Online Linear Programming: Dual Convergence, New Algorithms, and Regret Bounds
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Cites work
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- A Linearly Relaxed Approximate Linear Program for Markov Decision Processes
- A dynamic near-optimal algorithm for online linear programming
- A multiple-choice secretary algorithm with applications to online auctions
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- An analysis of bid-price controls for network revenue management
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- Asymptotic Behavior of Optimal Solutions in Stochastic Programming
- Close the gaps: a learning-while-doing algorithm for single-product revenue management problems
- Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies
- Dynamic pricing without knowing the demand function: risk bounds and near-optimal algorithms
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- Lectures on Stochastic Programming
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Local Rademacher complexities
- Near optimal online algorithms and fast approximation algorithms for resource allocation problems
- On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
- Online Network Revenue Management Using Thompson Sampling
- Online Primal-Dual Algorithms for Maximizing Ad-Auctions Revenue
- Online matching and ad allocation
- Online primal-dual algorithms for covering and packing
- Performance of an LP-based control for revenue management with unknown demand parameters
- Primal beats dual on online packing LPs in the random-order model
- Random projections for linear programming
- Stochastic simulation: Algorithms and analysis
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Cited in
(13)- Online Convex Optimization With Binary Constraints
- Provably training overparameterized neural network classifiers with non-convex constraints
- Technical note -- An improved analysis of LP-based control for revenue management
- Simple and fast algorithm for binary integer and online linear programming
- Online mixed discrete and continuous optimization: algorithms, regret analysis and applications
- Linear programming with online learning
- Regret bounded by gradual variation for online convex optimization
- Regrets of proximal method of multipliers for online non-convex optimization with long term constraints
- A dynamic near-optimal algorithm for online linear programming
- The Best of Many Worlds: Dual Mirror Descent for Online Allocation Problems
- Online allocation and pricing: constant regret via Bellman inequalities
- Learning-based fast alternating direction method of multipliers for multi-agent path finding using temporary variable-fixing
- scientific article; zbMATH DE number 7765403 (Why is no real title available?)
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