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20172021
most citedAdaptive Multiple-Arm Identification

7 citations · 18 across the 3 of their papers we have counts for

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6 papers · 1 filter

stat.ML20231 cited

Utility Fairness in Contextual Dynamic Pricing with Demand Learning

Xi Chen, David Simchi-Levi, Yining Wang

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regre…

stat.ML20215 cited

Differential Privacy in Personalized Pricing with Nonparametric Demand Models

Xi Chen, Sentao Miao, Yining Wang

In the recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the g…

stat.ML20216 cited

Adversarial Combinatorial Bandits with General Non-linear Reward Functions

Xi Chen, Yanjun Han, Yining Wang

In this paper we study the adversarial combinatorial bandit with a known non-linear reward function, extending existing work on adversarial linear combinatorial bandit. {The advers…

stat.ML2020

Uncertainty Quantification for Demand Prediction in Contextual Dynamic Pricing

Yining Wang, Xi Chen, Xiangyu Chang +1

Data-driven sequential decision has found a wide range of applications in modern operations management, such as dynamic pricing, inventory control, and assortment optimization. Mos…

stat.ML2018

Dynamic Assortment Selection under the Nested Logit Models

Xi Chen, Chao Shi, Yining Wang +1

We study a stylized dynamic assortment planning problem during a selling season of finite length . At each time period, the seller offers an arriving customer an assortment of s…

stat.ML2018

An Optimal Policy for Dynamic Assortment Planning Under Uncapacitated Multinomial Logit Models

Xi Chen, Yining Wang, Yuan Zhou

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among…