2 papers
math.OC2019
Online Allocation and Pricing: Constant Regret via Bellman Inequalities
Alberto Vera, Siddhartha Banerjee, Itai Gurvich
We develop a framework for designing simple and efficient policies for a family of online allocation and pricing problems, that includes online packing, budget-constrained probing,…
cs.DS2019
The Bayesian Prophet: A Low-Regret Framework for Online Decision Making
Alberto Vera, Siddhartha Banerjee
We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction or…