Published Papers
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Self-Guided Approximate Linear Programs: Randomized Multi-Shot
Approximation of Discounted Cost Markov Decision Processes.
Published in
Management Science.
•
SMOILE: A Shopper Marketing Optimization and Inverse Learning Engine.
Published in
Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining (KDD 2019).
Under Review / Working Papers
•
Back to the Future: Revisiting a Pioneering Approximation of
Average Cost Markov Decision Processes Using a Multi-Shot Perspective
Under review at
Operations Research.
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Dynamic Optimization of Workforce Talent.
Under review at
Operations Research.
•
Self-adapting Risk Management in Dynamic Pricing with Demand Learning.
In preparation for re-submission to
Manufacturing & Service Operations Management.
Work In-Progress
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Equitable and Data-driven Dynamic Matching.
Work in progress.
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Retrospective Approximate Dynamic Programming.
Work in progress.
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Randomized Multi-Shot Least Squares Monte Carlo for Option Exercise.
Work in progress.