Naveed Chehrazi

Naveed Chehrazi

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Naveed Chehrazi is broadly interested in the modeling and analysis of dynamic decision problems. From a methodological perspective, his research has been focused on Dynamic Programming and Optimal Control. From a practical perspective, Naveed has worked on problems related to consumer lending (credit cards), healthcare policy (drug resistance), and retail operations (dynamic pricing and inventory management).

Area of Expertise

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Asset Pricing, Decision Analysis, Management Science, Math Programming, Simulation Modeling, Statistics/Econometrics, Stochastic Processes, Consumer Behavior and Decision Making, Inventory Control, Production Planning, and Scheduling, Operations Strategy, Revenue Management, Supply Chain Management, Supply Chain, Operations, and Technology

Education

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• Ph D 2013, Stanford University
• MS 2008, Stanford University
• BS 2005, Sharif University of Technology

Research Interests

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Data-driven modeling and optimization, applied probability and optimal control, consumer lending and retail banking, inventory management and retail operations, drug resistance and healthcare operations

Selected Publications

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• "Dynamic Credit-Collections Optimization", Management Science, Issue 6, 2737-2769, with P. Glynn, T.A. Webe, 2019
• "Dynamics of Drug Resistance: Optimal Control of an Infectious Disease", Operations Research Journal, Issue 3, 619-650, with L.E. Cipriano, E.A. Enns, 2019
• "Welfare Implications of Inventory-Driven Dynamic Pricing", Management Science, Issue 12, 5449-5956, with Y. Stamatopoulos, A. Bassamboo, 2019
• "Dynamic Valuation of Delinquent Credit-Card Accounts", Management Science, Issue 12, 3077-3096, with T.A. Weber, 2015
• "Monotone Approximation of Decision Problems", Operations Research Journal, Issue 4, 1158-1177, with T.A. Weber, 2010