Stochastic Games A (discounted) stochastic game with $N$ players consists of the following elements. A state space $\mathcal{X}$. For each player $i$ and state $x$, a set $A_i(x)$ of actions available to player $i$ in state $x$. For each player $i$, state……
Consider a generic LP problem: $$ \begin{aligned} \max \;& \sum_{j=1}^n r_j x_j \\ \text {s.t. } & \sum_{j=1}^n a_{i j} x_j \leq b_i, \quad i=1, \ldots, m \\ & 0 \leq x_j \leq 1, j=1, \ldots, n, \end{aligned} \qquad \Longleftrightarrow \qquad \begin{aligned}……
Max–min inequality 一个矩阵，行最小值的最大值，不超过其列最大值的最小值。 设 $f:X \times Y\to \ma……
Dirichlet Process The original definition of the DP is due to Ferguson (1973)1 . Given a measurable space $(\Omega, \mathcal{F})$, a random distribution (measure) $G$ is said to follow a Dirichlet pocess with a……
Lower Bound 证明 lower bound，我们需要构造一些问题实例（problem instances, $\mathcal{……
发表在 Manufacturing & Service Operations Management, 2016. DOI: https://doi.org/10.1287/msom.2015.0561. Keywords: online retailing; flash sales; initial pricing; revenue management; price optimization; machine learning; regression trees; demand forecasting; demand interdependency; model implementation 这篇文章属于数……
Robust Dynamic Pricing with Demand Learning in the Presence of Outlier Customers OR, 2022. Articles in Advance. On implications of demand censoring in the newsvendor problem MS 2013 这篇文章对于连续和离散分布的……
Weak aggregating algorithm for the distribution-free perishable inventory problem ORL 2010 In this article, we propose a novel approach to the distributionfree, multi-period problem that utilizes recent advances in the theory of prediction and learning with expert advice. Weak Aggregating Algorithm (WAA)……
Contextual Bandits Lipschitz Bandits Continuum-armed bandits 先考虑 arm 是连续变量的特殊情况（CAB），不妨假设 arm 是 $X=[0, 1]$，其均值 $\mu(x)$ 满……
发表在 Operations Research, 1990. DOI: https://doi.org/10.1287/opre.38.2.278. Subject classification: Inventory/production, multi-item/echelon/stage: multilocation models with lateral transshipments. This paper examines appropriate inventory policies when transshipments among multiple outlets are permitted as recourse actions once demands are observed. $x_t \in \mathrm{R}^n$: starting inventory……