Research

My primary current interest is Revenue Management.
More generally, I am interested in Dynamic Optimization and the analysis of complex stochastic systems.

Publications

  1. C. W. Chan, V. F. Farias, N. Bambos, and G. J. Escobar. “ Maximizing Throughput of Hospital Intensive Care Units with Patient Readmissions.” Submitted. [pdf]

  2. V. F. Farias, S. Jagabathula, and D. Shah. “ A New Approach to Modeling Choice with Limited Data. ” Submitted. [pdf]
    Preliminary version:
    • V. F. Farias, S. Jagabathula, and D. Shah. “ A Data-Driven Approach to Modeling Choice. &rdquo Advances in Neural Information Processing Systems 22 , MIT Press, 2009. Forthcoming.

  3. V. V. Desai, V. F. Farias, and C. C. Moallemi. “ Aproximate Dynamic Programming via a Smoothed Approximate Linear Program. ” Submitted. [pdf]
    Preliminary version:
    • V. V. Desai, V. F. Farias, and C. C. Moallemi. “ The Smoothed Approximate Linear Program. ” Advances in Neural Information Processing Systems 22 , MIT Press, 2009. Forthcoming.

  4. D. Bertsimas, V. F. Farias, and N. Trichakis. “ The Price of Fairness. ” Operations Research (under minor revision).

  5. 1 V. F. Farias, D. Saure, and G. Y. Weintraub. “ The Linear Programming Approach to Solving Large Scale Dynamic Stochastic Games. ” Submitted. [pdf]

  6. V. F. Farias, R. Madan. “ Irrevocable Multi-Armed Bandit Policies. ” Operations Research (under minor revision). [pdf]

  7. C. W. Chan, V. F. Farias. “ Stochastic Depletion Problems: Effective Myopic Policies for a class of Dynamic Optimization Problems.” Mathematics of Operations Research 34:2 (May 2009) [pdf]

  8. V. F. Farias, B. Van Roy. “An Approximate Dynamic Programming Approach to Network Revenue Management.” Submitted. [pdf]

  9. 2 V. F. Farias, B. Van Roy. “Dynamic Pricing with a Prior on Market Response.” Operations Research (to appear) [pdf]

  10. V. F. Farias, C. C. Moallemi, B. Van Roy, and T. Weissman. “ Universal Reinforcement Learning.” IEEE Transactions on Information Theory (to appear) [pdf]
    Preliminary version:
    • V. F. Farias, C. C. Moallemi, B. Van Roy, and T. Weissman. “ A Universal Scheme for Learning.” Proceedings of the IEEE International Symposium on Information Theory, Adelaide, Australia, September 2005.

  11. V. F. Farias, C. C. Moallemi, and B. Prabhakar. “Load Balancing with Migration Penalties.” Proceedings of the IEEE International Symposium on Information Theory, Adelaide, Australia, September 2005. [pdf]

  12. V. F. Farias, B. Van Roy. “Approximation Algorithms for Dynamic Resource Allocation.” Operations Research Letters, Vol. 34, No. 2, March 2006, pp. 180-190. [pdf]

  13. V. F. Farias, B. Van Roy. “Tetris: A Study of Randomized Constraint Sampling.” Probabilistic and Randomized Methods for Design Under Uncertainty, Springer-Verlag [pdf] [Tetris Demo]

Thesis

  1. V.F. Farias. “Revenue Management Beyond "Estimate, Then Optimize"” Stanford University Ph. D. Thesis, 2007.[pdf]
1 2009 INFORMS JFIG Paper Competition, second place.
2 2006 INFORMS MSOM Student Paper Competition, second place.