32 citations · 41 across the 11 of their papers we have counts for
12 papers
Iterating Toward Better Search: A Two-Agent Simulation Framework for Evaluating Agentic Search Architectures in E-Commerce
Jetlir Duraj, Jayanth Yetukuri, Shuang Zhou +4
We present a modular two-agent simulation framework for evaluating conversational shopping assistant architectures. An independent buyer agent, configured with personas, missions,…
A Chain-of-Thought Approach to Semantic Query Categorization in e-Commerce Taxonomies
Jetlir Duraj, Ishita Khan, Kilian Merkelbach +1
Search in e-Commerce is powered at the core by a structured representation of the inventory, often formulated as a category taxonomy. An important capability in e-Commerce with hie…
A multi-agent targeted trading equilibrium with transaction costs
Jin Hyuk Choi, Jetlir Duraj, Kim Weston
We prove the existence of a continuous-time Radner equilibrium with multiple agents and transaction costs. The agents are incentivized to trade towards a targeted number of shares…
Invariance principles for integrated random walks conditioned to stay positive
Jetlir Duraj, Michael Bär, Vitali Wachtel
Let be a centered random walk with finite second moment. We consider the integrated random walk . We prove invariance principles for the meander…
Martin boundary of random walks in convex cones
Jetlir Duraj, Kilian Raschel, Pierre Tarrago +1
We determine the asymptotic behavior of the Green function for zero-drift random walks confined to multidimensional convex cones. As a consequence, we prove that there is a unique…
Dynamic Information Design with Diminishing Sensitivity Over News
Jetlir Duraj, Kevin He
A Bayesian agent experiences gain-loss utility each period over changes in belief about future consumption ("news utility"), with diminishing sensitivity over the magnitude of news…
Mechanism Design with News Utility
Jetlir Duraj
News utility is the idea that the utility of an agent depends on changes in her beliefs over consumption and money. We introduce news utility into otherwise classical static Bayesi…
Dynamic Random Subjective Expected Utility
Jetlir Duraj
Dynamic Random Subjective Expected Utility (DR-SEU) allows to model choice data observed from an agent or a population of agents whose beliefs about objective payoff-relevant state…
Green function of a random walk in a cone
Jetlir Duraj, Vitali Wachtel
This paper studies the asymptotic behavior of the Green function of a multidimensional random walk killed when leaving a convex cone with smooth boundary. Our results imply uniquen…
Invariance principles for random walks in cones
Jetlir Duraj, Vitali Wachtel
We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Fur…
On harmonic Functions of killed Random Walks in two dimensional convex Cones
Jetlir Duraj
We prove the existence of uncountably many positive harmonic functions for random walks on the euclidean lattice with non-zero drift, killed when leaving two dimensional convex con…
Random Walks in Cones: the Case of Nonzero Drift
Jetlir Duraj
We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidian space. We find the asymptotics for the exit time fro…