3 papers
cs.GT2026
Fast Revenue Maximization
Achraf Bahamou, Omar Besbes, Omar Mouchtaki
Problem definition: We study a data-driven pricing problem in which a seller sets a price for a single item based on demand observed at a limited number of historical prices. Our g…
cs.LG2025
From Contextual Data to Newsvendor Decisions: On the Actual Performance of Data-Driven Algorithms
Omar Besbes, Will Ma, Omar Mouchtaki
In this work, we study how the relevance/quality and quantity of past data influence performance by analyzing a contextual Newsvendor problem, in which a decision-maker trades off…
cs.LG2025
Beyond IID: data-driven decision-making in heterogeneous environments
Omar Besbes, Will Ma, Omar Mouchtaki
How should one leverage historical data when past observations are not perfectly indicative of the future, e.g., due to the presence of unobserved confounders which one cannot "cor…