83 citations · 99 across the 3 of their papers we have counts for
3 papers
math.OC2019★ 11 cited
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,…
math.OC2018★ 5 cited
On the Taylor Expansion of Value Functions
Anton Braverman, Itai Gurvich, Junfei Huang
We introduce a framework for approximate dynamic programming that we apply to discrete time chains on with countable action sets. Our approach is grounded in the a…
math.PR2017★ 83 cited
Uniformly bounded regret in the multi-secretary problem
Alessandro Arlotto, Itai Gurvich
In the secretary problem of Cayley (1875) and Moser (1956), non-negative, independent, random variables with common distribution are sequentially presented to a decision maker…