Dimitris Bertsimas

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Professor of Management

E53-359

Cambridge, MA 02142

United States

SCHOLARLY PAPERS

10

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CITATIONS
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18

Scholarly Papers (10)

1.

When is Time Continuous?

MIT Laboratory of Financial Engineering (LFE) Working Paper No. LFE-1033-98
Number of pages: 51 Posted: 02 Sep 1998
Dimitris Bertsimas, Leonid Kogan and Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,832 (8,313)
Citation 5

Abstract:

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2.

Moneyball for Academics: Network Analysis for Predicting Research Impact

Bertsimas, D., Brynjolfsson, E., Reichman, S. and Silberholz, J., 2015. OR Forum—Tenure analytics: Models for predicting research impact. Operations Research, 63(6), pp.1246-1261.
Number of pages: 17 Posted: 05 Jan 2014 Last Revised: 21 Nov 2018
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Michigan, Stephen M. Ross School of Business
Downloads 1,258 (15,197)
Citation 3

Abstract:

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Citation analysis, Academic impact, Analytics, Networks

3.

Exact First-Choice Product Line Optimization

Operations Research, Forthcoming
Number of pages: 50 Posted: 21 Aug 2017 Last Revised: 17 Oct 2018
Dimitris Bertsimas and Velibor Mišić
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 275 (110,546)
Citation 2

Abstract:

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product line design, first-choice models, mixed-integer optimization, Benders decomposition

4.

Dynamic Pricing and Inventory Control for Multiple Products

Journal of Revenue & Pricing Management 3, 303-319 (January 2005)
Number of pages: 20 Posted: 01 Mar 2014 Last Revised: 03 Mar 2014
Dimitris Bertsimas and Sanne De Boer
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Invesco
Downloads 197 (153,121)

Abstract:

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dynamic pricing, inventory control, multiple products, joint pricing, inventory control

5.

An Analysis of the Guaranteed Withdrawal Benefits for Life Option

Number of pages: 35 Posted: 08 Dec 2008 Last Revised: 29 Sep 2010
Premal Shah and Dimitris Bertsimas
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 111 (245,294)
Citation 9

Abstract:

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GWB for life, Variable Annuities, stochastic interest rate, stochastic volatility, pension, risk neutrl pricing, insurance

6.

Optimization of Multiclass Queueing Networks with Changeover Times Via the Achievable Region Method: Part Ii, the Multi-Station Case

Economics Working Paper No. 314
Number of pages: 35 Posted: 11 Nov 1998
Dimitris Bertsimas and José Niño Mora
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 99 (265,509)
Citation 3

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7.

Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model

NBER Working Paper No. w6250
Number of pages: 64 Posted: 16 Jul 2000 Last Revised: 07 Oct 2010
Dimitris Bertsimas, Leonid Kogan and Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 89 (284,321)

Abstract:

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8.

Simulation-Based Booking Limits for Airline Revenue Management

Operations Research, Volume 53, Issue 1, January-February 2005, pp. 90-106
Posted: 01 Mar 2014
Dimitris Bertsimas and Sanne De Boer
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Invesco

Abstract:

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simulation, optimization,inventory control, revenue management, booking limits, airline

9.

Optimal Control of Execution Costs

LFE-1025-96
Posted: 30 Jun 1998
Dimitris Bertsimas and Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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10.

Stability Conditions for Multiclass Fluid Queueing Networks

Sloan Working Paper No. 3790
Posted: 05 May 1998
Dimitris Bertsimas, David Gamarnik and John Tsitsiklis
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)

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