, and use commissions/subscriptions for extracting revenues. We consider a platform that charges commission rates and subscription fees to sellers...

Santiago Balseiro, Omar Besbes, Gabriel Weintraub
September 18, 2018

We study the dynamic mechanism design problem of a seller that repeatedly auctions independent items over a discrete time horizon to buyers that face a cumulative budget constraint. A driving motivation behind our model is...

Ruth Beer, Ignacio Rios, Daniela Saban
August 2018

Motivated by recent initiatives to increase transparency in procurement, we study the effects of disclosing information about previous purchases in a setting where an organization delegates its purchasing decisions to its employees. When employees can...

Joann F. de Zegher, Dan A. Iancu, Erica Plambeck
June 2018

Millions of poor smallholder farmers produce global commodities, often through illegal deforestation. Multinational commodity buyers have committed to halt illegal deforestation and improve farmers’ livelihoods in their supply chains. We propose a profitable way to...

Kostas Bimpikis, Yiangos Papanastasiou
May 22, 2018

Crowd-sourced content in the form of online product reviews or recommendations is an integral feature of most Internet-based service platforms and marketplaces, including Yelp, TripAdvisor, Netflix, and Amazon. Customers may find such information useful when...

Benjamin Hébert
March 19, 2018

Regulations on financial intermediaries can create apparent arbitrage opportunities. Intermediaries are unable to fully exploit these opportunities due to regulation, and other agents are unable to exploit them at all due to limited participation. Does...

Kostas Bimpikis, Ozan Candogan, Daniela Saban
January 11, 2018

We explore spatial price discrimination in the context of a ride-sharing platform that serves a network of locations. Riders are heterogeneous in terms of their destination preferences and their willingness to pay for receiving service....

Georg Schorpp, Feryao Erhun, Hau L. Lee
January 2018

We study contracting for a three-tier supply chain consisting of a buyer, a supplier, and a sub-supplier where disruptions of random length occur at the sub-supplier. As is common in supply chains, the buyer has...

Yonatan Gur, Ahmadreza Momeni
2018

When information is limited, online recommendation services aim to strike a balance between maximizing immediate payoffs based on available information, and acquiring new information that is essential for maximizing future payoffs. This trade-off is captured...

Kostas Bimpikis, Wedad J. Elmaghraby, Ken Moon, Wenchang Zhang
2018

Platforms can obtain sizable returns by operationally managing their market thickness, i.e., the availability of supply-side inventory. Using data from a natural experiment on a major B2B auction platform specializing in the $424 billion secondary...

Omar Besbes, Yonatan Gur, Assaf Zeevi
2018

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm...

Kostas Bimpikis, Ozan Candogan, Shayan Ehsani
2018

This paper studies multi-tier supply chain networks in the presence of disruption risk. Firms decide how to source their inputs from upstream suppliers so as to maximize their expected profits, and prices of intermediate goods...

Basak Kalkanci, Erica Plambeck
October 31, 2017

This paper contributes to a recent thrust in the OM literature on how various sorts of transparency influence social and environmental responsibility in a supply chain. In practice, companies are under pressure to publish their...