Omar Besbes
Phone : +1 646 387 3190
e-mail : ob2105@columbia.edu
http://www.columbia.edu/~ob2105
520 West, 112th Street, #12C
New York, NY 10025
U.S.A.
Research interests
– Application areas:
Pricing and revenue management, Operations management, Service systems, Supply chain management
– Methodological areas:
Applied probability, Stochastic modeling, Estimation, Dynamic programming, Game theory
Education
2003-present
Ph.D. Candidate, Decision, Risk & Operations, Columbia University, New York, NY
Graduation expected in June 2007
Dissertation on revenue management under model uncertainty
1999-2000
M.Sc., Aeronautics and Astronautics, Stanford University, Stanford, CA
1997-1999
Ingénieur, École Polytechnique, Palaiseau, France
Major in Applied Mathematics and Mechanical Engineering
1995-1997
University-level preparation for the competitive entrance to French Engineering Schools,
Lycée Saint-Louis, Paris, France
Major in Mathematics and Physics
Honors
– Paul M. Montrone Scholar, Columbia University (2005)
– Nicholas J.Hoff Award for Outstanding Master’s Degree Student, Stanford University (2000)
– Scholarship from Fondation de l’École Polytechnique (1999)
– Excellence Scholarship from the French Government (1995)
Research papers
Submitted for publication
– O. Besbes and A. Zeevi. “Blind nonparametric revenue management: asymptotic optimality of a joint
learning and pricing method.” Submitted to Management Science, March 2006.
1
– O. Besbes and A. Zeevi. “Implications of choice model parameter estimation in a competitive environment.” Submitted to Operations Research, May 2006.
– O. Besbes and S. Savin. “Going bunkers: Joint route selection and inventory replenishment problem
in marine transportation.” Submitted to Operations Research, August 2006.
– O. Besbes and A. Zeevi. “Dynamic pricing without knowing the demand function: Risk bounds and
near-optimal algorithms.” Submitted to Operations Research, November 2006.
– O. Besbes and C. Maglaras. “Revenue management of a make-to-order firm in an uncertain environment.” Submitted to Operations Research, November 2006.
Work in progress
– O. Besbes and A. Zeevi. “Demand curve fitting and applications to price optimization.”
– O. Besbes and A. Zeevi. “Choice models in revenue management: An empirical study”
Others
– F. Thivet, O. Besbes and D. Knight. “Effect of grid resolution on accuracy of skin friction and heat
transfer in turbulent boundary layers.” AIAA Paper No. 2000-0820, January 2000.
Conferences
– Revenue Optimization for a Make-To-Order Queue in an Uncertain Market Environment
INFORMS, San Francisco, RM Cluster, November 2005
– Blind Nonparametric Revenue Management
INFORMS, Pittsburgh, RM Cluster, November 2006
M&SOM Conference, Atlanta, June 2006
6th Annual INFORMS Revenue Management and Pricing Conference, New York, June 2006
– Implications of Choice Model Parameter Estimation in a Competitive Environment
INFORMS, Pittsburgh, M&SOM Cluster, November 2006
M&SOM Conference, Atlanta, June 2006
– Risk Bounds and Near-Optimal Algorithms in Revenue Management with Unknown Demand Function
INFORMS, Pittsburgh, Applied Probability Cluster, November 2006
Professional experience
2004-Present
Teaching Assistant, Columbia University, New York, NY
Conducted review sessions, graded homeworks and exams, and held office hours
Managerial Statistics (MBA: Fall 2004, 2005, 2006)
Decision Models (MBA: Spring 2005, Summer 2005, EMBA: Summer 2006)
Operations Management (MBA: Summer 2005)
2
2005-present
Consultant
Proposed and implemented a fuel replenishment optimization model for marine shipping companies (with S. Savin)
Evaluated new insurance products (with A. Federgruen and A. Zeevi)
2000-2003
Project Manager , Siemens Transportation Systems
Designed and implemented a new system for the interface between regional and
central sales departments (Erlangen, Germany)
Managed the Operations Control Center and Traction Power implementations for a
new mass transit system (San Juan, Puerto Rico)
Spring, 1999
Visiting Scholar , Rutgers University, New Brunswick, NJ
Mechanical & Aerospace Engineering department
Studied crossing-shock-wave/boundary layer interactions in supersonic nozzles
Course Work Overview
Various courses in stochastic modeling, Queueing theory, Monte Carlo methods in financial engineering,
Linear programming, Nonlinear optimization, Convex optimization, Dynamic programming, Microeconomics, Game theory, Logistics & distribution management, Revenue management, Supply chain, Game
theory in operations, Choice models.
Miscellaneous
Languages: French (mother tongue), Arabic (fluent), Spanish (fluent), German (intermediate),
Danish (beginner)
Programming: Worked or wrote projects with F90, Matlab, Mathematica, Maple, VBA, MS Office
References
– Assaf Zeevi
Gantcher Associate Professor of Business
Decision, Risk & Operations Division
Columbia Business School
406 Uris Hall, 3022 Broadway
New York, NY 10027, U.S.A.
Phone: 212-854-9678
e-mail : assaf@gsb.columbia.edu
3
– Costis Maglaras
Philip H. Geier, Jr. Associate Professor of Business
Decision, Risk & Operations Division
Columbia Business School
409 Uris Hall, 3022 Broadway
New York, NY 10027, U.S.A.
Phone: 212-854-4240
e-mail : c.maglaras@gsb.columbia.edu
– Awi Federgruen
Charles E. Exley Professor of Management
Chair of Decision, Risk & Operations Division
Columbia Business School
419 Uris Hall, 3022 Broadway
New York, NY 10027, U.S.A.
Phone: 212-854-6084
e-mail : af7@columbia.edu
– Sergei Savin
Associate Professor
Decision, Risk & Operations Division
Columbia Business School
404 Uris Hall, 3022 Broadway
New York, NY 10027, U.S.A.
Phone: 212-854-0614
e-mail : svs30@columbia.edu
4