9 citations · 20 across the 8 of their papers we have counts for
3 papers · 1 filter
Inter-Temporal Price Constraints in Dynamic Pricing: Performance Guarantees Under Price Monotonicity and Promotion Fatigue
Weiyuan Li, Paat Rusmevichientong, Huseyin Topaloglu
We study dynamic pricing problems under inter-temporal price constraints. We have resources with limited capacities. At each time period, we decide which products to make available…
Revenue Management with Calendar-Aware and Dependent Demands: Asymptotically Tight Fluid Approximations
Weiyuan Li, Paat Rusmevichientong, Huseyin Topaloglu
When modeling the demand in revenue management systems, a natural approach is to focus on a canonical interval of time, such as a week, so that we forecast the demand over each wee…
Debiasing In-Sample Policy Performance for Small-Data, Large-Scale Optimization
Vishal Gupta, Michael Huang, Paat Rusmevichientong
Motivated by the poor performance of cross-validation in settings where data are scarce, we propose a novel estimator of the out-of-sample performance of a policy in data-driven op…