Assaf Zeevi

Kravis Professor of Business

Decision, Risk, and Operations

BSc, Technion; MS, 1997; MS, Stanford; PhD, 2001

Joined CBS in 2001

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Assaf Zeevi

Office
101 Uris

Phone
212-854-9678

E-mail
assaf@gsb.columbia.edu

Fax
212-316-9180

Teaching and research interest

Assaf Zeevi is the Vice Dean for Research and Henry Kravis Professor of Business at the Graduate School of Business, Columbia University. His research is broadly focused on the formulation and analysis of mathematical models of complex systems. He is particularly interested in the areas of stochastic modeling and statistics, and their synergistic application to problems arising in service operations, revenue management, and financial services. Assaf received his B.Sc. and M.Sc. (1997) Cum Lauda from the Technion, in Israel, and subsequently his Ph.D. (2001) from Stanford University. In 2001 he joined the faculty of the Business School at Columbia University. He is a recipient of a CAREER Award from the National Science Foundation (2005), an IBM Faculty Award (2008), a Google Research Award (2009), the INFORMS Revenue Management Society Best Publication Award (2008), and the Dean's Award for Teaching Excellence at Columbia Business School (2004). His research has been funded by grants from the National Science Foundation, the Israel-US Binational Science Foundation, the Caesarea Rothschild Foundation, IBM Research Labs, and Google Inc. Assaf consults with various companies in the areas of high technology, financial services, and revenue management, and serves on the Scientific Advisory Board of Nomis Solutions Inc. and Ultimate Risk Solutions Inc. He has served as a council member of the Applied Probability Society, and currently serves on the editorial boards of several of the leading journals in his profession.

Chapters

Nonparametric bandits with covariates In Proceedings of the 23rd conference on learning theory (COLT) (2010)
Author(s): Assaf Zeevi, Philippe Rigolet

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Revenue Maximization Through "Smart" Inventory Management in Reservation-Based Online Advertising In The Twelfth Workshop on Mathematical Performance Modeling and Analysis (2010)
Author(s): Assaf Zeevi, Ana Radovanovic

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Revenue Maximization in Reservation-based Online Advertising Through Dynamic Inventory Management In Proceedings of the 48th Annual Allerton Conference on Communication, Control, and Computing (2010)
Author(s): Assaf Zeevi, Ana Radovanovic

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Extreme events and multi-name credit derivatives In Credit Derivatives: The Definitive Guide (2003)
Author(s): Roy Mashal, Marco Naldi, Assaf Zeevi

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Estimating tail probabilities in queues via extremal statistics In Analysis of Communication Networks: Call Centres, Traffic and Performance (2000)
Author(s): Peter Glynn, Assaf Zeevi

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Journal articles

Blind Network Revenue Management In Operations Research (2012)
Author(s): Omar Besbes, Assaf Zeevi

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A Note on Performance Limitations in Bandit Problems with Side Information In IEEE Transactions on Information Theory (2011)
Author(s): Assaf Zeevi, Alexander Goldenshluger

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A Note on the Relationship Among Capacity, Pricing, and Inventory in a Make-to-Stock System In Production and Operations Management (2011)
Author(s): Gad Allon, Assaf Zeevi

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General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm In Operations Research (2011)
Author(s): Mark Broadie, Deniz Cicek, Assaf Zeevi

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On the minimax complexity of pricing in a changing environment In Operations Research (2011)
Author(s): Omar Besbes, Assaf Zeevi

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Capacity sizing under parameter uncertainty: Safety staffing principles revisited In Management Science (2010)
Author(s): Assaf Zeevi, Achal Bassambo, Ramandeep Randhawa

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Testing the Validity of a Demand Model: An Operations Perspective In Manufacturing & Service Operations Management (2010)
Author(s): Omar Besbes, Robert Phillips, Assaf Zeevi

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Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms In Operations Research (2009)
Author(s): Omar Besbes, Assaf Zeevi

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On a data-driven method for staffing large call centers In Operations Research (2009)
Author(s): Achal Bassamboo, Assaf Zeevi

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Pointwise stationary fluid models for stochastic processing networks In Manufacturing & Service Operations Management (2009)
Author(s): Achal Bassamboo, J. Richard Harrison, Assaf Zeevi

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Woodroofe's one-armed bandit problem revisited In Annals of Applied Probability (2009)
Author(s): Alexander Goldenshluger, Assaf Zeevi

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Bounding stationary expectations of Markov processes In IMS Collections (2008)
Author(s): Peter Glynn, Assaf Zeevi

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Change-point estimation from indirect observations. 1. Minimax complexity In Annales de l'Institut Henri Poincaré, Probabilités et Statistiques (2008)
Author(s): Alexander Goldenshluger, A. Juditsky, A. Tsybakov, Assaf Zeevi

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Change-point estimation from indirect observations. 2. Adaptation In Annales de l'Institut Henri Poincaré, Probabilités et Statistiques (2008)
Author(s): Alexander Goldenshluger, A. Juditsky, A. Tsybakov, Assaf Zeevi

