Nicola Secomandi

According to our database, Nicola Secomandi authored at least 36 papers between 1994 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

OM Forum - Asset-Level Perspectives on the Clean Energy Transition.

Nicola Secomandi

Manuf. Serv. Oper. Manag., 2025

2024

Least Squares Monte Carlo and Pathwise Optimization for Merchant Energy Production.

Bo Yang, Selvaprabu Nadarajah, Nicola Secomandi

Oper. Res., 2024

2023

A review of the operations literature on real options in energy.

Selvaprabu Nadarajah, Nicola Secomandi

Eur. J. Oper. Res., September, 2023

2022

Special Issue of <i>INFORMS Journal on Computing</i> - Scalable Reinforcement Learning Algorithms.

J. Paul Brooks, Ted K. Ralphs, Nicola Secomandi

INFORMS J. Comput., 2022

Quadratic Hedging and Optimization of Option Exercise Policies.

Nicola Secomandi

Found. Trends Technol. Inf. Oper. Manag., 2022

2020

Technical Note - Worst-Case Benefit of Restocking for the Vehicle Routing Problem with Stochastic Demands.

Luca Bertazzi, Nicola Secomandi

Oper. Res., 2020

Least Squares Monte Carlo and Approximate Linear Programming with an Energy Real Option Application.

Selvaprabu Nadarajah, Nicola Secomandi

Found. Trends Technol. Inf. Oper. Manag., 2020

2019

Quadratic Hedging of Commodity and Energy Cash Flows.

Nicola Secomandi

Found. Trends Technol. Inf. Oper. Manag., 2019

2018

Merchant Energy Trading in a Network.

Selvaprabu Nadarajah, Nicola Secomandi

Oper. Res., 2018

Faster rollout search for the vehicle routing problem with stochastic demands and restocking.

Luca Bertazzi, Nicola Secomandi

Eur. J. Oper. Res., 2018

2017

Relationship between least squares Monte Carlo and approximate linear programming.

Selvaprabu Nadarajah, Nicola Secomandi

Oper. Res. Lett., 2017

An Analytical Throughput Approximation for Closed Fork/Join Networks.

Erkut Sönmez, Alan Scheller-Wolf, Nicola Secomandi

INFORMS J. Comput., 2017

Approximations for High Dimensional Commodity and Energy Merchant Operations Models.

Nicola Secomandi

Found. Trends Technol. Inf. Oper. Manag., 2017

Comparison of least squares Monte Carlo methods with applications to energy real options.

Selvaprabu Nadarajah, François Margot, Nicola Secomandi

Eur. J. Oper. Res., 2017

2016

Electricity Trading and Negative Prices: Storage vs. Disposal.

Yangfang (Helen) Zhou, Alan Scheller-Wolf, Nicola Secomandi, Stephen F. Smith

Manag. Sci., 2016

2015

Merchant Commodity Storage and Term-Structure Model Error.

Nicola Secomandi, Guoming Lai, François Margot, Alan Scheller-Wolf, Duane J. Seppi

Manuf. Serv. Oper. Manag., 2015

Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage.

Selvaprabu Nadarajah, François Margot, Nicola Secomandi

Manag. Sci., 2015

Merchant Commodity Storage Practice Revisited.

Nicola Secomandi

Oper. Res., 2015

2014

Optimal Energy Procurement in Spot and Forward Markets.

Nicola Secomandi, Sunder Kekre

Manuf. Serv. Oper. Manag., 2014

Real Options and Merchant Operations of Energy and Other Commodities.

Nicola Secomandi, Duane J. Seppi

Found. Trends Technol. Inf. Oper. Manag., 2014

2013

Strategic analysis of technology and capacity investments in the liquefied natural gas industry.

Erkut Sönmez, Sunder Kekre, Alan Scheller-Wolf, Nicola Secomandi

Eur. J. Oper. Res., 2013

2012

A Computational Approach to the Real Option Management of Network Contracts for Natural Gas Pipeline Transport Capacity.

Nicola Secomandi, Mulan X. Wang

Manuf. Serv. Oper. Manag., 2012

2011

Valuation of Storage at a Liquefied Natural Gas Terminal.

Guoming Lai, Mulan X. Wang, Sunder Kekre, Alan Scheller-Wolf, Nicola Secomandi

Oper. Res., 2011

TECHNICAL NOTE - Revenue Management with Bargaining.

Atul Bhandari, Nicola Secomandi

Oper. Res., 2011

2010

On the Pricing of Natural Gas Pipeline Capacity.

Nicola Secomandi

Manuf. Serv. Oper. Manag., 2010

Optimal Commodity Trading with a Capacitated Storage Asset.

Nicola Secomandi

Manag. Sci., 2010

An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation.

Guoming Lai, François Margot, Nicola Secomandi

Oper. Res., 2010

2009

OM Practice - Balancing Risk and Efficiency at a Major Commercial Bank.

Sunder Kekre, Nicola Secomandi, Erkut Sönmez, Kenneth West

Manuf. Serv. Oper. Manag., 2009

Teaching Demand Management and Price Optimization in the MBA Program at the Carnegie Mellon University Tepper School of Business.

Nicola Secomandi

INFORMS Trans. Educ., 2009

Reoptimization Approaches for the Vehicle-Routing Problem with Stochastic Demands.

Nicola Secomandi, François Margot

Oper. Res., 2009

2008

An Analysis of the Control-Algorithm Re-solving Issue in Inventory and Revenue Management.

Nicola Secomandi

Manuf. Serv. Oper. Manag., 2008

2003

Analysis of a Rollout Approach to Sequencing Problems with Stochastic Routing Applications.

Nicola Secomandi

J. Heuristics, 2003

2002

From Revenue Management Concepts to Software Systems.

Nicola Secomandi, Kirk Abbott, Tankut Atan, E. Andrew Boyd

Interfaces, 2002

2001

A Rollout Policy for the Vehicle Routing Problem with Stochastic Demands.

Nicola Secomandi

Oper. Res., 2001

2000

Comparing neuro-dynamic programming algorithms for the vehicle routing problem with stochastic demands.

Nicola Secomandi

Comput. Oper. Res., 2000

1994

Enhancing Diversity for a Genetic Algorithm Learning Environment for Classfication Tasks.

Christoph F. Eick, Yeong-Joon Kim, Nicola Secomandi

Proceedings of the Sixth International Conference on Tools with Artificial Intelligence, 1994