Working Papers
•
Dynamic Assignment of Jobs to Workers with Learning Curves.
In preparation for submission to
Operations Research.
•
Randomized Multi-Shot Approximation of Average Cost Markov Decision Processes.
In preparation for submission to
Management Science.
•
Self-adapting Risk Management in Dynamic Pricing with Demand Learning.
In preparation for re-submission to
Operations Research.
Accepted and Published Papers
•
Self-Guided Approximate Linear Programs: Randomized Multi-Shot
Approximation of Discounted Cost Markov Decision Processes.
Accepted for publication 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).
Work In-Progress
•
Equitable and Data-driven Dynamic Matching.
Work in progress.
•
Retrospective Approximate Dynamic Programming.
Work in progress.
•
Randomized Multi-Shot Least Squares Monte Carlo for Option Exercise.
Work in progress.