The Fuqua School of Business
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1 Alessandro Arlotto Duke University The Fuqua School of Business 100 Fuqua Drive, Office W311 Phone: (919) PO Box Fax: (919) Durham, NC, Last updated: August 24, 2015 Research Interests Applied probability, stochastic modeling, stochastic dynamic programming, combinatorial optimization, and applications to management sciences and economics. Education University of Pennsylvania, Philadelphia, PA Ph.D. in Managerial Science and Applied Economics, December 2012 Dissertation Title: Essays in Problems of Optimal Sequential Decisions Advisors: Noah Gans, J. Michael Steele University of Pennsylvania, Philadelphia, PA A.M. in Statistics, December 2009 Thesis: Risk-Neutral Pricing with Switching Volatility Advisor: J. Michael Steele University of Torino, Torino, Italy Laurea Specialistica (M.S.) cum laude in Finance, July 2007 Thesis: Stochastic Orders and Multinormal Distributions Advisors: Marco Scarsini, Igor Prünster University of Torino, Torino, Italy Laurea Triennale (B.S.) cum laude in Economics and Business, November 2004 Thesis: Comparisons among Electoral Systems Advisor: Marco Scarsini Professional Experience 2012 present Duke University, The Fuqua School of Business Assistant Professor, Decision Sciences 2015 January Northwestern University, Kellogg School of Management Visiting Scholar, CMS EMS 2012 June Collegio Carlo Alberto, Moncalieri, Italy Visiting Scholar, Statistics Initiative 2011 March INSEAD, Fontainebleau, France Visiting Scholar, Technology & Operations Management 2010 September Collegio Carlo Alberto, Moncalieri, Italy Visiting Scholar, Statistics Initiative
2 Grants Funded 1. National Science Foundation, Conference on Probability Theory and Combinatorial Optimization, award , 2/01/2015 1/31/2016. Submitted Papers 1. Arlotto, A., and Steele, J. M. (2015) Finite horizon Markov decision problems and a central limit theorem for total reward, under review. 2. Arlotto, A., Frazelle, E.A., and Wei, Y. (2015) Strategic open routing in queueing networks, under review. Refereed Publications 3. Arlotto, A. and Steele, J. M. (2015) Beardwood-Halton-Hammersley theorem for stationary ergodic sequences: a counterexample, The Annals of Applied Probability, forthcoming. 4. Arlotto, A., Mossel, E., and Steele, J. M. (2015) Quickest online selection of an increasing subsequence of specified size, Random Structures & Algorithms, forthcoming. 5. Arlotto, A., Nguyen, V. V., and Steele, J. M. (2015) Optimal online selection of a monotone subsequence: a central limit theorem, Stochastic Processes and their Applications, 125, Arlotto, A., Gans, N., and Steele, J. M. (2014) Markov decision problems where means bound variances, Operations Research, 62, Arlotto, A. and Steele, J. M. (2014) Online selection of an alternating subsequence: a central limit theorem, Advances in Applied Probability, 46, Arlotto, A., Chick, S. E., and Gans, N. (2014) Optimal hiring and retention policies for heterogeneous workers who learn, Management Science, 60, , former title: Hiring and retention of heterogeneous workers. 9. Arlotto, A., Chen, R. W., Shepp, L. A. and Steele, J. M. (2011) Online selection of alternating subsequences from a random sample, Journal of Applied Probability, 48, Arlotto, A. and Steele, J. M. (2011) Optimal sequential selection of a unimodal subsequence of a random sequence, Combinatorics, Probability and Computing, 20, Arlotto, A. and Scarsini, M. (2009) Hessian orders and multinormal distributions, Journal of Multivariate Analysis, 100, Conference Proceedings 12. Arlotto, A., Chick, S.E., and Gans, N. (2010) Optimal employee retention when inferring unknown learning curves, Proceedings of the 2010 Winter Simulation Conference (WSC),
