22 citations · 63 across the 18 of their papers we have counts for
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math.OC2017★ 5 cited
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…
cs.LG2017
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…
cs.LG2017★ 22 cited
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…