相关论文: Assortment Optimization with Repeated Exposures an…

We study the active learning problem of top-$k$ ranking from multi-wise comparisons under the popular multinomial logit model. Our goal is to identify the top-$k$ items with high probability by adaptively querying sets for comparisons and…

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

This paper develops an exact solution framework for the choice-based time slot management problem under mixed logit demand in attended home delivery systems. The problem jointly optimizes delivery slot offerings, price discounts, and…

Learning the optimal ordering of content is an important challenge in website design. The learning to rank (LTR) framework models this problem as a sequential problem of selecting lists of content and observing where users decide to click.…

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…

Heterogeneity in multinomial choice data is often accounted for using logit models with random coefficients. Such models are called "mixed", but they can be difficult to estimate for large datasets. We review current Bayesian variational…

We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…

In this paper, we propose an extension to the multinomial logit (MNL) model, the Halo MNL, that takes into account the interaction effects among products in an assortment. In particular, this model incorporates pairwise interactions of…

Motivated by Carbon Emissions Trading Schemes, Treasury Auctions, Procurement Auctions, and Wholesale Electricity Markets, which all involve the auctioning of homogeneous multiple units, we consider the problem of learning how to bid in…

Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative…

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…

We consider the constrained assortment optimization problem under the mixed multinomial logit model. Even moderately sized instances of this problem are challenging to solve directly using standard mixed-integer linear optimization…

Ranking items to be recommended to users is one of the main problems in large scale social media applications. This problem can be set up as a multi-objective optimization problem to allow for trading off multiple, potentially conflicting…

Multinomial logit bandit is a sequential subset selection problem which arises in many applications. In each round, the player selects a $K$-cardinality subset from $N$ candidate items, and receives a reward which is governed by a {\it…

Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…

In many web applications, a recommendation is not a single item suggested to a user but a list of possibly interesting contents that may be ranked in some contexts. The combinatorial bandit problem has been studied quite extensively these…

We consider a variant of the online caching problem where the items exhibit dependencies among each other: an item can reside in the cache only if all its dependent items are also in the cache. The dependency relations can form any directed…

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…

We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations…