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math.OC2024
Zeroth-Order Methods for Nonconvex Stochastic Problems with Decision-Dependent Distributions
Yuya Hikima, Akiko Takeda
In this study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learnin…
math.OC2024
Joint Pricing and Matching for Resource Allocation Platforms via Min-cost Flow Problem
Yuya Hikima, Yasunori Akagi, Hideaki Kim
Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions as…