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
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Dynamic Optimization of Workforce Talent.
Under review at
Operations Research.
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Adaptive Risk Mitigation in Demand Learning
In preparation for submission to
Manufacturing & Service Operations Management.
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Back to the Future: Revisiting a Pioneering Approximation of
Average Cost Markov Decision Processes Using a Multi-Shot Perspective
In preparation for submission to
INFORMS Journal on Computing.
Work In-Progress
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Performance-blind and Data-driven Dynamic Assignment.
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.