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Nicolas Stier

Research Scientist Manager

Data Science
Economics & Computation

I’m a Research Scientist Manager at Facebook Core Data Science. I lead the Business and Operations team which focuses in the areas of (a) Game Theory (Marketplace modeling, Mechanism design, Ads and Auctions), (b) Optimization (Capacity Planning, Network Design), (c) Econometrics, and (d) Operations Management. We have ongoing collaborations with Ads, Infrastructure, Finance, Procurement, Growth, Marketing Science, among others.

Prior to coming to Facebook, I was an Associate Professor at the Decision, Risk and Operations Division of Columbia Business School and the Business School of Universidad Torcuato Di Tella. I received a Ph.D. degree from the Operations Research Center of the Massachusetts Institute of Technology.

Publications and Working Papers

T. Niella, N.E. Stier-Moses, M. Sigman. Nudging Cooperation in a Crowd Experiment. PLoS ONE, 11:1, 2016.

A. Lodi, E. Malaguti, N.E. Stier-Moses, T. Bonino. Design and Control of a Public-Transportation Service Contract [PDF] Management Science, 62:4, 1165-1187, 2016.

N. Merener, R. Moyano N.E. Stier-Moses, P. Watfi. Optimal Trading and Shipping of Agricultural Commodities [PDF]. Journal of the Operational Research Society, 67:1, 114-126, 2016.

T. Lianeas, E. Nikolova, N.E. Stier-Moses. Asymptotically tight bounds for inefficiency in risk-averse selfish routing [PDF]. Proceedings of the 25th International Joint Conference on Artificial Intelligence (IJCAI’16), New York, NY, USA, 2016.

E. Nikolova, N.E. Stier-Moses. The Burden of Risk Aversion in Mean-Risk Selfish Routing [PDF]. Proceedings of the 16th ACM Conference on Economics and Computation (EC’15), Portland, OR, USA, 2015.

P. L’Ecuyer, P. Maillé, N.E. Stier-Moses, B. Tuffin. Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers [PDF]. Operations Research, 65:2, 408–423, 2017.

J.R. Correa, R. Lederman, N.E. Stier-Moses. Sensitivity analysis of markup equilibria in complementary markets [PDF]. Operations Research Letters, 42:2, 173-179, 2014.

Pricing with markups in industries with increasing marginal costs (Coauthors: J.R. Correa, R. Lederman, N. Figueroa). [PDF] Mathematical Programming A, 146:1, 143-184, 2014.

      • Finalist in the 2009 INFORMS Junior Faculty Interest Group (JFIG) Paper Competition.

J.R. Correa, A.S. Schulz, and N.E. Stier-Moses. The Price of Anarchy of the Proportional Allocation Mechanism Revisited [PDF]. Proceedings of the 9th Workshop on Internet & Network Economics (WINE’13), Cambridge, MA, USA, 2013.

The competitive facility location problem in a duopoly (Coauthors: Y. Gur and D. Sabán). Columbia Working Paper # DRO-2011-06, Dec 2011. Revision: Dec 2012.

      • This paper is the full version of conference papers ‘A Facility Location Problem under Competition’ (NetEcon’11) and ‘The Competitive Facility Location Problem in a Duopoly: Relations to the 1-Median Problem’ (WINE’12)

The Competitive Facility Location Problem in a Duopoly: Relations to the 1-Median Problem (Coauthor: D. Sabán). Conference Version: Proceedings of the 8th Workshop on Internet & Network Economics (WINE’12), Liverpool, UK, 2012.

      • For the full version, see ‘The competitive facility location problem in a duopoly’ above.

A Mean-Risk Model for the Stochastic Traffic Assignment Problem (Coauthor: E. Nikolova). [PDF] Operations Research, 62:2, 366.382, 2014.

      • Conference Version: Stochastic Wardrop Equilibrium. Proceedings of the Fourth Symposium on Algorithmic Game Theory (SAGT’11), Volume 6982 of Lecture Notes in Computer Science, pp. 314-325, Springer, 2011.
      • Summary: Stochastic Selfish Routing. ACM SIGecom Exchanges, 11:1, 21-25, 2012.

A Facility Location Problem under Competition (Coauthor: Y. Gur). Conference Version: Proceedings of the Workshop on The Economics of Networks, Systems, and Computation (NetEcon’11), San Jose, CA, 2011.

