46 citations · 158 across the 15 of their papers we have counts for
16 papers
Polynomial time algorithm for optimal stopping with fixed accuracy
David A. Goldberg, Yilun Chen
The problem of high-dimensional path-dependent optimal stopping (OS) is important to multiple academic communities and applications. Modern OS tasks often have a large number of de…
Large deviations analysis for the queue in the Halfin-Whitt regime
David A. Goldberg, Debankur Mukherjee, Yuan Li
We consider the FCFS queue in the Halfin-Whitt heavy traffic regime. It is known that the normalized sequence of steady-state queue length distributions is tight and…
Heavy-tailed queues in the Halfin-Whitt regime
David A. Goldberg, Yuan Li
We consider the FCFS G/G/n queue in the Halfin-Whitt regime, in the presence of heavy-tailed distributions (i.e. infinite variance). We prove that under minimal assumptions, i.e. o…
Simple and explicit bounds for multi-server queues with scaling
David A. Goldberg, Yuan Li
We consider the FCFS queue, and prove the first simple and explicit bounds that scale as under only the assumption that inter-arrival times have finite se…
Distributionally robust inventory control when demand is a martingale
Linwei Xin, David A. Goldberg
Demand forecasting plays an important role in many inventory control problems. To mitigate the potential harms of model misspecification, various forms of distributionally robust o…
Asymptotic optimality of Tailored Base-Surge policies in dual-sourcing inventory systems
Linwei Xin, David A. Goldberg
Dual-sourcing inventory systems, in which one supplier is faster (i.e. express) and more costly, while the other is slower (i.e. regular) and cheaper, arise naturally in many real-…