3 papers
math.OC2026
Weakly Time-Coupled Approximation of Markov Decision Processes
Negar Soheili, Selvaprabu Nadarajah, Bo Yang
Finite-horizon Markov decision processes (MDPs) with high-dimensional exogenous uncertainty and endogenous states arise in operations and finance, including the valuation and exerc…
cs.LG2025
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…
math.OC2025
An Adaptive Parameter-free and Projection-free Restarting Level Set Method for Constrained Convex Optimization Under the Error Bound Condition
Qihang Lin, Negar Soheili, Runchao Ma +1
Recent efforts to accelerate first-order methods have focused on convex optimization problems that satisfy a geometric property known as error-bound condition, which covers a broad…