The Bounds on the welfare loss from moral hazard with limited liability (Coauthors: F. Balmaceda, S.R. Balseiro, and J.R. Correa). [PDF]. Games and Economic Behavior, 95, 137-155, 2016.

      • Online Appendix
      • Conference Version: Cost of Moral Hazard and Limited Liability in the Principal-Agent Problem, Proceedings of the 6th Workshop on Internet & Network Economics (WINE’10), Stanford, CA, 2010.

Investment in two sided markets and the net neutrality debate (Coauthors: P. Njoroge, A. Ozdaglar, and G. Weintraub).) [PDF]. Review of Network Economics, 12:4, 355-402, 2014.

Wardrop Equilibria (Coauthors: J.R. Correa). [PDF] Wiley Encyclopedia of Operations Research and Management Science. Edited by J. J. Cochran. Wiley. 2011.

Pricing with Markups under Horizontal and Vertical Competition (Coauthors: J.R. Correa, and R. Lederman). Proceedings of the Behavioral and Quantitative Game Theory Conference, Newport Beach, CA, May 2010.

      • This material appears in part in Pricing with markups in industries with increasing marginal costs and in Sensitivity analysis of markup equilibria in complementary markets.

Analysis and Models of Bilateral Investment Treaties using a Social Networks Approach (Coauthors: F. Bonomo, and D. Sabán). [PDF] Physica A, 389, 3661-3673, 2010.

A polyhedral study of the maximum edge subgraph problem (Coauthors: F. Bonomo, J. Marenco, and D. Sabán). [PDF] Discrete Applied Mathematics, 160:18, 2573-2590, 2012.

      • Conference version: Proceedings of the V Latin-American Algorithms, Graphs and Optimization Symposium (LAGOS’09), Gramado, Brazil, Electronic Notes in Discrete Mathematics, pp. 197-202, Elsevier, 2009.

Competition, Market Coverage, and Quality Choice in Interconnected Platforms (Coauthors: P. Njoroge, A. Ozdaglar, and G. Weintraub). Proceedings of the Workshop on The Economics of Networks, Systems, and Computation (NetEcon’09), Stanford CA, 2009.

Efficient and Fair Routing for Mesh Networks (Coauthors: A. Lodi, E. Malaguti). [PDF] Mathematical Programming B, 124:1-2, 285-316, 2010.

Eliciting Coordination With Rebates (Coauthor: P. Maillé). [PDF] Transportation Science, 43:4, 473-492, 2009.

Stackelberg Routing in Atomic Network Games (Coauthor: J.R. Correa). Columbia Working Paper # DRO-2007-03, Feb 2007.

A Note on the Precedence-Constrained Class Sequencing Problem (Coauthors: J.R. Correa and S. Fiorini). [PDF] Discrete Applied Mathematics, 155:3, 257-259, Feb 2007.

Wardrop Equilibria with Risk-Averse Users (Coauthor: F. Ordoñez). [PDF] Transportation Science, 44:1, 63-86, Feb 2010.

      • Online Supplement: figures corresponding to other runs that couldn’t be included in paper for lack of space.
      • Instances used in paper: files and documentation (see readme file).
      • Conference Version: Robust Wardrop Equilibrium. Proceedings of the 1st International Conference on Network Control and Optimization (NET-COOP’07), Volume 4465 of Lecture Notes in Computer Science, pp. 247-256, Springer, 2007.

The Impact of Oligopolistic Competition in Networks (Coauthors: R. Cominetti and J.R. Correa). [PDF] Operations Research, 57:6, 1421-1437, 2009.

      • Conference Version: Network Games with Atomic Players. Proceedings of the 33rd International Colloquium of Automata, Languages and Programming (ICALP’06), Volume 4051 of Lecture Notes in Computer Science, Part I, pp. 525-536, Springer, 2006.

A Geometric Approach to the Price of Anarchy in Nonatomic Congestion Games (Coauthors: J.R. Correa and A.S. Schulz). [PDF] Games and Economic Behavior, 64, 457-469, 2008.

Fast, Fair, and Efficient Flows in Networks (Coauthors: J.R. Correa and A.S. Schulz). Operations Research, 55:2, 215-225, 2007.

Efficiency and Fairness of System-Optimal Routing with User Constraints (Coauthor: A.S. Schulz). [PDF] Networks, 48:4, 223-234, 2006.

