4 papers
Poisson-MNL Bandit: Nearly Optimal Dynamic Joint Assortment and Pricing with Decision-Dependent Customer Arrivals
Junhui Cai, Ran Chen, Qitao Huang +2
We study dynamic joint assortment and pricing where a seller updates decisions at regular accounting/operating intervals to maximize the cumulative per-period revenue over a horizo…
BFTS: Thompson Sampling with Bayesian Additive Regression Trees
Ruizhe Deng, Bibhas Chakraborty, Ran Chen +1
Contextual bandits are a core technology for personalized mobile health interventions, where decision-making requires adapting to complex, non-linear user behaviors. While Thompson…
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…
Estimation and inference for minimizer and minimum of convex functions: optimality, adaptivity and uncertainty principles
T. Tony Cai, Ran Chen, Yuancheng Zhu
Optimal estimation and inference for both the minimizer and minimum of a convex regression function under the white noise and nonparametric regression models are studied in a nonas…