2 citations · 5 across the 3 of their papers we have counts for
4 papers
Joint Online Learning and Decision-making via Dual Mirror Descent
Alfonso Lobos, Paul Grigas, Zheng Wen
We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled…
Stochastic In-Face Frank-Wolfe Methods for Non-Convex Optimization and Sparse Neural Network Training
Paul Grigas, Alfonso Lobos, Nathan Vermeersch
The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new…
Optimal Bidding, Allocation and Budget Spending for a Demand Side Platform Under Many Auction Types
Alfonso Lobos, Paul Grigas, Zheng Wen +1
We develop a novel optimization model to maximize the profit of a Demand-Side Platform (DSP) while ensuring that the budget utilization preferences of the DSP's advertiser clients…
Profit Maximization for Online Advertising Demand-Side Platforms
Paul Grigas, Alfonso Lobos, Zheng Wen +1
We develop an optimization model and corresponding algorithm for the management of a demand-side platform (DSP), whereby the DSP aims to maximize its own profit while acquiring val…