Denis Sauré

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


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 Max-Min Bilevel Linear Programming with Incomplete Information and Learning". Submitted for publication. [PDF]

  2. D. Sauré and J. P. Vielma, "Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis". Submitted for publication. [PDF]

  3. S. Modaresi, D. Sauré and F. Bernstein, "A Dynamic Clustering Approach to Data-Driven Assortment Personalization". Submitted for publication. [PDF]

  4. 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.

  5. F. Alarcón, D. Sauré, A. Weintraub, R. Wolf-Yadlin, G. Zamorano, G. Durán, M. Guajardo, J. Miranda, M. Siebert, S. Souyris, H. Muñoz, L. Ramírez, M. Ramírez, "Operations Research Transforms Scheduling of Chilean Soccer Leagues and South American World Cup Qualifiers". Interfaces, 47(1), 52-69, 2017. [PDF] 2016 Franz Edelman Award, Finalist. This work is based in the following papers:
  6. D. Sauré, R. Caldentey and R. Epstein, "Optimal Exploitation of a Mineral Resource under Stochastic Market Prices," in "Real Options in Energy and Commodity Markets," Chapter 4, 117-171, 2017. World Scientific Publishing Co. Pte. Ltd. [PDF]

  7. J. Borrero, O. Prokopyev, D. Sauré, "Sequential Shortest Path Interdiction with Incomplete Information". Decision Analysis, 13(1), 68-98, 2016. [PDF]

  8. O. Besbes and D. Sauré, "Product Assortment and Price Competition Under Multinomial Logit Demand." POMS, 25(1), 114-127, 2016. [PDF]

  9. A. Khademi, D. Sauré, A. Schaefer, S. Braithwaite and M. Roberts, "The Price of Non-abandonment: HIV in Resource-Limited Settings." MSOM, 17(4), 554-570, 2015. [PDF] 2012 Pierskalla Best Paper Award, Finalist.

  10. A. Khademi, D. Sauré, S. Braithwaite, A. Schaefer, K. Nucifora and M. Roberts, "Treatment in Resource-Limited Environments: Treatment Coverage and Insights". Value in Health, 18(8), 1113-1119, 2015. [PDF]

  11. 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, 9(6), 1-8, 2014 [PDF].

  12. O. Besbes and D. Sauré, "Dynamic Pricing Strategies in the Presence of Demand Shifts." MSOM, 16(4), 513-528, 2014. [PDF]

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

  14. D. Sauré and A. Zeevi, "Optimal Dynamic Assortment Planning with Demand Learning. MSOM, 15(3), 387-404, 2013. [PDF] 2009 INFORMS MSOM Student Paper Competition, First prize

  15. 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

  16. 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]