2 papers
math.OC2023
Closed-Loop Identification of Stabilized Models Using Dual Input-Output Parameterization
Ran Chen, Amber Srivastava, Mingzhou Yin +1
This paper introduces a dual input-output parameterization (dual IOP) for the identification of linear time-invariant systems from closed-loop data. It draws inspiration from the r…
stat.ML2023
Doubly High-Dimensional Contextual Bandits: An Interpretable Model for Joint Assortment-Pricing
Junhui Cai, Ran Chen, Martin J. Wainwright +1
Key challenges in running a retail business include how to select products to present to consumers (the assortment problem), and how to price products (the pricing problem) to maxi…