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06/28/2023
Allocating Divisible Resources on Arms with Unknown and Random Rewards
We consider a decision maker allocating one unit of renewable and divisi...
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11/20/2022
Algorithmic Decision-Making Safeguarded by Human Knowledge
Commercial AI solutions provide analysts and managers with data-driven b...
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09/11/2022
Learning Consumer Preferences from Bundle Sales Data
Product bundling is a common selling mechanism used in online retailing....
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01/05/2022
Bridging Adversarial and Nonstationary Multi-armed Bandit
In the multi-armed bandit framework, there are two formulations that are...
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07/31/2021
Debiasing Samples from Online Learning Using Bootstrap
It has been recently shown in the literature that the sample averages fr...
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07/08/2021
Sublinear Regret for Learning POMDPs
We study the model-based undiscounted reinforcement learning for partial...
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06/10/2021
Distributionally Robust Prescriptive Analytics with Wasserstein Distance
In prescriptive analytics, the decision-maker observes historical sample...
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06/07/2021
Multi-armed Bandit Requiring Monotone Arm Sequences
In many online learning or multi-armed bandit problems, the taken action...
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12/07/2020
Revenue Maximization and Learning in Products Ranking
We consider the revenue maximization problem for an online retailer who ...
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09/17/2020
Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection
We consider a contextual online learning (multi-armed bandit) problem wi...
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05/16/2020
Learning and Optimization with Seasonal Patterns
Seasonality is a common form of non-stationary patterns in the business ...
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01/26/2020
Regime Switching Bandits
We study a multi-armed bandit problem where the rewards exhibit regime-s...
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08/03/2019
The Use of Binary Choice Forests to Model and Estimate Discrete Choice Models
We show the equivalence of discrete choice models and the class of binar...
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07/15/2019
A Dimension-free Algorithm for Contextual Continuum-armed Bandits
In contextual continuum-armed bandits, the contexts x and the arms y are...
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12/20/2018
A Primal-dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint
A firm is selling a product to different types (based on the features su...
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05/03/2018
Nonparametric Learning and Optimization with Covariates
Modern decision analytics frequently involves the optimization of an obj...
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01/27/2017
Boosting hazard regression with time-varying covariates
Consider a left-truncated right-censored survival process whose evolutio...
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10/30/2016