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Hedging the Drift: Learning to Optimize under Non-Stationarity. Management Science—Special Issue on Data-Driven Prescriptive Analytics.. 2020.
Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism. ICML 2020.. 2020.
Learning to Optimize under Non-Stationarity. AISTATS 2019.. 2019.
Sampling-based Approximation Schemes for Capacitated Stochastic Inventory Control Models. Mathematics of Operations Research.. 2019.
Dynamic Pricing and Demand Learning with Limited Price Experimentation. Operations Research. 65(6). 2017.
Inventory Balancing with Online Learning. Management Science.. 2021.