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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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08/19/2020
Asymptotic Analysis for Data-Driven Inventory Policies
We study periodic review stochastic inventory control in the data-driven...
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03/25/2020
Convergence of Recursive Stochastic Algorithms using Wasserstein Divergence
This paper develops a unified framework, based on iterated random operat...
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06/22/2019
A Unifying Framework for Variance Reduction Algorithms for Finding Zeroes of Monotone Operators
A wide range of optimization problems can be recast as monotone inclusio...
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01/15/2019
Model and Algorithm for Time-Consistent Risk-Aware Markov Games
In this paper, we propose a model for non-cooperative Markov games with ...
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05/17/2018
Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions
Decision maker's preferences are often captured by some choice functions...
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05/11/2018
Stochastic Approximation for Risk-aware Markov Decision Processes
In this paper, we develop a stochastic approximation type algorithm to s...
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05/19/2017
A Unified Framework for Stochastic Matrix Factorization via Variance Reduction
We propose a unified framework to speed up the existing stochastic matri...
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04/01/2017