Denis Sauré

Assistant Professor
Industrial Engineering Department
University of Chile
Republica 701, Santiago, Chile
Phone: +56 2 29784038
Email: dsaure at dii.uchile.cl

Background

I obtained a M.Sc. in Operations Management from the University of Chile in 2004 and a Ph.D. in Operations Research from Columbia University in 2011. Afterwards, I was at the University of Pittsburgh until 2013 as an assistant professor, and since August 2013 I am back at the University of Chile, also as an assistant professor. You can find my cv here.

Research Interests

My research interests lie in the general area of stochastic modeling and its applications to service operations and revenue management. In particular, my research focuses in data-driven approaches to decision-making under uncertainty, and their application in the retail industry, on line advertisement, and service systems in general.

Research Papers

  1. J. Borrero, O. Prokopyev, D. Sauré, "Sequential Network Interdiction with Incomplete Information". Submitted for Publication. [PDF]

  2. S. Modaresi, D. Sauré and J. P. Vielma, "Learning in Combinatorial Optimization: what and how to explore". Submitted for Publication. [PDF] JFIG INFORMS 2013 Paper Competition, Second Prize.

  3. A. Khademi, D. Sauré, A. Schaefer, S. Braithwaite and M. Roberts, "The Price of Non-abandonment: HIV in Resource-Limited Settings." Submitted for Publication. [PDF] 2012 Pierskalla Best Paper Award, Finalist.

  4. A. Khademi, S. Braithwaite, D. Sauré, A. Schaefer, K. Nucifora and M. Roberts, "Should expectations about the rate of new antiretroviral drug development impact the timing of HIV treatment initiation and expectations about treatment benefits?". PLoS ONE.

  5. A. Khademi, D. Sauré, S. Braithwaite, A. Schaefer, K. Nucifora and M. Roberts, "HIV Treatment in Sub-Saharan Africa: Now Comes the Hard Part". Submitted for Publication.[PDF]

  6. O. Besbes and D. Sauré, "Dynamic Pricing Strategies in the Presence of Demand Shifts." Forthcoming at MSOM. [PDF]

  7. O. Besbes and D. Sauré, "Product Assortment and Price Competition Under Multinomial Logit Demand." Submitted for Publication.

  8. D. Sauré and A. Zeevi, "Dynamic Learning and Customization in Display-based Online Advertisement." Working paper.

  9. D. Sauré and A. Zeevi, "Optimal Dynamic Assortment Planning with Demand Learning. MSOM, 15, 387-404, 2013. [PDF] 2009 INFORMS MSOM Student Paper Competition, First prize

  10. V.Farias, D. Sauré and G. Weintraub, "An Approximate Dynamic Programming Approach to Solving Dynamic Oligopoly Models." RAND Journal of Economics, 43, 253-282, 2012. [PDF] [Download Java code] [Code documentation] 2009 INFORMS JFIG Paper Competition, Second prize

  11. D. Sauré, A. Zeevi and P. Glynn , "A Linear Programming Algorithm for Computing the Stationary Distribution of Semimartingale Reflected Brownian Motion". Working paper. [PDF] [Download Matlab code]

  12. D. Sauré, R. Caldentey and R. Epstein, "Optimal Exploitation of a Nonrenewable Resource." Working paper. [PDF]

  13. G. Duran, M. Guajardo, J. Miranda, D. Sauré, S. Souyris and A. Weintraub, "Scheduling the Chilean Soccer League by Integer Programming", Interfaces, 37,539--552, 2007. [PDF]