4 citations · 4 across the 1 of their papers we have counts for
3 papers
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…
cs.LG2019
-Regret for Learning in Markov Decision Processes with Function Approximation and Low Bellman Rank
Kefan Dong, Jian Peng, Yining Wang +1
In this paper, we consider the problem of online learning of Markov decision processes (MDPs) with very large state spaces. Under the assumptions of realizable function approximati…
math.ST2019★ 4 cited
On Asymptotically Tight Tail Bounds for Sums of Geometric and Exponential Random Variables
Yaonan Jin, Yingkai Li, Yining Wang +1
In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results…