3 Invited Seminars 1. Markov decision problems where means bound variances, invited talk at Duke University, The Fuqua School of Business, August Finite horizon Markov decision problems and a central limit theorem for total reward, invited talk at Duke University, The Fuqua School of Business, April Finite horizon Markov decision problems and a central limit theorem for total reward, invited talk at Collegio Carlo Alberto, February Markov decision problems where means bound variances, invited talk at Southern Methodist University, Cox School of Business, April Markov decision problems where means bound variances, invited talk at University of North Carolina at Chapel Hill, Department of Statistics and Operations Research, December Optimal hiring and retention policies for heterogeneous workers who learn, invited talk at Singapore University of Technology and Design, Engineering Systems and Design, November Distributional results for Markov decision problems, invited talk at National University of Singapore, Department of Statistics and Applied Probability, November Markov decision problems where means bound variances, invited talk at INSEAD, Decision Sciences, November Distributional results for Markov decision problems, invited talk at Duke University, Department of Mathematics, February Online selection of an alternating subsequence: a central limit theorem, invited talk at Università degli Studi di Torino, December Markov decision problems where means bound variances, invited talk at Università degli Studi di Milano-Bicocca, June Markov decision problems where means bound variances, invited talk at University of Florida, Department of Industrial and Systems Engineering, March, Optimal hiring and retention policies for heterogeneous workers who learn, invited talk at Universitat Pompeu Fabra, Department of Economics and Business, February, 2012
4 14. Optimal hiring and retention policies for heterogeneous workers who learn, invited talk at Collegio Carlo Alberto, February, Markov decision problems where means bound variances, invited talk at Università Bocconi, Department of Decision Sciences, February, Markov decision problems where means bound variances, invited talk at Northwestern University, Kellogg School of Management, February, Optimal hiring and retention policies for heterogeneous workers who learn, invited talk at London Business School, Management Science and Operations, February, Markov decision problems where means bound variances, invited talk at Pennsylvania State University, Department of Industrial and Manufacturing Engineering, February, Markov decision problems where means bound variances, invited talk at University of Minnesota, Department of Industrial & Systems Engineering, January, Markov decision problems where means bound variances, invited talk at Duke University, The Fuqua School of Business, January, Markov decision problems where means bound variances, invited talk at Georgetown University, McDonough School of Business, January, Markov decision problems where means bound variances, invited talk at Columbia University, Columbia Business School, January, Markov decision problems where means bound variances, invited talk at New York University, Stern School of Business, January, Markov decision problems where means bound variances, invited talk at University of Chicago, Booth School of Business, January, Optimal hiring and retention policies for heterogeneous workers who learn, invited talk at Indiana University, Kelley School of Business, January, Markov decision problems where means bound variances, invited talk at Massachusetts Institute of Technology, Sloan School of Management, December, Markov decision problems where means bound variances, invited talk at University of Pennsylvania, The Wharton School, December, 2011
5 28. Optimal hiring and retention policies for heterogeneous workers who learn, invited talk at INSEAD, Technology & Operations Management, March, Hessian orders and multinormal distributions, invited talk at George Washington University, Department of Statistics, April, 2010 Conference Presentations Finite horizon Markov decision problems and a central limit theorem for total reward 2015 INFORMS Applied Probability Society Conference (Istanbul, Turkey) 2015 International Workshop on Sequential Methodologies (New York, NY) Optimal online selection of a monotone subsequence: a central limit theorem 2015 INFORMS Applied Probability Society Conference (Istanbul, Turkey) Markov decision problems where means bound variances 2014 Conference on Stochastic Processes and their Applications (Buenos Aires, Argentina) 2012 INFORMS Annual Meeting (Phoenix, AZ) 2012 IWAP - International Workshop in Applied Probability (Jerusalem, Israel) 2011 INFORMS Annual Meeting (Charlotte, NC) Online selection of an alternating subsequence: a central limit theorem 2013 INFORMS Applied Probability Society Conference (San Jose, Costa Rica) 2013 Seminar on Stochastic Processes (Durham, NC) Optimal hiring and retention policies for heterogeneous