Nicola Secomandi

Orcid: 0000-0002-1969-7210

Affiliations:
  • Carnegie Mellon University, Tepper School of Business, Pittsburgh, PA, USA


According to our database1, Nicola Secomandi authored at least 34 papers between 1994 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
A review of the operations literature on real options in energy.
Eur. J. Oper. Res., September, 2023

2022
Special Issue of <i>INFORMS Journal on Computing</i> - Scalable Reinforcement Learning Algorithms.
INFORMS J. Comput., 2022

Quadratic Hedging and Optimization of Option Exercise Policies.
Found. Trends Technol. Inf. Oper. Manag., 2022

2020
Technical Note - Worst-Case Benefit of Restocking for the Vehicle Routing Problem with Stochastic Demands.
Oper. Res., 2020

Least Squares Monte Carlo and Approximate Linear Programming with an Energy Real Option Application.
Found. Trends Technol. Inf. Oper. Manag., 2020

2019
Quadratic Hedging of Commodity and Energy Cash Flows.
Found. Trends Technol. Inf. Oper. Manag., 2019

2018
Merchant Energy Trading in a Network.
Oper. Res., 2018

Faster rollout search for the vehicle routing problem with stochastic demands and restocking.
Eur. J. Oper. Res., 2018

2017
Relationship between least squares Monte Carlo and approximate linear programming.
Oper. Res. Lett., 2017

An Analytical Throughput Approximation for Closed Fork/Join Networks.
INFORMS J. Comput., 2017

Approximations for High Dimensional Commodity and Energy Merchant Operations Models.
Found. Trends Technol. Inf. Oper. Manag., 2017

Comparison of least squares Monte Carlo methods with applications to energy real options.
Eur. J. Oper. Res., 2017

2016
Electricity Trading and Negative Prices: Storage vs. Disposal.
Manag. Sci., 2016

2015
Merchant Commodity Storage and Term-Structure Model Error.
Manuf. Serv. Oper. Manag., 2015

Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage.
Manag. Sci., 2015

Merchant Commodity Storage Practice Revisited.
Oper. Res., 2015

2014
Optimal Energy Procurement in Spot and Forward Markets.
Manuf. Serv. Oper. Manag., 2014

Real Options and Merchant Operations of Energy and Other Commodities.
Found. Trends Technol. Inf. Oper. Manag., 2014

2013
Strategic analysis of technology and capacity investments in the liquefied natural gas industry.
Eur. J. Oper. Res., 2013

2012
A Computational Approach to the Real Option Management of Network Contracts for Natural Gas Pipeline Transport Capacity.
Manuf. Serv. Oper. Manag., 2012

2011
Valuation of Storage at a Liquefied Natural Gas Terminal.
Oper. Res., 2011

TECHNICAL NOTE - Revenue Management with Bargaining.
Oper. Res., 2011

2010
On the Pricing of Natural Gas Pipeline Capacity.
Manuf. Serv. Oper. Manag., 2010

Optimal Commodity Trading with a Capacitated Storage Asset.
Manag. Sci., 2010

An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation.
Oper. Res., 2010

2009
OM Practice - Balancing Risk and Efficiency at a Major Commercial Bank.
Manuf. Serv. Oper. Manag., 2009

Teaching Demand Management and Price Optimization in the MBA Program at the Carnegie Mellon University Tepper School of Business.
INFORMS Trans. Educ., 2009

Reoptimization Approaches for the Vehicle-Routing Problem with Stochastic Demands.
Oper. Res., 2009

2008
An Analysis of the Control-Algorithm Re-solving Issue in Inventory and Revenue Management.
Manuf. Serv. Oper. Manag., 2008

2003
Analysis of a Rollout Approach to Sequencing Problems with Stochastic Routing Applications.
J. Heuristics, 2003

2002
From Revenue Management Concepts to Software Systems.
Interfaces, 2002

2001
A Rollout Policy for the Vehicle Routing Problem with Stochastic Demands.
Oper. Res., 2001

2000
Comparing neuro-dynamic programming algorithms for the vehicle routing problem with stochastic demands.
Comput. Oper. Res., 2000

1994
Enhancing Diversity for a Genetic Algorithm Learning Environment for Classfication Tasks.
Proceedings of the Sixth International Conference on Tools with Artificial Intelligence, 1994


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