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,…
math.OC2018
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…