workers who learn 2014 INFORMS Annual Meeting (San Francisco, CA) 2011 INFORMS Annual Meeting (Charlotte, NC) 2011 MSOM Special Interest Group Meeting (Ann Arbor, MI) 2010 INFORMS Annual Meeting (Austin, TX) 2009 INFORMS Annual Meeting (San Diego, CA) 2009 INFORMS Applied Probability Society Conference (Ithaca, NY) 2009 MSOM Annual Conference (Cambridge, MA) On the sequential selection of monotone, unimodal and alternating subsequences from a random sample 2011 INFORMS Applied Probability Society Conference (Stockholm, Sweden) 2010 INFORMS Annual Meeting (Austin, TX) Hessian orders and multinormal distributions 2009 Fields MITACS Summer School in Applied Probability (Ottawa, Canada) 2008 International Workshop on Matrices and Statistics (Tomar, Portugal) Teaching Experience Fall 2015 DEC610: Probability and Statistics (Daytime MBA, 3 sections)
6 January 2015 Fall 2014 Summer 2014 Fall 2013 Fall 2012 Summer 2011 Summer 2010 Summer 2009 Spring 2009 Fall 2008 Northwestern University, Kellogg School of Management, Evanston, IL Mini-course on Bandit Models (Ph.D.) DEC610: Probability and Statistics (Daytime MBA, 3 sections) BA998: Special Topics in Decision Sciences (Ph.D.) DEC516F/516K: Quantitative Business Analysis (MMS, 2 sections) DEC610: Probability and Statistics (Daytime MBA, 3 sections) DEC610W: Probability and Statistics (Weekend MBA, 2 sections) Wharton Summer Math Camp (Ph.D. course) Wharton Summer Math Camp (Ph.D. course) Wharton Summer Math Camp (Ph.D. course) OPIM415: Product Design (Teaching Assistant) OPIM690: Managerial Decision Making (Teaching Assistant) University of Torino, Torino, Italy Calculus for Business and Economics (Teaching Assistant) Academic Service Member of the Faculty Advisory Committee, The Fuqua School of Business, Duke University, Organizer of the Decision Sciences Seminar Series, The Fuqua School of Business, Duke University, Organizer for the invited session New Directions in Applied Probability, 2015 INFORMS Applied Probability Society Conference, Istanbul, Turkey Member of the Program Committee, 2015 INFORMS Applied Probability Society Conference, Istanbul, Turkey Organizer of the Duke Conference on Probability Theory and Combinatorial Optimization,
7 The Fuqua School of Business, Duke University, 2015 Organizer for the Fuqua Summer Seminar Series, Organizer and Chair for the invited session Probability Theory and Combinatorial Optimization, 2014 INFORMS Annual Meeting, San Francisco, CA Member of the Decision Sciences Ph.D. Program Progress Committee, Member of the Decision Sciences Ph.D. Admission Committee, Organizer for the invited session Markov Chains and Markov Decision Problems, 2013 INFORMS Applied Probability Society Conference, San José, Costa Rica Member of the Program Committee, 2013 INFORMS Applied Probability Society Conference, San José, Costa Rica Honors and Awards Award for Innovation and Excellence in Teaching, Master in Management Studies, Duke- Kunshan University, 2015 Wharton Doctoral Fellowship in Decision Sciences, Wharton Doctoral Fellowship, , Wharton Ph.D. Student Travel Grant, 2008, 2011 Fields Institute Travel Grant, 2009 Patty and Jay H. Baker Endowed Ph.D. Fellowship, 2009 Professional Activities Reviewer for Advances in Applied Probability, Decision Analysis, European Journal of Operations Research, Journal of Applied Probability, Management Science, Manufacturing & Service Operations Management, MSOM Sig Conference, Mathematical Reviews (AMS), Operations Research, Theory and Decision Member of Institute of Operations Research and Management Science (INFORMS), Institute of Mathematical Statistics (IMS) Summer Schools Cornell Probability Summer School, Cornell University, Ithaca, NY, 2009 Fields MITACS Summer School in Applied Probability, Carleton University, Ottawa, Canada, 2009 SMI Summer School in Mathematics, Perugia, Italy, 2006, 2007
8 Languages Italian (native), English (fluent) Computer Skills and Interests Matlab, Mathematica, R, Visual Basic, Html, Sql, L A TEX References Available upon request Immigration Italian Citizen; U.S. Permanent Resident
545 Student Services Building #1900 Phone: 510.642.4731
Pnina Feldman Haas School of Business faculty.haas.berkeley.edu/feldman University of California, Berkeley feldman@haas.berkeley.edu 545 Student Services Building #1900 Phone: 510.642.4731 Berkeley, CA
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