Books
“Optimal Control Theory with Applications in Economics”
Moscow State University Press, Moscow, 2009.
Expanded edition, MIT Press, Cambridge, MA, 2011.
Papers
A. Completed
“Dynamic Valuation of Delinquent Credit-Card Accounts”
(with Naveed Chehrazi) Management Science, Forthcoming.
“The Question of Ownership in a Sharing Economy”
Proceedings of the 48th Annual Hawaii International Conference on System Sciences (HICSS), IEEE Computer Society, Washington, DC, January 2015, pp. 4874—4883.
“Intermediation in a Sharing Economy: Insurance, Moral Hazard, and Rent Extraction”
Journal of Management Information Systems, Winter 2014, Vol. 31, No. 3, pp. 35—71.
“Collaborative Housing and the Intermediation of Moral Hazard”
Proceedings of the 47th Annual Hawaii International Conference on System Sciences (HICSS), IEEE Computer Society, Washington, DC, January 2014, pp. 4133—4141.
“A Continuum of Commitment”
Economics Letters, Vol. 124, No. 1, April 2014, pp. 67—73.
“On the (Non-)Equivalence of IRR and NPV”
Journal of Mathematical Economics, Vol. 52, March 2014, pp. 25—39.
“Price Theory in Economics”
In: Özer, Ö., Phillips, R. (Eds.) Oxford Handbook of Pricing Management, Oxford University Press, 2012, pp. 281—339.
“An Augmented Becker-DeGroot-Marschak-Mechanism for Transaction Cycles”,
Economics Letters, Vol. 114, No. 1, January 2012, pp. 43—46.
“Carbon Markets and Technological Innovation”,
(with Karsten Neuhoff) Journal of Environmental Economics and Management, Vol. 60, No. 2, September 2010, pp. 115—132.
“Monotone Approximation of Decision Problems”,
(with Naveed Chehrazi) Operations Research, Vol. 58, No. 4, Part 2 of 2, July-August 2010, pp. 1158—1177.
“Hicksian Welfare Measures and the Normative Endowment Effect”,
American Economic Journal: Microeconomics, Vol. 2, No. 4, November 2010, pp. 171—194.
“Simple Methods for Evaluating and Comparing Binary Experiments”,
Theory and Decision, Vol. 69, No. 2, August 2010, pp. 257—288.
“Generalized Monotonicity Analysis”
(with Bruno Strulovici) Economic Theory, Vol. 43, No. 3, June 2010, pp. 377—406.
“Additive Envelopes of Continuous Functions”
(with Bruno Strulovici) Operations Research Letters, Vol. 38, No. 3, May 2010, pp. 165—168.
“Option Contracting in the California Water Market”
(with Claire Tomkins) Journal of Regulatory Economics, Vol. 37, No. 2, April 2010, pp. 107—141.
“Special Section: Competitive Strategy, Economics, and Information Systems”
(with Eric Clemons, Robert Kauffman) Journal of Management Information Systems, Vol. 26, No. 2, February 2009, pp. 7—13.
“Fair Welfare Maximization”
(with Ashish Goel, Adam Meyerson) Economic Theory, Vol. 41, No. 3, December 2009, pp. 465—494.
“Option Contracts in Practice: A Look at Contractual and Institutional Design for California Water Transfers”
(with David Freyberg, James Sweeney, Barton Thompson, Claire Tomkins) Policy Brief, Woods Institute for the Environment, Stanford University, October 2008.
“Managing Water Supply Uncertainty: Option Contracts and Short-Term Water Transfers in California”
(with David Freyberg, James Sweeney, Barton Thompson, Claire Tomkins) Policy Brief, Woods Institute for the Environment, Stanford University, September 2008.
“Monotone Comparative Statics: Geometric Approach”
(with Bruno Strulovici) Journal of Optimization Theory and Applications, Vol. 137, No. 3, June 2008, pp. 641—673.
“Bayesian Incentive Compatible Parametrization of Mechanisms”
(with Abhishek Bapna) Journal of Mathematical Economics, Vol. 44, No. 3-4, February 2008, pp. 394—403.
“Delayed Multiattribute Product Differentiation”
Decision Support Systems, Vol. 44, No. 2, January 2008, pp. 447—468.
