3 papers
cs.LG2026
From Confounding to Learning: Dynamic Service Fee Pricing on Third-Party Platforms
Rui Ai, David Simchi-Levi, Feng Zhu
We study the pricing behavior of third-party platforms facing strategic agents. Assuming the platform is a revenue maximizer, it observes market features that generally affect dema…
stat.ML2025
Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Risk
David Simchi-Levi, Zeyu Zheng, Feng Zhu
We study the optimal trade-off between expectation and tail risk for regret distribution in the stochastic multi-armed bandit model. We fully characterize the interplay among three…
stat.ME2025
Online Resource Allocation with Average Budget Constraints
Ruicheng Ao, Hongyu Chen, David Simchi-Levi +1
We consider the problem of online resource allocation with average budget constraints. At each time point the decision maker makes an irrevocable decision of whether to accept or r…