Published Papers
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Self-Guided Approximate Linear Programs: Randomized Multi-Shot Approximation of Discounted Cost Markov Decision Processes.
P. Pakiman, S. Nadarajah, N. Soheili, Q. Lin.
Published in Management Science.
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SMOILE: A Shopper Marketing Optimization and Inverse Learning Engine.
A. Chenreddy, P. Pakiman, S. Nadarajah, R. Chandrasekaran, R. Abens.
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.
D. Adelman, A. J. Mersereau, P. Pakiman.
Major revision at Operations Research.
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Adaptive Risk Mitigation in Demand Learning
P. Pakiman, B. Chen, S. Nadarajah, S. Jasin.
Under review at 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
P. Pakiman, S. Nadarajah.
In preparation for submission to INFORMS Journal on Computing.
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Self-Adapting Approximations of Markov Decision Processes: A Guided Tour
A. Cire, S. Nadarajah, P. Pakiman, N. Soheili.
Under review at INFORMS TutORials in Operations Research
Work In-Progress
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Performance-blind and Data-driven Dynamic Assignment.
D. Adelman, C. Keceli, P. Pakiman.
Work in progress.
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Retrospective Approximate Dynamic Programming.
D. Adelman, P. Pakiman.
Work in progress.
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Randomized Multi-Shot Least Squares Monte Carlo for Option Exercise.
S. Nadarajah, P. Pakiman.
Work in progress.