239 citations · 355 across the 14 of their papers we have counts for
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math.PR2022★ 7 cited
Dynamic Resource Allocation: Algorithmic Design Principles and Spectrum of Achievable Performances
Omar Besbes, Yash Kanoria, Akshit Kumar
Dynamic resource allocation problems are ubiquitous, arising in inventory management, order fulfillment, online advertising, and other applications. We initially focus on one of th…
math.PR2013★ 239 cited
Non-stationary Stochastic Optimization
O. Besbes, Y. Gur, A. Zeevi
We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, ter…