Omar Mouchtaki

Columbia University - Columbia Business School, Decision Risk and Operations

New York, NY

United States

SCHOLARLY PAPERS

3

DOWNLOADS

1,065

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

How Big Should Your Data Really Be? Data-Driven Newsvendor: Learning One Sample at a Time

Columbia Business School Research Paper
Number of pages: 69 Posted: 08 Jul 2021 Last Revised: 27 Jul 2022
Omar Besbes and Omar Mouchtaki
Columbia University - Columbia Business School, Decision Risk and Operations and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 619 (66,423)

Abstract:

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Limited data, data-driven decisions, minimax regret, approximation ratio, sample average approximation, empirical optimization, finite samples, robust optimization

2.

Joint Assortment and Inventory Planning for Heavy Tailed Demand

Columbia Business School Research Paper Forthcoming
Number of pages: 48 Posted: 26 Apr 2021 Last Revised: 12 Nov 2021
Cornell University - School of Operations Research and Information Engineering, Columbia University - Columbia Business School, Decision Risk and Operations, CUHK-SZ, Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Amazon.com, Shanghai University of Finance and Economics - College of Business, Amazon.com and Amazon.com
Downloads 267 (173,701)

Abstract:

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Inventory planning, stock-out based substitution, assortment optimization, heavy-tailed demand, sample average approximation, Markov Chain choice model

3.

Beyond IID: Data-Driven Decision-Making in Heterogeneous Environments

Number of pages: 64 Posted: 27 Jun 2022 Last Revised: 08 Nov 2022
Omar Besbes, Will Ma and Omar Mouchtaki
Columbia University - Columbia Business School, Decision Risk and Operations, Graduate School of Business and Columbia University - Columbia Business School, Decision Risk and Operations
Downloads 179 (252,584)

Abstract:

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data-driven algorithms; robust optimization; distributionally robust optimization; minimax regret; sample average approximation; pricing; newsvendor; ski-rental