22 citations · 63 across the 18 of their papers we have counts for
22 papers
A Consistency-Robustness Framework for Robust Optimization: Integrating Predictions into Robust Scheduling
Yasser Alghouass, Eric Balkanski, Vineet Goyal +1
Robust optimization protects against uncertainty by optimizing for the worst case over a prescribed uncertainty set. This protection can be overly conservative when forecasts, hist…
MNL-Prophet: Sequential Assortment Selection under Uncertainty
Vineet Goyal, Salal Humair, Orestis Papadigenopoulos +1
Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and fe…
Last Switch Dependent Bandits with Monotone Payoff Functions
Ayoub Foussoul, Vineet Goyal, Orestis Papadigenopoulos +1
In a recent work, Laforgue et al. introduce the model of last switch dependent (LSD) bandits, in an attempt to capture nonstationary phenomena induced by the interaction between th…
MNL-Bandit in non-stationary environments
Ayoub Foussoul, Vineet Goyal, Varun Gupta
In this paper, we study the MNL-Bandit problem in a non-stationary environment and present an algorithm with a worst-case expected regret of $\tilde{O}\left( \min \left\{ \sqrt{NTL…
LP-based Approximations for Disjoint Bilinear and Two-Stage Adjustable Robust Optimization
Omar El Housni, Ayoub Foussoul, Vineet Goyal
We consider the class of disjoint bilinear programs where and $\m…
Interpretable Machine Learning for Resource Allocation with Application to Ventilator Triage
Julien Grand-Clément, You Hui Goh, Carri Chan +2
Rationing of healthcare resources is a challenging decision that policy makers and providers may be forced to make during a pandemic, natural disaster, or mass casualty event. Well…
Dynamic pricing and assortment under a contextual MNL demand
Vineet Goyal, Noemie Perivier
We consider dynamic multi-product pricing and assortment problems under an unknown demand over T periods, where in each period, the seller decides on the price for each product or…
MNL-Bandit with Knapsacks: a near-optimal algorithm
Abdellah Aznag, Vineet Goyal, Noemie Perivier
We consider a dynamic assortment selection problem where a seller has a fixed inventory of substitutable products and faces an unknown demand that arrives sequentially over …
On the Power of Static Assignment Policies for Robust Facility Location Problems
Omar El Housni, Vineet Goyal, David Shmoys
We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facili…
Matching Drivers to Riders: A Two-stage Robust Approach
Omar El Housni, Vineet Goyal, Oussama Hanguir +1
Matching demand (riders) to supply (drivers) efficiently is a fundamental problem for ride-sharing platforms who need to match the riders (almost) as soon as the request arrives wi…
Online Allocation of Reusable Resources via Algorithms Guided by Fluid Approximations
Vineet Goyal, Garud Iyengar, Rajan Udwani
We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources…
Robust Policies For Proactive ICU Transfers
Julien Grand-Clement, Carri W. Chan, Vineet Goyal +1
Patients whose transfer to the Intensive Care Unit (ICU) is unplanned are prone to higher mortality rates than those who were admitted directly to the ICU. Recent advances in machi…
Asymptotically Optimal Competitive Ratio for Online Allocation of Reusable Resources
Vineet Goyal, Garud Iyengar, Rajan Udwani
We consider the problem of online allocation (matching, budgeted allocations, and assortments) of reusable resources where an adversarial sequence of resource requests is revealed…
A Generalized Markov Chain Model to Capture Dynamic Preferences and Choice Overload
Kumar Goutam, Vineet Goyal, Agathe Soret
Assortment optimization is an important problem that arises in many industries such as retailing and online advertising where the goal is to find a subset of products from a univer…
Online Matching with Stochastic Rewards: Optimal Competitive Ratio via Path Based Formulation
Vineet Goyal, Rajan Udwani
The problem of online matching with stochastic rewards is a generalization of the online bipartite matching problem where each edge has a probability of success. When a match is ma…
A First-Order Approach To Accelerated Value Iteration
Vineet Goyal, Julien Grand-Clement
Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the litera…
Robust Markov Decision Process: Beyond Rectangularity
Vineet Goyal, Julien Grand-Clément
We consider a robust approach to address uncertainty in model parameters in Markov Decision Processes (MDPs), which are widely used to model dynamic optimization in many applicatio…
On the Optimality of Affine Policies for Budgeted Uncertainty Sets
Omar El Housni, Vineet Goyal
In this paper, we study the performance of affine policies for two-stage adjustable robust optimization problem with fixed recourse and uncertain right hand side belonging to a bud…
A Tractable Approach for designing Piecewise Affine Policies in Two-stage Adjustable Robust Optimization
Aharon Ben-Tal, Omar El Housni, Vineet Goyal
We consider the problem of designing piecewise affine policies for two-stage adjustable robust linear optimization problems under right-hand side uncertainty. It is well known that…
Beyond Worst-case: A Probabilistic Analysis of Affine Policies in Dynamic Optimization
Omar El Housni, Vineet Goyal
Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst c…
MNL-Bandit: A Dynamic Learning Approach to Assortment Selection
Shipra Agrawal, Vashist Avadhanula, Vineet Goyal +1
We consider a dynamic assortment selection problem, where in every round the retailer offers a subset (assortment) of substitutable products to a consumer, who selects one of t…
Thompson Sampling for the MNL-Bandit
Shipra Agrawal, Vashist Avadhanula, Vineet Goyal +1
We consider a sequential subset selection problem under parameter uncertainty, where at each time step, the decision maker selects a subset of cardinality from possible ite…