Çağıl Koçyiğit

Assistant Professor
Luxembourg Centre for Logistics and Supply Chain Management
Department of Economics and Management
University of Luxembourg

Office B16C
Campus Kirchberg, Université du Luxembourg
6, rue Richard Coudenhove-Kalergi
L-1359 Luxembourg
Email: cagil.kocyigit@uni.lu

I am an Assistant Professor at the Luxembourg Centre for Logistics and Supply Chain Management, University of Luxembourg. My research focuses on optimization under uncertainty with applications in economics and mechanism design. Prior to joining University of Luxembourg, I received a Ph.D. in Management of Technology from École Polytechnique Fédérale de Lausanne (EPFL) in 2020, where I worked with Daniel Kuhn. I hold a B.Sc. degree and an M.Sc. degree in Industrial Engineering from Bilkent University.

Key areas of interest. optimization under uncertainty: (distributionally) robust optimization, stochastic and dynamic programming; policy and mechanism design: resource allocation problems, auctions, pricing

Publications

Distributionally Robust Linear Quadratic Control, B. Taşkesen, D. A. Iancu, Ç. Koçyiğit and D. Kuhn. Under Review.
Distributionally Robust Optimal Allocation with Costly Verification, H. I. Bayrak, Ç. Koçyiğit, D. Kuhn and M. Ç. Pınar. Major Revision in Operations Research.
Regret Minimization and Separation in Multi-Bidder Multi-Item Auctions, Ç. Koçyiğit, D. Kuhn and N. Rujeerapaiboon. Major Revision in Informs Journal on Computing.
Robust Multidimensional Pricing: Separation without Regret, Ç. Koçyiğit, N. Rujeerapaiboon and D. Kuhn. Mathematical Programming (2021)
- Best Publication by Junior Researcher Award, Department of Economics and Management, University of Luxembourg (Jan. 2021)
Distributionally Robust Mechanism Design, Ç. Koçyiğit, G. Iyengar, D. Kuhn and W. Wiesemann. Management Science (2020)
Robust Auction Design under Multiple Priors by Linear and Integer Programming, Ç. Koçyiğit, H. I. Bayrak and M. Ç. Pınar. Annals of Operations Research (2018)
Flight-Scheduling Optimization and Automation for AnadoluJet, B. Kepir, Ç. Koçyiğit, I. Koyuncu, M. B. Özer, B. Y. Kara and M. A. Gürbüz. INFORMS Journal on Applied Analytics (formerly Interfaces) (2016)
- INFORMS Undergraduate Operations Research Prize (2013)
Ph.D. Thesis: Distributional Robustness in Mechanism Design, EPFL (2020)

Kilian Schindler Excellence Award (2020)

Papers in Preparation

Learning Optimal Policies for Online Allocation of Scarce Societal Resources from Data Collected in Deployment, B. Tang, Ç. Koçyiğit, E. Rice and P. Vayanos. In Preparation for Submission to Management Science.
A Simple and Deterministic Auction with Revenue Guarantees, R. Parma, Ç. Koçyiğit and B. Mantin. In Preparation for Submission to Manufacturing & Service Operations Management.

Presentations

INFORMS Annual Meeting, Phoenix, United States (2023) -upcoming
INFORMS Revenue Management and Pricing Section Conference, London, United Kingdom (2023) -upcoming
INFORMS Annual Meeting, Indianapolis, United States (2022)
Chinese University of Hong Kong, Hong Kong (2021)
Robust Optimization Webinar (2021)
City University of Hong Kong, Hong Kong (2021)
University of Luxembourg, Luxembourg City, Luxembourg (2020)
Technical University of Munich, Munich, Germany (2020)
Tilburg University, Tilburg, Netherlands (2020)
Koç University, Istanbul, Turkey (2019)
Sabancı University, Istanbul, Turkey (2019)
Bilkent University, Ankara, Turkey (2019)
University of Bath, Bath, United Kingdom (2019)
Cass Business School, London, United Kingdom (2019)
Imperial College Business School, London, United Kingdom (2019)
INFORMS Annual Meeting, Seattle, United States (2019).
International Conference on Continuous Optimization (ICCOPT), Berlin, Germany (2019).
International Conference on Stochastic Programming (ICSP), Trondheim, Norway (2019).
International Symposium on Mathematical Programming (ISMP), Bordeaux, France (2018).
INFORMS Annual Meeting, Houston, United States (2017).
Conference on Computational Management Science (CMS), Bergamo, Italy (2017).
INFORMS Annual Meeting, Minneapolis, United States (2013).

Professional Service

Reviewer for journals: Management Science, Operations Research, Mathematics of Operations Research, Mathematical Programming, SIAM Journal on Optimization, Transportation Science, Omega: The International Journal of Management Science, Computational Optimization and Applications, Dynamic Games and Applications, Energy Systems, Journal of the Operational Research Society, Journal on Computational Optimization, Journal of Management Science and Engineering, European Journal of Operational Research.