Features publications from Year 2017 -2018 by IORA Members.

Principal Investigator Team Members Title (Click on the title to view the publication)
Prof Chiu Yu Ko Ruben Juarez, Jingyi Xue Sharing sequential value in a network Journal of Economic Theory, 177, 2018, 734-779
Prof Dai Min Jiatu Cai, Xinfu Chen Portfolio selection with capital gains tax, recursive utility, and regime switching
Prof Dai Min Luis Goncalves-Pinto, Jing Xu How does illiquidity affect delegated portfolio choice?
Prof He Shuangchi Melvyn Sim, Meilin Zhang Data-driven patient scheduling in emergency departments: A hybrid robust--stochastic approach
Prof Joel Goh Mohsen Bayati, Stefanos A. Zenios, Sundeep Singh, and David Moore Data Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical Innovations. Operations Research, 66(3):697-715
Prof Joel Goh Bastani, Hamsa and Mohsen Bayati Evidence of upcoding in pay-for-performance programs. Management Science, forthcoming
Prof Joel Goh Shanafelt, Tait D, and Christine A. Sinsky The business case for investing in physician well-being. JAMA Internal Medicine, 177(12):1826-1832
Prof Jussi Keppo J. Ning, V. Babich, and J. Handley Risk-Aversion and B2B Contracting under Asymmetric Information: Evidence from Managed Print Services
Prof Jussi Keppo J. Korte Risk Targeting and Policy Illusions - Evidence from the Announcement of the Volcker Rule
Prof Lu Jingfeng Bin Liu Optimal Two-Stage Procurement with Hidden R&D Efficiency
Prof Lu Jingfeng Bin Liu, Ruqu Wang and Jun Zhang Optimal Prize Allocation in Contests: the Role of Negative Prizes,
Prof Melyvn Sim S. He, M. Zhang Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust–Stochastic Approach. Forthcoming in Management Science
Prof Melyvn Sim Z. Chen, H. Xu Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets. Forthcoming in Operations Research
Prof Melyvn Sim Y. Zhang, R. Baldacci, J. Tang Routing optimization with time windows under uncertainty. Forthcoming in Mathematical Programming
Prof Melyvn Sim J. Zhen, D. den Hertog Adjustable Robust Optimization via Fourier-Motzkin Elimination. Forthcoming in Operations Research
Prof Melyvn Sim D. Bertsimas, M. Zhang Adaptive Distributionally Robust Optimization. Forthcoming in Management Science
Prof Melyvn Sim K. Natarajan, Joline Uichanco Asymmetry and Ambiguity in Newsvendor Model. Forthcoming Management Science
Prof Mabel Chou M. Parlar, Y. Zhou  Optimal Timing to Initiate Medical Treatment for a Disease Evolving as a Semi‐Markov Process, Journal of Optimization Theory and Applications,  Volume 175, Issue 1, October 2017, Pages 194–217 
Prof Mabel Chou J. Xie, Y. Fan  Flexibility design in loss and queueing systems: efficiency of kchain  configuration,  Flexible  Services  and  Manufacturing  Journal,  Volume  29, Issue 2, June 2017, Pages 286–308 
Prof Mabel Chou Y. Zhong, Z. Zheng, , C. P. Teo Resource Pooling and Allocation Policies to Deliver Differentiated Service, Management Science, 64(4), 1555‐1573, 2018.
Prof Mabel Chou C. K. Sim and X. M. Yua Infinite horizon optimal policy for an inventory system with two types of product sharing common hardware platforms, Operations  Research Letters, Volume 45, Issue 1, January 2017, Pages 12–18
Prof Meng Qiang Tingsong Wang, Xinchang Wang Joint berth allocation and quay crane assignment under different carbon taxation policies
Prof Meng Qiang Xinchang Wang Optimal Price Decisions for Joint Ventures between Port Operators and Shipping Lines under the Congestion Effect
Prof Meng Qiang Zhijia Tan, Yadong Wang,Zhixue Liu Joint Ship Schedule Design and Sailing Speed Optimization for a Single Inland Shipping Service with Uncertain Dam Transit Time
Prof Niyazi Taneri Arnoud De Meyer Contract Theory: Impact on Biopharmaceutical Alliance Structure and Performance
Prof Nott David John Z An, C Drovandi  Robust Bayesian Synthetic Likelihood via a Semi‐Parametric Approach ( preprints)
Prof Nott David John M Quiroz, R Kohn  Gaussian variational approximation for high‐dimensional state space models ( preprints)
Prof Teo Chung Piaw Gao Yini, Yan Zhenzhen and David Simchi-Levi Disruption Risk Mitigation in Supply Chains - The Risk Exposure Index Revisited Forthcoming, Operations Research
Prof Teo Chung Piaw G. Lyu, W. C. Cheung, M. C. Chou, Z. Zheng , and Y. Zhong Capacity allocation in flexible production networks: Theory and applications Forthcoming Management Science.
