Related papers: Dynamic pricing and assortment under a contextual …
We consider a firm that sells a large number of products to its customers in an online fashion. Each product is described by a high dimensional feature vector, and the market value of a product is assumed to be linear in the values of its…
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…
In constrained Markov decision processes (CMDPs) with adversarial rewards and constraints, a well-known impossibility result prevents any algorithm from attaining both sublinear regret and sublinear constraint violation, when competing…
An opaque product is a product for which only partial information is disclosed to the buyer at the time of purchase. Opaque products are common in sectors such as travel and online retail, where the car type or product color is hidden in…
We consider assortment optimization over a continuous spectrum of products represented by the unit interval, where the seller's problem consists of determining the optimal subset of products to offer to potential customers. To describe the…
We study the fundamental problem of offline assortment optimization under the Multinomial Logit (MNL) model, where sellers must determine the optimal subset of the products to offer based solely on historical customer choice data. While…
We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…
The society's insatiable appetites for personal data are driving the emergency of data markets, allowing data consumers to launch customized queries over the datasets collected by a data broker from data owners. In this paper, we study how…
We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…
Learning to bid in repeated first-price auctions is a fundamental problem at the interface of game theory and machine learning, which has seen a recent surge in interest due to the transition of display advertising to first-price auctions.…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…
Price-based revenue management is an important problem in operations management with many practical applications. The problem considers a retailer who sells a product (or multiple products) over $T$ consecutive time periods and is subject…
Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…
Online advertising has recently grown into a highly competitive and complex multi-billion-dollar industry, with advertisers bidding for ad slots at large scales and high frequencies. This has resulted in a growing need for efficient…
In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…
Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…
Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…
We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…
In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…
The recent rising popularity of ultra-fast delivery services on retail platforms fuels the increasing use of urban warehouses, whose proximity to customers makes fast deliveries viable. The space limit in urban warehouses poses a problem…