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Portfolio credit risk with extremal dependence: Asymptotic analysis and efficient simulation In Operations Research (2008)
Author(s): Achal Bassamboo, Sandeep Juneja, Assaf Zeevi

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On the inefficiency of state-independent importance sampling in the presence of heavy tails In Operations Research Letters (2007)
Author(s): Achal Bassamboo, Sandeep Juneja, Assaf Zeevi

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Recovering convex boundaries from blurred and noisy observations In The Annals of Statistics (2006)
Author(s): Alexander Goldenshluger, Assaf Zeevi

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Optimal change-point estimation from indirect observations In The Annals of Statistics (2006)
Author(s): Alexander Goldenshluger, A. Tsybakov, Assaf Zeevi

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Validity of heavy traffic steady-state approximations in generalized Jackson networks In The Annals of Applied Probability (2006)
Author(s): David Gamarnik, Assaf Zeevi

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Design and control of a large call center: Asymptotic analysis of an LP-based method In Operations Research (2006)
Author(s): Achal Bassamboo, J. Richard Harrison, Assaf Zeevi

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Pricing and Design of Differential Services: Approximate Analysis and Structural Insights In Operations Research (2005)
Author(s): Costis Maglaras, Assaf Zeevi

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A Method for Staffing Large Call Centers Based on Stochastic Fluid Models In Manufacturing and Service Operations Management (2005)
Author(s): J. Richard Harrison, Assaf Zeevi

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Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits In Queueing Systems (2005)
Author(s): Achal Bassamboo, J. Richard Harrison, Assaf Zeevi

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The Hough transform estimator In The Annals of Statistics (2004)
Author(s): Alexander Goldenshluger, Assaf Zeevi

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Recurrence properties of autoregressive processes with super-heavy-tailed innovations In Journal of Applied Probability (2004)
Author(s): Assaf Zeevi

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Estimating tail decay for stationary sequences via extreme values In Advances in Applied Probability (2004)
Author(s): Assaf Zeevi, Peter Glynn

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Diffusion Approximations for a Markovian Multi-Class Service System with 'Guaranteed' and 'Best-Effort' Service Levels In Mathematics of Operations Research (2004)
Author(s): Costis Maglaras, Assaf Zeevi

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Dynamic scheduling of a multiclass queue in the Halfin-Whitt heavy traffic regime In Operations Research (2004)
Author(s): J. Richard Harrison, Assaf Zeevi

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Pricing and Capacity Sizing for Systems with Shared Resources: Scaling Relations and Approximate Solutions In Management Science (2003)
Author(s): Costis Maglaras, Assaf Zeevi

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Security of quantum key distribution with entangled photons against individual attacks In Physical Review A (2002)
Author(s): Edo Waks, Assaf Zeevi, Yoshihisa Yamamoto

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Nonasymptotic bounds for autoregressive time series modeling In Annals of Statistics (2001)
Author(s): Alexander Goldenshluger, Assaf Zeevi

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On the maximum workload of a queue fed by fractional Brownian motion In The Annals of Applied Probability (2000)
Author(s): Peter Glynn, Assaf Zeevi

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Error bounds for functional approximation and estimation using mixtures of experts In IEEE Transactions on Information Theory (1998)
Author(s): Assaf Zeevi, Ronny Meir, V. Maiorov

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Density estimation through convex combinations of densities: Approximation and estimation bounds In Neural Networks (1997)
Author(s): Assaf Zeevi, Ronny Meir

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CaseWorks

Deconstructing the Price of Diamonds: Summer 2011
Author(s): Nicolas Stier-Moses, Assaf Zeevi

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Working Papers

Non-Stationary Stochastic Optimization (2013)
Author(s): Omar Besbes, Yonatan Gur, Assaf Zeevi

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An integrated model for capacity planning and dynamic control in call center networks with general SLAs (2011)
Author(s): Awi Federgruen, Santiago Balseiro, Assaf Zeevi

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Revenue maximization in a queueing system offering differentiated services Working paper (2011)
Author(s): Costis Maglaras, John Yao, Assaf Zeevi

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A Linear Response Bandit Problem Working paper (2010)
Author(s): Assaf Zeevi, Alexander Goldenshluger

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Optimal dynamic assortment planning Working paper (2010)
Author(s): Assaf Zeevi, Denis Saure

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Assessing financial product solutions to America's retirement income planning: A closer look at annuity lifetime withdrawal guarantees and target date mutual funds Working paper (2010)
Author(s): Awi Federgruen, Assaf Zeevi

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Bayesian dynamic pricing policies: Learning and earning under a binary prior distribution Working paper (2010)
Author(s): Assaf Zeevi, N. Bora Keskin, J. Richard Harrison

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Forthcoming Articles

On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning In Management Science (2012)
Author(s): Omar Besbes, Assaf Zeevi

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