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cs.LG2020
Adaptive Risk Mitigation in Demand Learning
Parshan Pakiman, Boxiao Chen, Selvaprabu Nadarajah +1
We study dynamic pricing of a product with an unknown demand distribution over a finite horizon. Departing from the standard no-regret learning environment in which prices can be a…
cs.LG2020
Self-guided Approximate Linear Programs
Parshan Pakiman, Selvaprabu Nadarajah, Negar Soheili +1
Approximate linear programs (ALPs) are well-known models based on value function approximations (VFAs) to obtain policies and lower bounds on the optimal policy cost of discounted-…