3 papers
cs.LG2025
From Confounding to Learning: Dynamic Service Fee Pricing on Third-Party Platforms
Rui Ai, David Simchi-Levi, Feng Zhu
We study the pricing behavior of third-party platforms facing strategic agents. Assuming the platform is a revenue maximizer, it observes market features that generally affect dema…
stat.ME2024
Online Resource Allocation with Average Budget Constraints
Ruicheng Ao, Hongyu Chen, David Simchi-Levi +1
We consider the problem of online resource allocation with average budget constraints. At each time point the decision maker makes an irrevocable decision of whether to accept or r…
stat.ML2023
Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Risk
David Simchi-Levi, Zeyu Zheng, Feng Zhu
We study the optimal trade-off between expectation and tail risk for regret distribution in the stochastic multi-armed bandit model. We fully characterize the interplay among three…