Nicola Secomandi

Publication Activity (10 Years)

Years Active: 1994-2023
Publications (10 Years): 16

Top Topics

Reinforcement Learning Algorithms

Vehicle Routing Problem With Stochastic Demands

Top Venues

Found. Trends Technol. Inf. Oper. Manag.

Eur. J. Oper. Res.

Publications

Selvaprabu Nadarajah, Nicola Secomandi
A review of the operations literature on real options in energy. Eur. J. Oper. Res. 309 (2) (2023)
Nicola Secomandi
Quadratic Hedging and Optimization of Option Exercise Policies. Found. Trends Technol. Inf. Oper. Manag. 15 (3) (2022)
J. Paul Brooks, Ted Ralphs, Nicola Secomandi
- Scalable Reinforcement Learning Algorithms. INFORMS J. Comput. 34 (1) (2022)
Selvaprabu Nadarajah, Nicola Secomandi
Least Squares Monte Carlo and Approximate Linear Programming with an Energy Real Option Application. Found. Trends Technol. Inf. Oper. Manag. 14 (1-2) (2020)
Luca Bertazzi, Nicola Secomandi
Technical Note - Worst-Case Benefit of Restocking for the Vehicle Routing Problem with Stochastic Demands. Oper. Res. 68 (3) (2020)
Nicola Secomandi
Quadratic Hedging of Commodity and Energy Cash Flows. Found. Trends Technol. Inf. Oper. Manag. 12 (2-3) (2019)
Luca Bertazzi, Nicola Secomandi
Faster rollout search for the vehicle routing problem with stochastic demands and restocking. Eur. J. Oper. Res. 270 (2) (2018)
Selvaprabu Nadarajah, Nicola Secomandi
Merchant Energy Trading in a Network. Oper. Res. 66 (5) (2018)
Selvaprabu Nadarajah, François Margot, Nicola Secomandi
Comparison of least squares Monte Carlo methods with applications to energy real options. Eur. J. Oper. Res. 256 (1) (2017)
Nicola Secomandi
Approximations for High Dimensional Commodity and Energy Merchant Operations Models. Found. Trends Technol. Inf. Oper. Manag. 11 (1-2) (2017)
Selvaprabu Nadarajah, Nicola Secomandi
Relationship between least squares Monte Carlo and approximate linear programming. Oper. Res. Lett. 45 (5) (2017)
Erkut Sönmez, Alan Scheller-Wolf, Nicola Secomandi
An Analytical Throughput Approximation for Closed Fork/Join Networks. INFORMS J. Comput. 29 (2) (2017)
Yangfang (Helen) Zhou, Alan Scheller-Wolf, Nicola Secomandi, Stephen F. Smith
Electricity Trading and Negative Prices: Storage vs. Disposal. Manag. Sci. 62 (3) (2016)
Selvaprabu Nadarajah, François Margot, Nicola Secomandi
Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage. Manag. Sci. 61 (12) (2015)
Nicola Secomandi
Merchant Commodity Storage Practice Revisited. Oper. Res. 63 (5) (2015)
Nicola Secomandi, Guoming Lai, François Margot, Alan Scheller-Wolf, Duane J. Seppi
Merchant Commodity Storage and Term-Structure Model Error. Manuf. Serv. Oper. Manag. 17 (3) (2015)
Nicola Secomandi, Duane J. Seppi
Real Options and Merchant Operations of Energy and Other Commodities. Found. Trends Technol. Inf. Oper. Manag. 6 (3-4) (2014)
Nicola Secomandi, Sunder Kekre
Optimal Energy Procurement in Spot and Forward Markets. Manuf. Serv. Oper. Manag. 16 (2) (2014)
Erkut Sönmez, Sunder Kekre, Alan Scheller-Wolf, Nicola Secomandi
Strategic analysis of technology and capacity investments in the liquefied natural gas industry. Eur. J. Oper. Res. 226 (1) (2013)
Nicola Secomandi, Mulan X. Wang
A Computational Approach to the Real Option Management of Network Contracts for Natural Gas Pipeline Transport Capacity. Manuf. Serv. Oper. Manag. 14 (3) (2012)
Atul Bhandari, Nicola Secomandi
TECHNICAL NOTE - Revenue Management with Bargaining. Oper. Res. 59 (2) (2011)
Guoming Lai, Mulan X. Wang, Sunder Kekre, Alan Scheller-Wolf, Nicola Secomandi
Valuation of Storage at a Liquefied Natural Gas Terminal. Oper. Res. 59 (3) (2011)
Nicola Secomandi
Optimal Commodity Trading with a Capacitated Storage Asset. Manag. Sci. 56 (3) (2010)
Nicola Secomandi
On the Pricing of Natural Gas Pipeline Capacity. Manuf. Serv. Oper. Manag. 12 (3) (2010)
Guoming Lai, François Margot, Nicola Secomandi
An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation. Oper. Res. 58 (3) (2010)
Nicola Secomandi
Teaching Demand Management and Price Optimization in the MBA Program at the Carnegie Mellon University Tepper School of Business. INFORMS Trans. Educ. 9 (3) (2009)
Sunder Kekre, Nicola Secomandi, Erkut Sönmez, Kenneth West
OM Practice - Balancing Risk and Efficiency at a Major Commercial Bank. Manuf. Serv. Oper. Manag. 11 (1) (2009)
Nicola Secomandi, François Margot
Reoptimization Approaches for the Vehicle-Routing Problem with Stochastic Demands. Oper. Res. 57 (1) (2009)
Nicola Secomandi
An Analysis of the Control-Algorithm Re-solving Issue in Inventory and Revenue Management. Manuf. Serv. Oper. Manag. 10 (3) (2008)
Nicola Secomandi
Analysis of a Rollout Approach to Sequencing Problems with Stochastic Routing Applications. J. Heuristics 9 (4) (2003)
Nicola Secomandi, Kirk Abbott, Tankut Atan, E. Andrew Boyd
From Revenue Management Concepts to Software Systems. Interfaces 32 (2) (2002)
Nicola Secomandi
A Rollout Policy for the Vehicle Routing Problem with Stochastic Demands. Oper. Res. 49 (5) (2001)
Nicola Secomandi
Comparing neuro-dynamic programming algorithms for the vehicle routing problem with stochastic demands. Comput. Oper. Res. 27 (11-12) (2000)
Christoph F. Eick, Yeong-Joon Kim, Nicola Secomandi
Enhancing Diversity for a Genetic Algorithm Learning Environment for Classfication Tasks. ICTAI (1994)