Research

Caldentey, R., A. Giloni, C. Hurvich, Y. Zhang (2024). Information Design and Sharing in Supply Chains. Mathematics of Operations Research (forthcoming)

Caldentey, R. V. Gupta, L. Hillas (2024). Designing Service Menus for Bipartite Queueing Systems. Operations Research (forthcoming)

Caldentey, R., L. Valdés (2024). Financial Hedging of Operational Risk Constraints. Production and Operations Management, 33(9), 1912-1930.

Caldentey, R., M.B. Haugh (2024). Multi-Market Cournot Equilibria with Heterogeneous Resource-Constrained Firms. Operations Research, 72(3), 940-956.

Hillas, L. R. Caldentey, V. Gupta (2024). Heavy Traffic Analysis of Multi-Class Bipartite Queueing Systems Under FCFS. Queueuing Systems, 106, 239-284.

Feng, Y., R. Caldentey, L. Xin, Y. Zhong, B. Wang, H. Hu (2023). Designing Sparse Graphs for Stochastic Matching with an Application to Middle-Mile Transportation Management. Managment Science (forthcoming)

Caldentey, R. H., Xu (2023). Trust and Reciprocity in Firms' Capacity Sharing. Manufacturing & Service Operations Management, 25(4), 1436-1450.

Caldentey, R., A. Giloni, C. Hurvich (2022). Performance Bound for Myopic Order-Up-To Inventory Policies under Stationary Demand Processes. Operations Research Letters, Volume 50(5), 588-595. 

Araman, V., R. Caldentey (2022). Diffusion Approximations for a Class of Sequential Testing Problems. Management Science, Volume 68(5), 5958-5979.

Feng, Y., R. Caldentey, C. Ryan (2022). Robust Learning of Consumer Preferences. Operations Research, Volume 70(2), 918 - 962.

Afèche, P., R. Caldentey, V. Gupta (2021). On the Optimal Design of a Bipartite Matching System. Operations Research, Vol. 70, No.1, 363-401.

Caldentey, R., A. Giloni, C. Hurvich (2020). Order Smoothing and Information Sharing under Endogenous Inventory Cost Parameters. (Under Review) 

Caldentey, R., F. Castro, R. Epstein, D. Sauré (2018). Optimal-Timing-of-a-Multi-stage-Project-Under-Market-Uncertainty

Caldentey R., M. Haugh (2017). A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Identical Retailers. Foundations and Trends in Technology, Information and Operations Management: Vol. 11, No. 1-2, Special Issue on Integrated Risk Management in Supply Chains. Edited by P. Kouvelis, L. Dong and D. Turcic, pp 124–143.

Caldentey, R., Y. Liu, I. Lobel (2017). Intertemporal Pricing under Minimax Regret. Operations Research, Vol. 65, No. 1, 104-129.

Araman, V., R. Caldentey (2016). Crowdvoting the Timing of New Product Introduction. (Related article: How business should use crowdvoting, Chicago Booth, July 2017).

Caldentey, R., R. Epstein, D. Sauré (2016). Optimal Exploitation of a Mineral Resource under Stochastic Market Prices. Chapter 4 in Real Options in Energy and Commodity Markets. Edited by N. Secomandi, World Scientific-Now Publishers Series in Business.

Hu, Xing, R. Caldentey, G. Vulcano (2013). Revenue Sharing in Airline Alliances. Management Science, Vol. 59, No. 5, 1177-1195.

Caldentey, R., P. Rocha e Oliveira (2013). Dynamic Pricing and Customer Relationships: Learning by Selling.

Caldentey, R., X. Chen (2011). The Role of Financial Services in Procurement Contracts. Chapter 11 in Handbook of Integrated Risk Management in Global Supply Chains, co-edited by Panos Kouvelis, Onur Boyabatli, Lingxiu Dong, and Rong Li, John Wiley & Sons, Inc.

Araman, V., R. Caldentey (2010). Revenue Management with Incomplete Demand Information.  Encyclopedia of Operations Research, Wiley.

Caldentey, R., E. Stacchetti (2010). Insider Trading with Random Deadline. Econometrica Vol. 78, No. 1, 245-283.

Caldentey, R., E. Kaplan, G. Weiss (2009). FCFS Infinite Bipartite Matching of Servers and Customers. Advances in Applied Probability, Vol. 41, 695-730.

Araman, V., R. Caldentey (2009). Dynamic Pricing for Non-Perishable Products with Demand Learning.  Operations Research, Vol. 57, No.5, 1169-1188.

Caldentey, R., M. Haugh (2009). Supply Contracts with Financial Hedging. Operations Research, Vol. 57, No.1, 47--65.

Caldentey, R., G. Vulcano (2007). Online Auction and Revenue Management. Management Science, Vol. 53, No. 5, 795-813.

Caldentey, R., L. Wein (2006). Revenue Management of a Make-to-Stock Queue. Operations Research, Vol. 54, No. 5, 859-875.

Caldentey, R., M. Haugh (2006). Optimal Control and Hedging of Operations in the Presence of Financial Markets. Mathematics of Operations Research, Vol. 31, No. 2, 285-304.

Bitran, G., R. Caldentey, R. Vial (2005). Pricing Policies for Perishable Products with Demand Substitution.

Bitran, G., R. Caldentey (2003). An Overview of Pricing Models and Revenue Management. M&SOM,  Vol. 5, No. 3 , 203-229.

Caldentey, R., L. Wein (2003). Analysis of a Decentralized Production-Inventory System. M&SOM, Vol. 5, No. 1, 1-17.

Caldentey, R., S. Mondschein (2003). Policy Model for Pollution Control in the Copper Industry, Including a Model for the Sulfuric Acid Market. Operations Research. Vol. 51, No. 1, 1-16.

Bitran, G., R. Caldentey (2002). Two-Class Priority Queueing System with State-Dependent Arrivals. Queueing Systems,  Vol. 40, 355-382.

Caldentey, R. (2001). Approximations for Multi-Class Departure Processes. Queueing Systems, Vol. 38, 205-212.

Caldentey, R., S. Mondschein (2000). Control de la Contaminación Atmosférica de las Fundiciones Estatales de Cobre Mediante un Sistema de Apoyo a las Decisiones.
Revista Ingeniería de Sistemas, Vol. XIV, 79-101. (In Spanish)

Bitran, G., R. Caldentey, S. Mondschein (1998). Coordinating Clearance Markdown Sales of Seasonal Products in Retail Chains. Operations Research, Vol. 46, No. 5, 609-624.