5 papers
Dynamic Wholesale Pricing under Censored-Demand Learning
Michalis Deligiannis, Marco Scarsini, Xavier Venel
This paper studies dynamic wholesale pricing and ordering in a two-tier supply chain where firms share POS data and learn about demand from censored demand data. When stockouts occ…
Optimal strategies in Markov decision processes with finitely additive evaluations
János Flesch, Arkadi Predtetchinski, William D Sudderth +1
We study infinite-horizon Markov decision processes (MDPs) where the decision maker evaluates each of her strategies by aggregating the infinite stream of expected stage-rewards. T…
Comparing experiments in discounted problems
Ludovic Renou, Xavier Venel
This paper compares statistical experiments in discounted problems, ranging from the simplest ones where the state is fixed and the flow of information exogenous to more complex on…
Continuous Social Networks
Julián Chitiva, Xavier Venel
We develop an extension of the classical model of DeGroot (1974) to a continuum of agents when they interact among them according to a DiKernel. We show that, under some regularity…
Zero-one Laws for a Control Problem with Random Action Sets
János Flesch, Arkadi Predtetchinski, William D Sudderth +1
In many control problems there is only limited information about the actions that will be available at future stages. We introduce a framework where the Controller chooses actions…