Departamento de Ingeniería Industrial de la Universidad de Chile Facultad de Ciencias Físicas y Matemáticas de la Universidad de Chile

Caldentey, René.

Associate Professor in Operations Management, New York University.

e-Mail: rcaldent@dii.uchile.cl

República 701, Santiago de Chile. Fono +56 2 978 40 33.

Grado académico

  • Ingeniero Civil Industrial, Universidad de Chile.
  • Ph.D. en Gestión de Operaciones, MIT.

Áreas de especialización

  • Revenue Management and Dynamic Pricing
  • Queueing Theory and itsApplications to Manufacturing Systems.
  • The Role of the Financial Markets in Operations.
  • Operations Managements in the Apparel Industry
  • Production Systems in the Copper Industry.

Actividades docentes

  • Investigación operativa.
  • Políticas dinámicas de precios: estrategia, táctica y operación.
  • Seminario de redes de espera: teoría y aplicación.
  • Métodos cuantitativos.

Actividades académicas y/o profesionales

  • Principal Investigator: The Martingale Approach to operational and Financial Hedging. Research supported by FONDECYT.Project Nº1070342 (march 2007 to march 2010).

Principales publicaciones

REVENUE MANAGEMENT AND DYNAMIC PRICING.

  • Coordinating Clearance Markdown Sales of Seasonal Products in Retail Chains. Operations Research, vol. 46, No 5, 609-624, 1998. (with Gabriel Bitran and Susana Mondschein).
  • An Overview of Pricing Models for Revenue Management. M&SOM 5, 203-229, 2003. (with Gabriel Bitran).
  • Online Auction and List Price Revenue Management. Management Science 53-5, 795-813, 2007. (with Gustavo Vulcano).
  • Dynamic Pricing for Non-Perishable Products with Demand Learning. Operations Research (forthcoming) (with Victor Araman).
  • Pricing Policies for Perishable Products with Demand Substitution. Under Review (with Gabriel Bitran and Raimundo Vial).
  • The Rental Problem. Unpublished manuscript (with Susana Mondschein).
  • Learning Customers Preferences through Repetitive Sale Interactions. (with Gabriel Bitran and Paulo Rocha e Oliveira). In preparation.
  • Robust Network Revenue Management. (with Fernando Ordonez). In preparation.

QUEUEING THEORY AND MANUFACTURING SYSTEMS

  • Approximations for Multi-Class Departure Processes. Queueing Systems 38, 205-212, 2001.
  • Two-Class Priority Queueing System with State-Dependent Arrivals. Queueing Systems 40, 355-382, 2002. (with Gabriel Bitran).
  • Policy Model for Pollution Control in the Copper Industry. Operations Research 51, 1-16, 2003. (with Susana Mondschein).
  • Analysis of a Decentralized Production-Inventory System. M&SOM 5, 1-17, 2003. (with Lawrence Wein).
  • Revenue Management of a Make-to-Stock Queue. Operations Research 54(5), 859-875, 2006. (with Lawrence Wein) .
  • FCFS Infinite Bipartite Matching of Servers and Customers. (with Ed Kaplan and Gideon Weiss). Advances in Applied probability (forthcoming). This paper is based on the unpublished manuscript A Heavy Traffic Approximation for Queues with Restricted Customer-Server Matchings (with Ed Kaplan) .

FINANCIAL MARKETS AND OPERATIONS.

  • Optimal Control and Hedging of Operations in the Presence of Financial Markets. Mathematics of Operations Research 31(2), 285-304, 2006. (with Martin Haugh).
  • Supply Contracts with Financial Hedging. Operations Research 57, 47-65 (with Martin Haugh).
  • Operational Models with Risk Hedging Constraints. (with Martin Haugh and Leon Valdes). In preparation.
  • Measuring the Benefits of Financial Services in Procurement Contracts (with Xiangfeng Chen). In preparation.
  • A Real Option Approach for Valuating Long-term Planning in the Mining Industry. Under Review (with Rafael Epstein and Denis Saure).
  • Insider Trading with a Random Deadline. (with Ennio Stacchetti). Under revision. This paper is based on the working paper Insider Trading with Stochastic Valuation (with Ennio Stacchetti).
  • Optimal Operating Control and Dividend Distribution Policies (with Cristobal Correa). In preparation.

OTHER PUBLICATIONS

  • Politicas de Precio para Productos Perecibles. Civil Industrial Engineering Thesis, Department of Industrial Engineering, University of Industrial Engineering Chile, 1995.
  • Control de la Contaminacion Atmosferica de las Fundiciones Estatales de Cobre Mediante un Sistema de Apoyo a las Decisiones. Rev. Ing. Syst. XIV, 79-101, 2000. (with Susana Mondschein)(In Spanish).
  • Analyzing the Make-to-Stock Queue in the Supply Chain and eBusiness Settings. Ph.D. thesis, Sloan School of Management, MIT, 2001.
  • Revenue Management of a Make-to-Stock-Queue. MSOM 4, 4-6, 2002.