Rene Caldentey

University of Chicago - Booth School of Business

Professor Operations Management

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

http://www.chicagobooth.edu/faculty/directory/c/rene-caldentey

SCHOLARLY PAPERS

12

DOWNLOADS

3,069

SSRN CITATIONS

72

CROSSREF CITATIONS

34

Scholarly Papers (12)

1.

Robust Learning of Consumer Preferences

Number of pages: 80 Posted: 07 Aug 2018 Last Revised: 05 Apr 2021
Yifan Feng, Rene Caldentey and Christopher Thomas Ryan
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 639 (57,275)
Citation 3

Abstract:

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sequential learning, maximum selection, best arm identification, dynamic assortments, preference learning

2.

Crowdvoting the Timing of New Product Introduction

Number of pages: 46 Posted: 27 Jan 2016
Victor F. Araman and Rene Caldentey
American University of Beirut - The Olayan School of Business and University of Chicago - Booth School of Business
Downloads 398 (101,880)
Citation 6

Abstract:

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3.

Optimal Control and Hedging of Operations in the Presence of Financial Markets

Number of pages: 26 Posted: 05 Oct 2003
Rene Caldentey and Martin B. Haugh
University of Chicago - Booth School of Business and Imperial College Business School
Downloads 352 (117,060)
Citation 16

Abstract:

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Operations management, portfolio optimization, stochastic control, incomplete markets

4.

Intertemporal Pricing under Minimax Regret

Number of pages: 47 Posted: 21 Nov 2013 Last Revised: 29 Apr 2015
Rene Caldentey, Ying Liu and Ilan Lobel
University of Chicago - Booth School of Business, New York University - Department of Information, Operations, and Management Sciences and New York University (NYU)
Downloads 345 (119,564)
Citation 9

Abstract:

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optimal pricing, strategic consumers, demand uncertainty, robust optimization

5.

Dynamic Pricing for Non-Perishable Products with Demand Learning

Number of pages: 46 Posted: 26 Feb 2006
Victor F. Araman and Rene Caldentey
American University of Beirut - The Olayan School of Business and University of Chicago - Booth School of Business
Downloads 333 (124,374)
Citation 43

Abstract:

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Dynamic pricing, Bayesian demand learning, approximations, intensity control, non-homogeneous Poisson process, optimal stopping

6.

On the Optimal Design of a Bipartite Matching Queueing System

Number of pages: 59 Posted: 24 Mar 2019 Last Revised: 11 Nov 2019
Philipp Afeche, Rene Caldentey and Varun Gupta
University of Toronto - Rotman School of Management, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 331 (125,185)
Citation 3

Abstract:

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Queueing, Bipartite Matching, Quadratic Programming

7.

Diffusion Approximations for a Class of Sequential Experimentation Problems

Forthcoming in Management Science
Number of pages: 36 Posted: 12 Nov 2019 Last Revised: 11 Oct 2021
Victor F. Araman and Rene Caldentey
American University of Beirut - The Olayan School of Business and University of Chicago - Booth School of Business
Downloads 185 (220,948)
Citation 1

Abstract:

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assortment selection, dynamic programming, Bayesian demand learning, experiment design, optimal stopping, sequential testing, crowdvoting

8.

Online Auction and List Price Revenue Management

NYU Working Paper No. 2451/14106
Number of pages: 45 Posted: 09 Oct 2008
Rene Caldentey and Gustavo Vulcano
University of Chicago - Booth School of Business and Universidad Torcuato Di Tella - School of Business
Downloads 169 (238,629)
Citation 3

Abstract:

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revenue management, strategic behavior, online auction, asymptotic, dual channel

9.

Insider Trading With Stochastic Valuation

Number of pages: 43 Posted: 16 May 2007
Rene Caldentey and Ennio Stacchetti
University of Chicago - Booth School of Business and Leonard N. Stern School of Business - Department of Economics
Downloads 168 (239,809)

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Order Smoothing and Information Sharing under Endogenous Inventory Cost Parameters

NYU Stern School of Business
Number of pages: 53 Posted: 04 Mar 2019 Last Revised: 08 Jan 2022
Rene Caldentey, Avi H. Giloni and Clifford M. Hurvich
University of Chicago - Booth School of Business, Yeshiva University - Syms School of Business and Stern School of Business, New York University
Downloads 125 (304,481)

Abstract:

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inventory control; supply chain management; information sharing; order smoothing

Inventory Policies and Information Sharing: an Efficient Frontier Approach

NYU Working Paper No. 2451/43902
Number of pages: 44 Posted: 04 Mar 2019
Rene Caldentey, Avi Giloni and Clifford M. Hurvich
University of Chicago - Booth School of Business, Independent and Stern School of Business, New York University
Downloads 14 (756,933)

Abstract:

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inventory control; supply chain management; information sharing; order smoothing

11.

Performance Bound for Myopic Order-Up-To Inventory Policies under Stationary Demand Processes

Number of pages: 10 Posted: 28 Mar 2022
Rene Caldentey, Avi H. Giloni and Clifford Hurvich
University of Chicago - Booth School of Business, Yeshiva University - Syms School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 10 (765,123)

Abstract:

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Inventory theory, Myopic Order-up-To, Bounds

12.

An Overview of Pricing Models for Revenue Management

MIT Sloan Working Paper No. 4433-03
Posted: 26 Sep 2003
Gabriel R. Bitran and Rene Caldentey
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Booth School of Business

Abstract:

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Survey, Revenue Management, Pricing Policies, Perishable and Non-renewable Resources, Stochastic Demand Processes