a. Statistical Learning in Operations
Hedging the Drift: Learning to Optimize under Non-Stationarity. Management Science—Special Issue on Data-Driven Prescriptive Analytics.. 2020.
Multi-Modal Dynamic Pricing. Management Science.. 2020.
Shrinking the Upper Confidence Bound: A Dynamic Product Selection Problem for Urban Warehouses. Management Science.. 2020.
A Statistical Learning Approach to Personalization in Revenue Management. Management Science.. 2020.
Dynamic Pricing (and Assortment) under a Static Calendar. Management Science.. 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.
Algorithms for Online Matching, Assortment, and Pricing with Tight Weight-Dependent Competitive Ratios. Operations Research.. 2019.
Dynamic Learning and Pricing with Model Misspecification. Management Science.. 2019.
Online Network Revenue Management using Thompson Sampling. Operations Research. 66(6). 2018.
The Lingering of Gradients: How to Reuse Gradients Over Time. NeurIPS 2018. (31). 2018.
Uplift Modeling with Multiple Treatments and General Response Types. SIAM Data Mining 2017.. 2017.
Dynamic Pricing and Demand Learning with Limited Price Experimentation. Operations Research. 65(6). 2017.
Analytics for an Online Retailer: Demand Forecasting and Price Optimization. Manufacturing and Service Operations Management. 18(1). 2016.
Robust Stochastic Lot-Sizing by Means of Histograms. Production and Operations Management. 22. 2013.
Dynamic Inventory Allocation with Demand Learning for Seasonal Goods. Production and Operations Management, Special Issue to Honor Professor Hau Lee, Editor Christopher S. Tang.. 2020.
Reaping the Beneﬁts of Bundling under High Production Costs. To appear in Proceedings of the 24nd International Conference on Artiﬁcial Intelligence and Statistics, AISTATS... 2021.
Meta Dynamic Pricing: Transfer Learning Across Experiments. Management Science—Special Issue on Data-Driven Prescriptive Analytics.. 2021.
On-line Assortment Optimization with Reusable Resources. Management Science.. 2021.
Privacy-Preserving Dynamic Personalized Pricing with Demand Learning. Management Science.. 2021.
Instance-Dependent Complexity of Contextual Bandits and Reinforcement Learning: A Disagreement-Based Perspective. COLT 2021.. 2021.
Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits under Realizability. Mathematics of Operations Research.. 2021.
Data-Driven Approximation Schemes for Joint Pricing and Inventory Control Models. Management Science.. 2021.
Dynamic Pricing and Inventory Control with Fixed Ordering Cost and Incomplete Demand Information. Management Science.. 2021.
Online Learning and Optimization for Revenue Management Problems with Add-on Discounts. Management Science.. 2021.
Inventory Balancing with Online Learning. Management Science.. 2021.
Online Pricing with Offline Data: Phase Transition and Inverse Square Law. Management Science.. 2021.
Distributionally Robust Linear and Discrete Optimization with Marginals. Operations Research.. 2021.
Offline Pricing and Demand Learning with Censored Data. Management Science.. 2021.