45 citations · 89 across the 5 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
cs.GT2017
Learning to Price with Reference Effects
Abbas Kazerouni, Benjamin Van Roy
As a firm varies the price of a product, consumers exhibit reference effects, making purchase decisions based not only on the prevailing price but also the product's price history.…
cs.LG2017★ 37 cited
A Tutorial on Thompson Sampling
Daniel Russo, Benjamin Van Roy, Abbas Kazerouni +2
Thompson sampling is an algorithm for online decision problems where actions are taken sequentially in a manner that must balance between exploiting what is known to maximize immed…