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In this paper, we propose a cost-aware cascading bandits model, a new variant of multi-armed ban- dits with cascading feedback, by considering the random cost of pulling arms. In each step, the learning agent chooses an ordered list of…

Machine Learning · Computer Science 2018-05-23 Ruida Zhou , Chao Gan , Jing Yan , Cong Shen

For premium consumer products, pricing strategy is not about a single number, but about understanding the perceived monetary value of the features that justify a higher cost. This paper proposes a robust methodology to deconstruct a…

Applications · Statistics 2026-03-20 Srijesh Pillai , Rajesh Kumar Chandrawat

What assortments (subsets of items) should be offered, to collect data for estimating a choice model over $n$ total items? We propose a structured, non-adaptive experiment design requiring only $O(\log n)$ distinct assortments, each offered…

Methodology · Statistics 2026-02-19 Xintong Yu , Will Ma , Michael Zhao

Platforms design the form of presentation by which sellers are shown to the buyers. This design not only shapes the buyers' experience but also leads to different market equilibria or dynamics. One component in this design is through the…

Computer Science and Game Theory · Computer Science 2025-04-22 Ophir Friedler , Hu Fu , Anna Karlin , Ariana Tang

Message brokers often mediate communication between data producers and consumers by adding variable-sized messages to ordered distributed queues. Our goal is to determine the number of consumers and consumer-partition assignments needed to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-12 Diogo Landau , Nishant Saurabh , Xavier Andrade , Jorge G Barbosa

In many realistic problems of allocating resources, economy efficiency must be taken into consideration together with social equality, and price rigidities are often made according to some economic and social needs. We study the…

Computer Science and Game Theory · Computer Science 2014-05-27 Wei Huang , Jian Lou , Zhonghua Wen

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

This paper studies ranking policies in a stylized trial-offer marketplace model, in which a single firm offers products and has consumers with heterogeneous preferences. Consumer trials are influenced by past purchases and the ranking of…

Social and Information Networks · Computer Science 2021-02-11 Franco Berbeglia , Gerardo Berbeglia , Pascal Van Hentenryck

We consider a multi-stage stochastic lot-sizing problem with service level constraints and supplier-driven product substitution. A firm has multiple products and it has the option to meet demand from substitutable products at a cost.…

Optimization and Control · Mathematics 2023-01-03 Narges Sereshti , Merve Bodur , James R. Luedtke

We consider a seller faced with buyers which have the ability to delay their decision, which we call patience. Each buyer's type is composed of value and patience, and it is sampled i.i.d. from a distribution. The seller, using posted…

Computer Science and Game Theory · Computer Science 2022-06-28 Eitan-Hai Mashiah , Idan Attias , Yishay Mansour

This paper proposes a method for estimating consumer preferences among discrete choices, where the consumer chooses at most one product in a category, but selects from multiple categories in parallel. The consumer's utility is additive in…

Machine Learning · Computer Science 2023-08-08 Rob Donnelly , Francisco R. Ruiz , David Blei , Susan Athey

We explore the fundamental problem of sorting through the lens of learning-augmented algorithms, where algorithms can leverage possibly erroneous predictions to improve their efficiency. We consider two different settings: In the first…

Data Structures and Algorithms · Computer Science 2023-11-03 Xingjian Bai , Christian Coester

We consider the following two deterministic inventory optimization problems over a finite planning horizon $T$ with non-stationary demands. (a) Submodular Joint Replenishment Problem: This involves multiple item types and a single retailer…

Data Structures and Algorithms · Computer Science 2015-04-27 Viswanath Nagarajan , Cong Shi

Marketing optimization, commonly formulated as an online budget allocation problem, has emerged as a pivotal factor in driving user growth. Most existing research addresses this problem by following the principle of 'first predict then…

Machine Learning · Computer Science 2025-06-03 Xiaohan Wang , Yu Zhang , Guibin Jiang , Bing Cheng , Wei Lin

This paper addresses an integrated lot-sizing and scheduling problem in the industry of consumer goods for personal care, a very competitive market in which the good customer service level and the cost management show up in the competition…

Optimization and Control · Mathematics 2023-05-30 K. A. G. Araujo , E. G. Birgin , M. S. Kawamura , D. P. Ronconi

We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…

Optimization and Control · Mathematics 2025-01-07 Xiaoyu Chen , Marc Goerigk , Michael Poss

We consider inventory decisions with many items, each of which has Poisson demand. The rate of demand for individual items is estimated on the basis of observations of past demand. The problem is to determine the items to hold in stock and…

Methodology · Statistics 2025-08-06 Edward Anderson , Nam Ho-Nguyen , Peter Radchenko

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser

Finding the optimal product prices and product assortment are two fundamental problems in revenue management. Usually, a seller needs to jointly determine the prices and assortment while managing a network of resources with limited…

Optimization and Control · Mathematics 2022-04-12 Anton J. Kleywegt , Hongzhang Shao

We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety…

Computer Science and Game Theory · Computer Science 2020-07-08 Shiva Navabi , Ashutosh Nayyar
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