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Ioana Popescu
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Ioana Popescu
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RESEARCH |
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Main
Interests
Pricing and Revenue Management;
Behavioral Operations
Moment Problems
&
Robust Optimization
Refereed Journal Publications
Advance Selling when Consumers Regret (formerly The Price of Consumer Regret), with J. Nasiry, 2009, last version 2011, Management Science (forthcoming). Download
Dynamic Pricing with Loss Averse Consumers and Peak-End Anchoring, with J. Nasiry, Operations Research 59 (6), Nov-Dec 2011 1361-1368 .Download (SSRN) -- finalist in the DAS student paper competition, INFORMS 2008
An Elasticity Perspective on the Newsvendor with Price Sensitive Demand, with A. Koçabiyikoglu, Operations Research, Vol. 59, No. 2, March–April 2011, pp. 301–312. (last version 2009) Download.
Media
Revenue Management with Audience Uncertainty, with V. Araman,
M&SOM 2010 12: 190-212, published online before print June 12,
2009.
Managerial Motivation Dynamics and Incentives, with A. Kocabiyikoglu, Management Science, Vol. 53, No. 5, May 2007, pp. 834-848
Dynamic Pricing Strategies with Reference Effects, with Y. Wu, Operations Research, Vol. 55, No. 3, May-June 2007, pp.413-429 (formerly "Dynamic Pricing with Repeated Interactions/Anchoring Effects")
Robust Mean-Covariance Solutions for Stochastic Optimization and Applications, 2007, Operations Research, Vol. 55, No. 1, January-February 2007, pp. 98-112
Deterministic Price-Inventory Management for Substitutable Products, 2006, Journal of Revenue and Pricing Management, 4 No. 4, pp. 354-366 (with A. Kuyumcu) Download
An SDP Approach to Optimal Moment Bounds for Convex Classes of Distributions, 2005, Math.of O.R., 50 No.3, pp. 632-657. Download -- awarded 1st prize in the JFIG paper competition, INFORMS 2003
Optimal Inequalities in Probability Theory: A Convex Optimization Approach, 2005, SIAM Journal on Optimization, 15, No.3, 780-804 (with D. Bertsimas). Download
Revenue Management in A Dynamic Network Environment, 2003, Transportation Science 37, No. 3, pp. 257-277 (with D. Bertsimas), Download
On The Relation Between Option and Stock Prices: An Optimization Approach, 2002, Operations Research 50, No. 2 pp. 358-374 (with D. Bertsimas). Download
Working Papers
Pricing and Revenue Management: The Value of Coordination, with A. Koçabiyikoglu and C. Stefanescu, revised 2011 (first version 2008), under revision. Download
Managing Retention in Service Relationships with Sam Aflaki, revised 2011, under revision. Download [previously Managing Satisfaction in Relationships over Time, 2008, pdf]
-- winner of the DAS student paper award; finalist for the M&SOM student paper award (INFORMS 2010); top 10 Decision Analysis all-time hits at SSRN
In Progress
Dynamic Pricing with Asymmetric Consumer Learning, with Javad Nasiry
Buy or Wait: what do Consumers Regret More? with Javad Nasiry
Revenue Management for Fans (or Collective Experience Goods), with Nils Rudi
Salesforce Incentives in Revenue Management, with A. Koçabiyikoglu
Optimal Staffing with Endogenous Goals, with B. Avci and F. de Vericourt
Revenue vs. Customer Relationship Management
How does Service History Affect Customer Retention? with Dana Popescu
Consumer Behavior in Dynamic Pricing, with Omar Besbes
Other Publications
Introduction to the Special Issue: Teaching Revenue Management, INFORMS Trans. ED 9(3) 98, 2009, Download
Dynamic Pricing Strategies under Repeated Interactions, with Y. Wu, Proceedings of the DSI Conference, Barcelona, July 2005
Moment Problems via Semidefinite Programming: Applications in Probability and Finance, Nicholson paper competition finalist (with D. Bertsimas), 2000. Download
Applications of Optimization to Probability, Finance and Revenue Management, PhD Thesis in the Departments of Mathematics and Operations Research at MIT, May 1999
Google scholar Back to Homepage
Railway Strategies, May 2008, Peaktime for train travel
Transit Magazine, March 2008, Can Rail balance the Commercial with the Social?
The Economist, June 15, 2007, What's in the journals? Money and Supply
Management Today, June 2006, Rock'n roll strategy: U2's Vertigo tour
Management Today, May 2006, What gets workers working
Management Today, Oct 2006, Cannibals and angels: price inventory management for substitute products
Welt am Sonntag, July 2006 Wunderwaffe auf Schienen
OR/MS Today, April 2006, Is India Ready for Revenue Management?