Prof Teo Chung Piaw Qingxia Kong, GD Granic and Nicolas Lambert Judgment Error in Lottery Play: When the Hot-Hand Meets the Gambler's Fallacy Forthcoming Management Science
Prof Teo Chung Piaw Y. Liang, H. Shen and Max Shen Reliable Flexibility Design of Supply Chain via Extended Probabilistic Expanders Forthcoming, Productions and Operations Management.
Prof Toh Kim Chuan Ethan Fang, H. Liu, W.-X. Zhou Max-norm optimization for robust matrix recovery, Mathematical Programming, 167 (2018), pp. 5--35
Prof Toh Kim Chuan C. Ding, D.F. Sun, J. Sun Spectral operators of matrices, Mathematical Programming, 168 (2018), pp. 509--531
Prof Toh Kim Chuan X.Y. Lam, J.S. Marron, D.F. Sun Fast algorithms for large scale generalized distance weighted discrimination, J. Computational and Graphical Statistics, 27 (2018), pp. 368--379.
Prof Toh Kim Chuan X.D. Li, D.F. Sun QSDPNAL: A two-phase augmented Lagrangian method for convex quadratic semidefinite programming, Mathematical Programming Computation, 10 (2018), pp. 703--743.
Prof Toh Kim Chuan X.D. Li, D.F. Sun A highly efficient semismooth Netwon augmented Lagrangian method for solving Lasso problems, SIAM J. Optimization, 28 (2018), pp. 433--458.
Prof Toh Kim Chuan X.D. Li, D.F. Sun On efficiently solving the subproblems of a level-set method for fused lasso problems, SIAM J. Optimization, 28 (2018), pp. 1842--1866.
Prof Toh Kim Chuan K. Natarajan, D.J. Shi Bounds for random binary quadratic programs, SIAM J. Optimization, 28 (2018), pp. 671--692.
Prof Toh Kim Chuan X.D. Li, D.F. Sun A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications, Mathematical Programming, in print.
Prof Toh Kim Chuan Y. Cui, D.F. Sun On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming, Mathematical Programming, in print, 2018.
Prof Toh Kim Chuan Y.J. Zhang, N. Zhang, D.F. Sun An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems, Mathematical Programming, in print, 2018.
Prof Toh Kim Chuan N. Ito, S. Kim, M. Kojima, A. Takeda Equivalences and differences in conic relaxations of combinatorial quadratic optimization problems, J. Global Optimization, in print. 2018
Prof Vincent Tan Mine Alsan, Ranjitha Prasad Lower Bounds on the Bayes Risk of the Bayesian BTL Model with Applications to Comparison Graphs
Prof Vincent Tan Masahito Hayashi Minimum Rates of Approximate Sufficient Statistics
Prof Vincent Tan Renbo Zhao A Unified Convergence Analysis of the Multiplicative Update Algorithm for Regularized NMF
Prof Hu Zhenyu He Long, Zhang Meilin Robust Repositioning for Vehicle Sharing
Prof Zhang Hanqin Shuangchi He, Dacheng Yao Optimal ordering policy for inventory systems  with quantity‐dependent setup  costs, Mathematics of Operations Research, Vol.42(2017), 979‐1006. 
Prof Zhang Hanqin  Marcus Ang, Karl Sigman, Jeannette Song Closed‐form approximations  for optimal (r,q) and (S,T) policies in a parallel pro‐  cessing environment, Operations Research, Vol.65(2017), 1414‐1428.
Prof Zhang Hanqin  Junfei Huang, Avi Mandelbaum,  and Jiheng Zhang  Refined models for  efficiency‐driven queues with applications to delay announcements and staffing, Operations  Research, Vol.65 (2017), 1380‐1397 
Prof Zhou Junjie Ying-Ju Chen and Yves Zenou Competitive pricing strategies in social networks, 2018 The Rand Journal of Economics, 49(3):672-705
Prof Zhou Junjie Ying-Ju Chen and Yves Zenou Multiple activities in networks, 2018 American Economic Journal: Microeconomics, 10(3):34-85
Prof Zhou Junjie Ying-Ju Chen Optimal pricing with sequential consumption in networks, 2018 Operations Research, 66(5), 1218-1226.
Prof Zhou Chao Alexandre Popier Second-order besde under monotonicity condition and liquidation problem under uncertainty