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11/03/2022
Phase Transitions in Learning and Earning under Price Protection Guarantee
Motivated by the prevalence of “price protection guarantee", which allow...
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11/02/2022
Learning to Price Supply Chain Contracts against a Learning Retailer
The rise of big data analytics has automated the decision-making of comp...
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08/04/2022
Risk-Aware Linear Bandits: Theory and Applications in Smart Order Routing
Motivated by practical considerations in machine learning for financial ...
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11/08/2021
Safe Optimal Design with Applications in Policy Learning
Motivated by practical needs in online experimentation and off-policy le...
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10/07/2020
Near-Optimal Regret Bounds for Model-Free RL in Non-Stationary Episodic MDPs
We consider model-free reinforcement learning (RL) in non-stationary Mar...
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06/24/2020
Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism
We consider un-discounted reinforcement learning (RL) in Markov decision...
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06/07/2019
Reinforcement Learning under Drift
We propose algorithms with state-of-the-art dynamic regret bounds for un...
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03/04/2019
Hedging the Drift: Learning to Optimize under Non-Stationarity
We introduce general data-driven decision-making algorithms that achieve...
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02/28/2019
Meta Dynamic Pricing: Learning Across Experiments
We study the problem of learning across a sequence of price experiments ...
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10/24/2018
Learning to Route Efficiently with End-to-End Feedback: The Value of Networked Structure
We introduce efficient algorithms which achieve nearly optimal regrets f...
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10/06/2018