Le Figaro, February 2005 La SNCF module ses prix et remplit ses TGVs
Emerce October 2005 Altijd Prijs
Science et Vie, March 2001 « Le Net se paye votre tête »
La Tribune, March 2002 « Le YM vient frapper à la porte des transporteurs »
Invited Talks & Conference Presentations (does not include talks given by co-authors)
Pricing and Revenue Management: The Value of Coordination
London Business School, November 2011
INFORMS, Charlotte, November 2011
INFORMS Revenue Management and Pricing Conference, NY, June 2011
Singapore Management University, March 2012 (forthcoming)
The Integration of Revenue Management with Pricing and Consumer Behavior
IATA World Passenger Symposium, October 2011
Managing Satisfaction in Relationships over time (or Managing Retention in Service Relationships)
INFORMS, Charlotte, November 2011
Berkeley Haas, November 2010
NYU Stern, November 2010
INFORMS 2010, Austin, TX, November 2010
M&SOM Haifa June 2010
National University of Singapore, 2010
The Hong Kong University of Science and Technology, School of Business and Management, March 2010
City University of HK, College of Business, March 2010
INSEAD brownbag, January 2010
NUS-MIT optimization workshop, National University of Singapore, June 2009
Advance Selling when Consumers Regret
Workshop on Supply Chains, Sydney, November 2009
Behavioral Pricing & Revenue Management
Wharton, University of Pennsylvania, October 2008
Ross School of Business U. of Michigan, October 2008
INFORMS DC 2008 (panelist RM-marketing interface)
EURO-INFORMS Iceland 2006 (semi-plenary)
Revenue Management for Fans (or Collective Experience Goods)
Winter Operations Conference, 2008
INFORMS RM&P Conference, Barcelona July 2007
Stochastic RM Models for Media Broadcasting
UCLA Anderson Scool of Business, November 2007
Judge Business School, U. of Cambridge, May 2007
Chicago GSB, November 2006
Kellogg, Northwestern University, November 2006
INFORMS, San Francisco, November 2005
INFORMS JFIG Awards November 2005
5ths Annual RM & Pricing Conference, MIT, June 2005
Dynamic Pricing Strategies with Reference Effects (ex- "...under repeated interactions")
Columbia, IEOR-DRO, November 2005
Fuqua, Decision Sciences Seminar, November 2005
INFORMS, San Francisco, November 2005
INSEAD, Marketing & DS Seminar, November 2005
DSI conference, Barcelona, July 2005
5ths Annual RM & Pricing Conference, MIT, June 2005
LBS seminar, March 2005
INFORMS, Denver October 2004
Joint Pricing and Revenue Management with General Stochastic Demand
INFORMS, San Francisco, November 2005
INFORMS, Denver October 2004
Teaching Dynamic Pricing and Revenue Management
INFORMS, Seattle 2007, panelist
INFORMS, Denver October 2004
EURO-INFORMS Istanbul, July 2003
Revenue Management and Customer Retention (or Butterflies and Barnacles in Revenue Management)
JDA Rail Summit, London, March 2008
Marcus Evans, Feb 2006
INFORMS, Denver October 2004
Optimal Bounds for Sums of Positive Risks
IFIP C7, Turin July 2005
Université Catholique de Louvain, November 2004
INFORMS Atlanta October 2003
An SDP Approach to Moment Bounds for Distributions with Convex Properties,
JFIG paper competition (1st prize), INFORMS Atlanta October 2003
INFORMS Miami October 2001
Robust Mean-Covariance Solutions for Stochastic Optimization and Applications,
Stern School of Business, NYU, October 24, 2003
ISMP, Copenhagen, August 2003
EURO-INFORMS Istanbul, July 2003
Carnegie Mellon University, GSIA Seminar series, April 2002
U.C. Berkeley, Dept. of EECS, April 2002
Stanford University GSB, OIT Dept. Seminar series, April 2002
Moment Bounds via Semidefinite Programming and Applications,
Ecole Polytechnique, Colloqium Stochastic Models in Finance, Palaiseau, March 2002
Universita d'Annunzio, Pescara, Italy, March 2002
ETH, Switzerland, November 2001
Nicholson competition, INFORMS Salt Lake City, May 2000
MOCOA seminar, INRIA Rocquencourt, March 2000
Motivation Dynamics and Incentives for Sales Managers (and variations)
INFORMS, San Francisco, November 2005
INFORMS, Denver October 2004
INFORMS, Atlanta October 2003
EURO-INFORMS Istanbul, July 2003
Joint Pricing and Inventory Management (for Substitute Bundles)
EURO-INFORMS Istanbul, July 2003
Models for Revenue Management in the Media Industry
Informs Annual Meeting, Miami 2001
Dynamic Policies for Network Revenue Management
National University of Singapore, March 2001
ISMP, Atlanta GA, August 2000
INFORMS Salt Lake City, May 2000
Colloqium Optimisation, Jeux et Applications, Université de Paris 6 (Jussieu), November 2000 (in French)
Optimal Bounds on Option Prices
INFORMS Seattle, November 1998
Optimal Multivariate Chebyshev Inequalities: A Semidefinite Programming Approach
INFORMS Montreal, April 1998
since April 14, 2K
-- last updated March 2009