“A Model of Search Intermediaries and Paid Referrals”
(with Zhiqiang (Eric) Zheng) Information Systems Research, Vol. 18, No. 4, December 2007, pp. 414—436.
[Original version: Working Paper 02-12-01, Department of Operations and Information Management, The Wharton School of the University of Pennsylvania. Presented at the Workshop on Information Systems and Economics, Barcelona, Spain (December 14-15, 2002).]
“Efficient Contract Design in Multi-Principal Multi-Agent Supply Chains”
(with Hongxia Xiong) Proceedings of the 18th Annual Conference of the Production and Operations Management Society (POMS), Dallas, TX, May 2007.
“An Infinite-Horizon Maximum Principle with Bounds on the Adjoint Variable”
Journal of Economic Dynamics and Control, Vol. 30, No. 2, February 2006, pp. 229—241.
“Infinite-Horizon Optimal Advertising in a Market for Durable Goods”
Optimal Control Applications and Methods, Vol. 26, No. 6, November-December 2005, pp. 307—336.
“Selling Less Information for More: Garbling with Benefits”
(with David Croson) Economics Letters, Vol. 83, No. 2, May 2004, pp. 165—171.
“An Exact Relation Between Willingness To Pay and Willingness To Accept”
Economics Letters, Vol. 80, No. 3, September 2003, pp. 311—315.
“The Value of Shared Information Services”
Proceedings of the 23rd International Conference on Information Systems, Barcelona, Spain, December 2002, pp. 209—224.
“Mixed Versioning of Information Goods under Incomplete Information”
Proceedings of the 22nd International Conference on Information Systems, New Orleans, LA, December 2001, pp. 81—83. Nominated for the Best Completed Research Paper Award.
“Information Technology Planning Framework for Large-Scale Civil Infrastructure Projects”
(with Feniosky Peña-Mora, Sanjeev Vadhavkar, Eric Perkins) Journal of Computing in Civil Engineering, Vol. 13, No. 4, October 1999, pp. 226—237.
B. Working Papers
“Population Sampling in Dynamic Health Care Policy”
(with Lauren Cipriano) R&R, Management Science.
Finalist, 2014 POMS College of Healthcare Operations Management Best Paper Competition.
“Optimal Information Collection Policies in a Markov Decision Process Framework”
(with Lauren Cipriano, Shan Liu, Jeremy Goldhaber-Fiebert) Under Review.
“A Robust Resolution of Newcomb’s Paradox”
Under Review.
“Efficient Dynamic Allocation with Uncertain Valuations”
(with Abhishek Bapna) R&R, Games and Economic Behavior.
“Constructing Efficient Equilibria in Games Played Through Agents”
(with Bruno Strulovici) Under Review.
“Value of Information and Speculative Co-Investment”
Under Review.
Theses
“The Endogenous Value of Information”
Doctoral Thesis, Wharton School, University of Pennsylvania, April 2003. [Advisor: Prof. Paul R. Kleindorfer]
“Constrained Predictive Control for Corporate Policy”
Master’s Thesis, MIT, September 1997 [Advisor: Prof. Alexandre Megretski]
“New Model Predictive Control Techniques for Stabilizing Systems under Constraints”
Diploma Thesis, Imperial College London, June 1995 [Advisor: Prof. Richard B. Vinter]
Doctoral Students
Bruno Strulovici: “Essays in Mathematical Economics and Finance” (2005)
Position: Assistant Professor, Department of Economics, Northwestern University
Abhishek Bapna: “Essays in Mechanism Design” (2006)
Position: Google
Hongxia Xiong: “Coordination and Inventory Management in Supply Chains” (2007)
Position: DemandTec
Claire Tomkins: “Allocation and Pricing of Water Resources” (2008)
Position: Partner, Ackrell Capital (formerly: Director of Research, Carbon War Room)
Naveed Chehrazi: “Identification and Optimization of Stochastic Systems” (2013)
Position: Assistant Professor of Operations Management, McCombs School of Business, University of Texas at Austin
Lauren Cipriano: “Optimal Information Collection for Dynamic Health Policy” (2013)
Position: Assistant Professor of Management Science, Ivey Business School, University of Western Ontario
Maryam Razeghian: “The Economics of Sharing Markets” (2017)