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math.OC2022★ 2 cited
Decision-Dependent Risk Minimization in Geometrically Decaying Dynamic Environments
Mitas Ray, Dmitriy Drusvyatskiy, Maryam Fazel +1
This paper studies the problem of expected loss minimization given a data distribution that is dependent on the decision-maker's action and evolves dynamically in time according to…
math.OC2020
Function Design for Improved Competitive Ratio in Online Resource Allocation with Procurement Costs
Mitas Ray, Omid Sadeghi, Lillian J. Ratliff +1
We study the problem of online resource allocation, where multiple customers arrive sequentially and the seller must irrevocably allocate resources to each incoming customer while…