Research interests

My research interests are primarily in Revenue Management, including pricing mechanisms (e.g., list prices and auctions) and capacity control. Currently, I am focusing on the following research streams:

  • Choice-based demand models: Estimation and assortment optimization
  • Strategic consumer behavior: Design of selling mechanisms to deter it
  • Computational methods for network revenue management

Published and Forthcoming Papers

  • G. Berbeglia, A. Garassino and G. Vulcano (2021). A comparative empirical study of discrete choice models in retail operations. Forthcoming in Management Science. [article]

  • F. Previgliano and G. Vulcano (2021). Managing uncertain capacities for network revenue optimization. Forthcoming in M&SOM. [article]

  • S. Jagabathula, D. Mitrofanov and G. Vulcano (2020). Personalized retail promotions through a DAG-based representation of customer preferences. Forthcoming in Operations Research. [article]

  • T. Abdallah and G. Vulcano (2020). Demand estimation under the multinomial logit model from sales transaction data. Published in M&SOM "Articles in Advance". [article] [online appendix].
  • I. Mendez-Diaz, G. Vulcano, and P. Zabala. Analysis of a generalized linear ordering problem via integer programming. Discrete Applied Mathematics Vol. 271, pp. 93–107, 2019. [article] [online appendix].

  • S. Jagabathula and G. Vulcano. A partial-order-based model to estimate individual preferences using panel data.  Management Science Vol. 64(4):1609-1628, 2018. Featured article in the [Management Science review blog] in April 2018.  [article] [online appendix]
  • N. Surasvadi, C. Tang and G. Vulcano. Using contingent markdown with reservation to profit from strategic consumer behavior. Production and Operations Management Vol. 26(12): 2226-2246, 2017. [article]
  • G. van Ryzin and G. Vulcano. An expectation-maximization method to estimate a rank-based choice model of demand. Technical note.  Operations Research Vol. 65(2), 396-407, 2017. [article]  [data source]
  • I. Lobel, J. Patel, G.Vulcano, and J. Zhang. Optimizing product launches in the presence of strategic consumers. Management Science Vol. 62(6): 1778-1799, 2016.  [article]  [online appendix]
  • G. van Ryzin and G. Vulcano. A market discovery algorithm to estimate a general class of non-parametric choice model. Management Science Vol. 61(2): 281-300, 2015.  [article]  [online appendix]
  • I. Mendez-Diaz, J. Miranda Bront, G. Vulcano and P. Zabala. A branch-and-cut algorithm for the latent-class logit assortment problem. Discrete Applied Mathematics Vol. 164: 246-263, 2014.  [article]
  • X. Hu, R. Caldentey and G. Vulcano. Revenue Sharing in Airline Alliances. Management Science Vol. 59(5): 1177-1195, 2013. [article] [online appendix]
  • G. Vulcano, G.J. van Ryzin and R. Ratliff. Estimating Primary Demand for Substitutable Products from Sales Transaction Data. Operations Research Vol. 60(2): 313-334, 2012.  [article]
  • J. Chaneton and G. Vulcano. Computing Bid-Prices for Revenue Management under Customer Choice Behavior. M&SOM Vol. 13(4): 452-470, 2011.  [article]  [online appendix]
  • N. Osadchiy and G. Vulcano. Selling with Binding Reservations in the Presence of Strategic Consumers. Management Science Vol. 56(12): 2173-2190, 2010.  [article]  [online appendix]
  • G. Vulcano, G.J. van Ryzin, and W. Chaar. Choice-Based Revenue Management: An Empirical Study of Estimation and Optimization. M&SOM Vol. 12(3): 371-392, 2010.  [article]  [online appendix]
  • J. Miranda Bront, I. Mendez-Diaz, and G. Vulcano. A Column Generation Algorithm for Choice-Based Network Revenue Management. Operations Research Vol. 57(3): 769-784, 2009.  [article] [online appendix]
  • Y. Chen and G. Vulcano. Effects of information Disclosure under First- and Second-Price Auctions in a Supply Chain Setting. M&SOM Vol.11(2): 299-316, 2009.  [article]  [online appendix]
  • G. J. van Ryzin and G. Vulcano. Simulation-Based Optimization of Virtual Nesting Controls for Network Revenue Management. Operations Research, Vol. 56(4): 865-880, 2008.  [article]  [online appendix]
  • G. J. van Ryzin and G. Vulcano. Computing Virtual Nesting Controls for Network Revenue Management under Customer Choice Behavior. M&SOM Vol. 10(3): 448-467, 2008.  [article]  [online appendix]
  • R. Caldentey and G. Vulcano. Online Auction and List Price Revenue Management. Management Science, Vol. 53(5): 795-813, 2007.  [article]  [online appendix]
  • G. J. van Ryzin and G. Vulcano. Optimal Auctioning and Ordering in an Infinite Horizon Inventory-Pricing System. Operations Research, Vol. 52(3): 346-367, 2004.  [article]
  • G. Vulcano, G.J. van Ryzin and C. Maglaras. Optimal Dynamic Auctions for Revenue Management. Management Science 48(11): 1388-1407, 2002. Extended abstract in M&SOM, Vol. 4(1): 7-11, 2002.  [article]  [online appendix]
  • G. Vulcano, D. Moses, M. de las Heras and A. Valcarcel. A lineal equation for the classification of progressive and hyperactive spermatozoa.  Mathematical Biosciences, Vol. 149 (1): 77-93, 1998.

Working Papers

  • S. Jagabathula, D. Mitrofanov and G. Vulcano (2020). Inferring consideration sets from sales transaction data. [article]
  • J. Correa, D. Pizarro and G. Vulcano (2020). The value of observability in dynamic pricing. A preliminary version of this paper appeared in the Proceedings of the EC 2020 conference. [article]
  • A. Musalem et al. (2017). A review of choice modeling in the marketing-operations management interface. [article]

Book Chapters

  • Y. Chen, C. Maglaras and G. Vulcano. Design of an aggregated marketplace under congestion effects: Asymptotic analysis and equilibrium characterization. Appendix. In Sharing Economy: Making Supply Meet Demand, M. Hu (Ed.), Springer Series in Supply Chain Management, C. Tang (Series Ed.), pp. 217-248, 2019. [ Appendix ] 
  • Y. Aviv and G. Vulcano. Dynamic List Pricing. Chapter 23 in Handbook of Pricing Management, Eds. O. Ozer and R. Phillips, Oxford University Press, pp. 522-584, 2012.

Other articles

  • K. Talluri, G. van Ryzin, I. Karaesmen and G. Vulcano. Revenue Management: Models and Methods. Proceedings of the 2008 
  • Winter Simulation Conference, December 7-10, 2008, Miami, Florida; S. Mason, R. Hill, L. Moench, and O. Rose (eds.),  IEEE, pp: 145-156. [full paper]
  • F. Bernstein and G. Vulcano, Pricing and Revenue Management: Present and Trends, Boletin de la Sociedad Espanola de Estadistica e Investigacion Operativa, Vol. 23(4): 9-12, 2007. [full paper]