5 papers
Optimal Semiparametric Dynamic Pricing with Feature Diversity
Jinhang Chai, Yaqi Duan, Jianqing Fan +1
We study contextual dynamic pricing under a semiparametric demand model in which the purchase probability is , where captures mean utility as…
Deep Transfer -Learning for Offline Non-Stationary Reinforcement Learning
Jinhang Chai, Elynn Chen, Jianqing Fan
In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) p…
Structured Matrix Learning under Arbitrary Entrywise Dependence and Estimation of Markov Transition Kernel
Jinhang Chai, Jianqing Fan
The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-spars…
Localized exploration in contextual dynamic pricing achieves dimension-free regret
Jinhang Chai, Yaqi Duan, Jianqing Fan +1
We study the problem of contextual dynamic pricing with a linear demand model. We propose a novel localized exploration-then-commit (LetC) algorithm which starts with a pure explor…
Factor Augmented Matrix Regression
Elynn Chen, Jianqing Fan, Xiaonan Zhu
We introduce \underline{F}actor-\underline{A}ugmented \underline{Ma}trix \underline{R}egression (FAMAR) to address the growing applications of matrix-variate data and their associa…