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Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…
Due to the potential benefits of parallelization, designing unbiased Monte Carlo estimators, primarily in the setting of randomized multilevel Monte Carlo, has recently become very popular in operations research and computational…
In online internet advertising, machine learning models are widely used to compute the likelihood of a user engaging with product related advertisements. However, the performance of traditional machine learning models is often impacted due…
Sales of Electric Vehicles (EVs) in the United States have grown fast in the past decade. We analyze the Electric Vehicle Drive Clean Rebate data from the New York State Energy Research and Development Authority (NYSERDA) to understand…
E-commerce sellers are advised to bid on keyphrases to boost their advertising campaigns. These keyphrases must be relevant to prevent irrelevant items from cluttering Search systems and to maintain positive seller perception. It is vital…
Predicting the behaviour of shoppers provides valuable information for retailers, such as the expected spend of a shopper or the total turnover of a supermarket. The ability to make predictions on an individual level is useful, as it allows…
Mobile app stores are the key distributors of mobile applications. They regularly apply vetting processes to the deployed apps. Yet, some of these vetting processes might be inadequate or applied late. The late removal of applications might…
The North American commercial electric vehicle (EV) sector is undergoing rapid expansion, with unit sales rising from 21,120 in 2022 to 36,491 in 2023 - a 73% increase, according to the International Energy Agency. However, this…
Recent studies have demonstrated the efficiency of Variational Autoencoders (VAE) to compress high-dimensional implied volatility surfaces into a low dimensional representation. Although this method can be effectively used for pricing…
E-commerce recommender systems are becoming increasingly important in the current digital world. They are used to personalize user experience, help customers find what they need quickly and efficiently, and increase revenue for the…
Motivated by the observation that overexposure to unwanted marketing activities leads to customer dissatisfaction, we consider a setting where a platform offers a sequence of messages to its users and is penalized when users abandon the…
We study the implications of selling through a voice-based virtual assistant (VA). The seller has a set of products available and the VA decides which product to offer and at what price, seeking to maximize its revenue, consumer- or…
Verifying whether the machine unlearning process has been properly executed is critical but remains underexplored. Some existing approaches propose unlearning verification methods based on backdooring techniques. However, these methods…
We consider the {\em multi-shop ski rental} problem. This problem generalizes the classic ski rental problem to a multi-shop setting, in which each shop has different prices for renting and purchasing a pair of skis, and a \emph{consumer}…
Massive Open Online Courses (MOOCs) have become a popular choice for e-learning thanks to their great flexibility. However, due to large numbers of learners and their diverse backgrounds, it is taxing to offer real-time support. Learners…
User churn, characterized by customers ending their relationship with a business, has profound economic consequences across various Business-to-Customer scenarios. For numerous system-to-user actions, such as promotional discounts and…
A current challenge for many Bayesian analyses is determining when to terminate high-dimensional Markov chain Monte Carlo simulations. To this end, we propose using an automated sequential stopping procedure that terminates the simulation…
We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is…
Collaborative filtering (CF) allows the preferences of multiple users to be pooled to make recommendations regarding unseen products. We consider in this paper the problem of online and interactive CF: given the current ratings associated…
This paper investigates a multi-product stochastic inventory problem in which a cash-constrained online retailer can adopt order-based loan provided by some Chinese e-commerce platforms to speed up its cash recovery for deferred revenue. We…