I am broadly interested in the modeling and analysis of dynamic decision problems. From a methodological perspective, my research has been focused on Optimal Control theory, both deterministic and stochastic as well as in discrete and in continuous time. From a practical perspective, I have worked on problems related to consumer lending (credit cards), healthcare policy (drug resistance), and retail operations (dynamic pricing and inventory management).

Refereed Journal Publications

  1. Chehrazi, N., Weber, T.A. “Monotone Approximation of Decision Problems,” Operations Research, Vol. 58, No. 4, Part 2 of 2, July–August 2010, pp. 1158–1177
  2. Chehrazi, N., Weber, T.A. “Dynamic Valuation of Delinquent Credit-Card Accounts,” Management Science, Vol. 61, No. 12, December 2015, pp. 3077–3096
  3. Chehrazi, N., Cipriano, L.E., Enns, E.A. “Dynamics of Antibiotic Resistance: Optimal Control of an Infectious Disease,” Operations Research, Vol. 67, No. 3, May–June 2019, pp. 619–650
  4. Chehrazi, N., Glynn, P.W., Weber, T.A. “Dynamic Credit-Collection Optimization,” Management Science, Vol. 65, No. 6, June 2019, pp. 2737–2769
  5. Stamatopoulos, Y., Chehrazi, N., Bassamboo, A. “Welfare Implications of Inventory-Driven Dynamic Pricing,” Management Science, Vol. 65, No. 12, December 2019, pp. 5449–5956
  6. Mark, M., Chehrazi, N., Liu, H., Weber, T.A. “Optimal Recovery of Unsecured Debt via Interpretable Reinforcement Learning,” Machine Learning with Applications, Vol. 8, No. 15, June 2022, 100280
  7. Chehrazi, N. “Exact Characterization of the Jointly Optimal Restocking and Auditing Policy in Inventory Systems with Record Inaccuracy,” forthcoming in Mathematics of Operations Research

Papers Under Review/Revision

  1. Chehrazi, N. “Unpacking Holding Cost,” under revision
  2. Chehrazi, N., Sanders, R., Stamatopoulos, Y. “Inventory Record Inaccuracy Explains Price Rigidity in Perishable Groceries,” under review
  3. Chehrazi, N., “Inventory Systems with Record Inaccuracy: Transaction Errors vs Unobservable Loss“, under revision

Work in Progress

  1. Chehrazi, N., “Low Dimensional Markovian Approximation of Optimal Control Problems”, under preparation
  2. Huang, Y., Feldman, J., Chehrazi, N., “On the Effectiveness of Dynamic Pricing in Managing Risk”, under preparation

Refereed Conference Proceedings

  1. Chehrazi, N., Weber, T.A. “Linking Real-Time Information to Actions: Collectability Scores for Delinquent Credit-Card Accounts”, Workshop on Information Systems and Economics, 2009, Phoenix, Arizona
  2. Tran, T.A., Chehrazi, N., Le-Ngoc, T., “Adaptive Reed-Solomon Coding Scheme for OFDM Systems over Frequency-Selective Fading Channels,” IEEE Vehicular Technology Conference, 2006, Montreal, Quebec, Canada