Nicola Secomandi

36 papers B 1Journal 35
YearRankTypeTitle / Venue / Authors
2025 J jnl
OM Forum - Asset-Level Perspectives on the Clean Energy Transition.
Manuf. Serv. Oper. Manag.
Nicola Secomandi
2024 J jnl
Least Squares Monte Carlo and Pathwise Optimization for Merchant Energy Production.
Oper. Res.
Bo Yang, Selvaprabu Nadarajah, Nicola Secomandi
2023 J jnl
A review of the operations literature on real options in energy.
Eur. J. Oper. Res.
Selvaprabu Nadarajah, Nicola Secomandi
2022 J jnl
Quadratic Hedging and Optimization of Option Exercise Policies.
Found. Trends Technol. Inf. Oper. Manag.
Nicola Secomandi
2022 J jnl
Special Issue of
INFORMS J. Comput.
J. Paul Brooks, Ted K. Ralphs, Nicola Secomandi
2020 J jnl
Least Squares Monte Carlo and Approximate Linear Programming with an Energy Real Option Application.
Found. Trends Technol. Inf. Oper. Manag.
Selvaprabu Nadarajah, Nicola Secomandi
2020 J jnl
Technical Note - Worst-Case Benefit of Restocking for the Vehicle Routing Problem with Stochastic Demands.
Oper. Res.
Luca Bertazzi, Nicola Secomandi
2019 J jnl
Quadratic Hedging of Commodity and Energy Cash Flows.
Found. Trends Technol. Inf. Oper. Manag.
Nicola Secomandi
2018 J jnl
Faster rollout search for the vehicle routing problem with stochastic demands and restocking.
Eur. J. Oper. Res.
Luca Bertazzi, Nicola Secomandi
2018 J jnl
Merchant Energy Trading in a Network.
Oper. Res.
Selvaprabu Nadarajah, Nicola Secomandi
2017 J jnl
An Analytical Throughput Approximation for Closed Fork/Join Networks.
INFORMS J. Comput.
Erkut Sönmez, Alan Scheller-Wolf, Nicola Secomandi
2017 J jnl
Approximations for High Dimensional Commodity and Energy Merchant Operations Models.
Found. Trends Technol. Inf. Oper. Manag.
Nicola Secomandi
2017 J jnl
Comparison of least squares Monte Carlo methods with applications to energy real options.
Eur. J. Oper. Res.
Selvaprabu Nadarajah, François Margot, Nicola Secomandi
2017 J jnl
Relationship between least squares Monte Carlo and approximate linear programming.
Oper. Res. Lett.
Selvaprabu Nadarajah, Nicola Secomandi
2016 J jnl
Electricity Trading and Negative Prices: Storage vs. Disposal.
Manag. Sci.
Yangfang (Helen) Zhou, Alan Scheller-Wolf, Nicola Secomandi, Stephen F. Smith
2015 J jnl
Merchant Commodity Storage Practice Revisited.
Oper. Res.
Nicola Secomandi
2015 J jnl
Merchant Commodity Storage and Term-Structure Model Error.
Manuf. Serv. Oper. Manag.
Nicola Secomandi, Guoming Lai, François Margot, Alan Scheller-Wolf, Duane J. Seppi
2015 J jnl
Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage.
Manag. Sci.
Selvaprabu Nadarajah, François Margot, Nicola Secomandi
2014 J jnl
Optimal Energy Procurement in Spot and Forward Markets.
Manuf. Serv. Oper. Manag.
Nicola Secomandi, Sunder Kekre
2014 J jnl
Real Options and Merchant Operations of Energy and Other Commodities.
Found. Trends Technol. Inf. Oper. Manag.
Nicola Secomandi, Duane J. Seppi
2013 J jnl
Strategic analysis of technology and capacity investments in the liquefied natural gas industry.
Eur. J. Oper. Res.
Erkut Sönmez, Sunder Kekre, Alan Scheller-Wolf, Nicola Secomandi
2012 J jnl
A Computational Approach to the Real Option Management of Network Contracts for Natural Gas Pipeline Transport Capacity.
Manuf. Serv. Oper. Manag.
Nicola Secomandi, Mulan X. Wang
2011 J jnl
TECHNICAL NOTE - Revenue Management with Bargaining.
Oper. Res.
Atul Bhandari, Nicola Secomandi
2011 J jnl
Valuation of Storage at a Liquefied Natural Gas Terminal.
Oper. Res.
Guoming Lai, Mulan X. Wang, Sunder Kekre, Alan Scheller-Wolf, Nicola Secomandi
2010 J jnl
An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation.
Oper. Res.
Guoming Lai, François Margot, Nicola Secomandi
2010 J jnl
On the Pricing of Natural Gas Pipeline Capacity.
Manuf. Serv. Oper. Manag.
Nicola Secomandi
2010 J jnl
Optimal Commodity Trading with a Capacitated Storage Asset.
Manag. Sci.
Nicola Secomandi
2009 J jnl
OM Practice - Balancing Risk and Efficiency at a Major Commercial Bank.
Manuf. Serv. Oper. Manag.
Sunder Kekre, Nicola Secomandi, Erkut Sönmez, Kenneth West
2009 J jnl
Reoptimization Approaches for the Vehicle-Routing Problem with Stochastic Demands.
Oper. Res.
Nicola Secomandi, François Margot
2009 J jnl
Teaching Demand Management and Price Optimization in the MBA Program at the Carnegie Mellon University Tepper School of Business.
INFORMS Trans. Educ.
Nicola Secomandi
2008 J jnl
An Analysis of the Control-Algorithm Re-solving Issue in Inventory and Revenue Management.
Manuf. Serv. Oper. Manag.
Nicola Secomandi
2003 J jnl
Analysis of a Rollout Approach to Sequencing Problems with Stochastic Routing Applications.
J. Heuristics
Nicola Secomandi
2002 J jnl
From Revenue Management Concepts to Software Systems.
Interfaces
Nicola Secomandi, Kirk Abbott, Tankut Atan, E. Andrew Boyd
2001 J jnl
A Rollout Policy for the Vehicle Routing Problem with Stochastic Demands.
Oper. Res.
Nicola Secomandi
2000 J jnl
Comparing neuro-dynamic programming algorithms for the vehicle routing problem with stochastic demands.
Comput. Oper. Res.
Nicola Secomandi
1994 B conf
Enhancing Diversity for a Genetic Algorithm Learning Environment for Classfication Tasks.
ICTAI
Christoph F. Eick, Yeong-Joon Kim, Nicola Secomandi