5 papers
Weak-to-Strong Learning in Decision Making
Jingwei Ji, Renyuan Xu
Many operational decisions rely on predictive models that estimate uncertain outcomes conditional on observable contexts. Training such models, however, often faces a fundamental d…
Online Optimization of Difference-of-Convex Compositions with Smooth Mappings
Jingwei Ji, Jong-Shi Pang, Renyuan Xu
We study online optimization for a broad class of structured non-convex non-smooth problems where each loss is a composition of a difference-of-convex function with a smooth mappin…
Risk of Bad Tails: CVaR-Aware Pandora's Box and Prophet Inequalities
Jingwei Ji
We study Conditional Value-at-Risk (CVaR) variants of two canonical sequential decision problems: Pandora's box and the prophet inequality. For Pandora's box, the risk-aware proble…
The Pandora's Box Problem with Sequential Inspections
Ali Aouad, Jingwei Ji, Yaron Shaposhnik
The Pandora's box problem (Weitzman 1979) is a core model in economic theory that captures an agent's (Pandora's) search for the best alternative (box). We study an important gener…
Multi-Task Dynamic Pricing in Credit Market with Contextual Information
Adel Javanmard, Jingwei Ji, Renyuan Xu
We study the dynamic pricing problem faced by a broker seeking to learn prices for a large number of credit market securities, such as corporate bonds, government bonds, loans, and…