      • Received the 2006 Glover-Klingman Prize (best paper published in Networks during 2006) (citation)
      • Conference Version: On the Performance of User Equilibria in Traffic Networks. Proceedings of the 14th Annual ACM-SIAM Symposium on Discrete Algorithms (SODA’03), Society of Industrial and Applied Mathematics, Philadelphia, PA, pp. 86-87, 2003. (This conference paper also contains the preliminary results of ‘Selfish Routing in Capacitated Networks’.)

System-Optimal Routing of Traffic Flows with User Constraints in Networks with Congestion (Coauthors: O. Jahn, R.H. Möhring and A.S. Schulz). Operations Research, 53:4, 600-616, 2005.

Selfish Routing in Capacitated Networks (Coauthors: J.R. Correa and A.S. Schulz). Mathematics of Operations Research, 29:4, 961-976, 2004.

      • Honorable Mention in the 2006 INFORMS Transportation Science and Logistics Section Best Paper Award.
      • Research brief in Columbia’s Ideas at Work.

Models, Complexity and Algorithms for the Design of Multifiber WDM Networks (Coauthors: A. Ferreira, S. Perennes, A. Richa and H. Rivano). Telecommunication Systems, 24:2-4, 123-138, Oct 2003.

On the Application of Accelerating Simulation Methods in Network Analysis (Coauthors: J. Incera and G. Rubino). Proceedings of the International Conference on Parallel and Distributed Processing Techniques and Applications (PDPTA’2000), Las Vegas, NV, Jun 2000.

GIS representation of buses in Buenos Aires (Coauthor: G. Deferrari). Proceedings of the VII Transit and Transport Conference, Santiago, Chile, Oct 1995.

Theses

Selfish versus Coordinated Routing in Network Games. Ph.D. Thesis, Sloan School of Management, MIT, May 2004. Advisor: A.S. Schulz.

      • Received an Honorable Mention in the 2006 INFORMS Telecommunications Section Ph.D. Dissertation Award.
      • Finalist in the 2004 INFORMS Transportation Science and Logistics Dissertation Prize.

Importance Splitting Methods for Simulation. Master’s Thesis, Mathematics and Computer Science Departments, Universidad de Buenos Aires, Argentina, Aug 1998. Advisor: G. Rubino.

  • Received the 3rd Prize in the VI Master’s Thesis Contest organized by CLEI-UNESCO (Computer Science Latin American Research Center).

Selected Presentations in Conferences

Asymptotically tight bounds for inefficiency in risk-averse selfish routing Schloss Dagstuhl Workshop, Germany, Oct 2015.

Pricing with Markups under Horizontal and Vertical Competition Utah Winter Operations Conference, UT, Jan 2010.

Network Games and the Efficiency of their Equilibria Transportation and Logistics Dept., Universidad Catolica, Santiago, Chile, Jun 2009.

Stackelberg Routing in Atomic Network Games INFORMS Annual Meeting, Seattle, WA, Nov 2007.

Robust Wardrop Equilibrium and How to Price to Get It First International Conference on Network Control and Optimization (NET-COOP’07), Avignon, France, June 2007.

Eliciting Coordination with Rebates INFORMS Annual Meeting, Pittsburgh, PA, Nov 2006.

Network Games with Atomic Players Bell Labs, Lucent Technologies, June 2006.

On the Inefficiency of Equilibria in Congestion Games DIMACS Workshop on Large Scale Games, Northwestern University, Evanston, IL, April 2005.

Computational Complexity, Fairness, and the Price of Anarchy of the Maximum Latency Problem 10th Integer Programming and Combinatorial Optimization Conference (IPCO’04), New York, Jun 2004.

Selfish versus Coordinated Routing in Network Games Ph.D. defense, Operations Research Center, MIT, May 2004.

System-Optimal Routing of Traffic Flows with User Constraints in Networks with Congestion INFORMS Annual Meeting, Atlanta, GA, Oct 2003.

Selfish Routing in Capacitated Networks 18th International Symposium on Mathematical Programming (ISMP’03), Copenhagen, Denmark, Aug 2003.

Interests

Market modeling, Mechanism Design, Competitive Networks, Algorithmic Game Theory, Operations Research, Operations Management

Publications

EC 2017 / June 26, 2017

Multiplicative Pacing Equilibria in Auction Markets

Vincent Conitzer, Christian Kroer, Eric Sodomka, Nicolas Stier