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

11

DOWNLOADS

2,679

SSRN CITATIONS

71

CROSSREF CITATIONS

34

Scholarly Papers (11)

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 494 (71,785)
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 367 (101,525)
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 346 (108,485)
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 341 (110,259)
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 325 (116,233)
Citation 42

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 252 (151,431)
Citation 3

Abstract:

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Queueing, Bipartite Matching, Quadratic Programming

7.

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 167 (221,011)

Abstract:

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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 165 (223,265)
Citation 3

Abstract:

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

9.

Diffusion Approximations for a Class of Sequential Testing Problems

Number of pages: 56 Posted: 12 Nov 2019 Last Revised: 18 Jun 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 111 (303,349)
Citation 1

Abstract:

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

Order Smoothing and Information Sharing under Endogenous Inventory Cost Parameters

NYU Stern School of Business
Number of pages: 49 Posted: 04 Mar 2019 Last Revised: 14 Aug 2020
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 101 (325,683)

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 10 (738,218)

Abstract:

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

11.

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