My research interests lie at the interface of operations, risk management, and finance. Within this broad space, my work has two main threads: (i) developing new tools for dynamic optimization under uncertainty and prescriptive analytics, and (ii) applying these to operational and contracting problems arising in complex value chains. An area of particular focus in recent years has been the design of better procurement, payment and financing solutions in global supply chains, where the choice of material and financial flows carries both immediate and long-term impact on the lives of millions of people, and on the environment.


Key areas of interest

  • Optimization: dynamic programming, convex robust optimization, combinatorial optimization, game theory

  • Value chain management: sourcing, pricing, financing, risk

  • Fairness and shared value, social and environmental responsibility

The Wordle on the left, created from some of my papers’ abstracts, gives you perhaps the best five-second snapshot of what it is that I do…

Under Review

Journal Publications

Other Publications

Working Papers

  • “Discrete Convexity and Optimality Conditions in Dynamic Robust Optimization,” with Y. Wei.

  • “Routing, Payments, and Incentives - Trading Platform Design for Smallholder Supply Chains,” with S. Camelo-Gomez and J. de Zegher.

Active Research

  • “Micro-Financing Solutions for Commodity Supply Chains,” with X. Warnes.

  • “Managing Freshness and Perishables with Cherry Pickers,” with J. Park and E. Plambeck.

  • “Disruption Risk and Optimal Sourcing in Supply Chains with Limited Visibility,” with R. Swinney.

  • “Reverse Factoring and Inventory-Based Lending in Supply Networks,” with W. Luo and W. Zhu.

  • “Sum-of-squares Proofs for Analyzing Comparative Statics,” with A. Ahmadi and G. Hall.

  • “Distributionally-Robust Financial Contract Design,” with C. Kocyigit and D. Kuhn.