518 citations · 1.2k across the 27 of their papers we have counts for
5 papers · 1 filter
On optimal ordering in the optimal stopping problem
Shipra Agrawal, Jay Sethuraman, Xingyu Zhang
In the classical optimal stopping problem, a player is given a sequence of random variables with known distributions. After observing the realization of , the…
Dynamic First Price Auctions Robust to Heterogeneous Buyers
Shipra Agrawal, Eric Balkanski, Vahab Mirrokni +1
We study dynamic mechanisms for optimizing revenue in repeated auctions, that are robust to heterogeneous forward-looking and learning behavior of the buyers. Typically it is assum…
Reinforcement Learning for Integer Programming: Learning to Cut
Yunhao Tang, Shipra Agrawal, Yuri Faenza
Integer programming (IP) is a general optimization framework widely applicable to a variety of unstructured and structured problems arising in, e.g., scheduling, production plannin…
Learning in structured MDPs with convex cost functions: Improved regret bounds for inventory management
Shipra Agrawal, Randy Jia
We consider a stochastic inventory control problem under censored demands, lost sales, and positive lead times. This is a fundamental problem in inventory management, with signific…
Discretizing Continuous Action Space for On-Policy Optimization
Yunhao Tang, Shipra Agrawal
In this work, we show that discretizing action space for continuous control is a simple yet powerful technique for on-policy optimization. The explosion in the number of discrete a…