262 citations · 929 across the 33 of their papers we have counts for
5 papers · 1 filter
Optimal single threshold stopping rules and sharp prophet inequalities
Alexander Goldenshluger, Yaakov Malinovsky, Assaf Zeevi
This paper considers a finite horizon optimal stopping problem for a sequence of independent and identically distributed random variables, where the objective is to design stopping…
A Unified Approach for Solving Sequential Selection Problems
Alexander Goldenshluger, Yaakov Malinovsky, Assaf Zeevi
In this paper we develop a unified approach for solving a wide class of sequential selection problems. This class includes, but is not limited to, selection problems with no-inform…
Non-stationary Stochastic Optimization
O. Besbes, Y. Gur, A. Zeevi
We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, ter…
Woodroofe's one-armed bandit problem revisited
Alexander Goldenshluger, Assaf Zeevi
We consider the one-armed bandit problem of Woodroofe [J. Amer. Statist. Assoc. 74 (1979) 799--806], which involves sequential sampling from two populations: one whose characterist…
Validity of heavy traffic steady-state approximations in generalized Jackson Networks
David Gamarnik, Assaf Zeevi
We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavy-traffic theory asserts that the sequence of normali…