20 citations · 23 across the 3 of their papers we have counts for
4 papers
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…
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…
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…
How Big Should Your Data Really Be? Data-Driven Newsvendor: Learning One Sample at a Time
Omar Besbes, Omar Mouchtaki
We study the classical newsvendor problem in which the decision-maker must trade-off underage and overage costs. In contrast to the typical setting, we assume that the decision-mak…