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Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory | 2020-11-11 | Paper |
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MNL-Bandit: A Dynamic Learning Approach to Assortment Selection | 2020-10-26 | Paper |
On Incomplete Learning and Certainty-Equivalence Control | 2020-10-12 | Paper |
Optimal Exploration–Exploitation in a Multi-armed Bandit Problem with Non-stationary Rewards | 2020-06-18 | Paper |
A unified approach for solving sequential selection problems | 2020-06-11 | Paper |
Discriminative Learning via Adaptive Questioning | 2020-04-11 | Paper |
On the tightness of an LP relaxation for rational optimization and its applications | 2019-01-11 | Paper |
A Note on Performance Limitations in Bandit Problems With Side Information | 2017-07-27 | Paper |
Chasing Demand: Learning and Earning in a Changing Environment | 2017-06-02 | Paper |
Non-Stationary Stochastic Optimization | 2016-03-22 | Paper |
Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies | 2015-09-11 | Paper |
Multidimensional stochastic approximation | 2015-03-05 | Paper |
A linear response bandit problem | 2014-07-21 | Paper |
Blind Network Revenue Management | 2013-03-12 | Paper |
General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm | 2012-03-26 | Paper |
Capacity Sizing Under Parameter Uncertainty: Safety Staffing Principles Revisited | 2012-02-27 | Paper |
On a Data-Driven Method for Staffing Large Call Centers | 2011-11-24 | Paper |
Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms | 2011-11-24 | Paper |
On the Minimax Complexity of Pricing in a Changing Environment | 2011-07-19 | Paper |
Shrinking-horizon dynamic programming | 2010-12-20 | Paper |
Nonparametric Bandits with Covariates | 2010-03-08 | Paper |
Change-point estimation from indirect observations. 1. Minimax complexity | 2009-10-08 | Paper |
Change-point estimation from indirect observations. 2. Adaptation | 2009-10-08 | Paper |
Woodroofe's one-armed bandit problem revisited | 2009-08-27 | Paper |
Design and Control of a Large Call Center: Asymptotic Analysis of an LP-Based Method | 2009-08-13 | Paper |
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation | 2009-08-13 | Paper |
Pricing and Design of Differentiated Services: Approximate Analysis and Structural Insights | 2009-07-18 | Paper |
Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime | 2009-07-10 | Paper |
Bounding Stationary Expectations of Markov Processes | 2009-05-22 | Paper |
On the inefficiency of state-independent importance sampling in the presence of heavy tails | 2007-08-27 | Paper |
Recovering convex boundaries from blurred and noisy observations | 2006-08-24 | Paper |
Validity of heavy traffic steady-state approximations in generalized Jackson networks | 2006-06-29 | Paper |
Optimal change-point estimation from indirect observations | 2006-06-21 | Paper |
Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits | 2006-01-23 | Paper |
Diffusion Approximations for a Multiclass Markovian Service System with “Guaranteed” and “Best-Effort” Service Levels | 2005-11-11 | Paper |
Recurrence properties of autoregressive processes with super-heavy-tailed innovations | 2005-04-18 | Paper |
The Hough transform estimator | 2005-02-28 | Paper |
Estimating tail decay for stationary sequences via extreme values | 2004-05-27 | Paper |
On the maximum workload of a queue fed by fractional Brownian motion. | 2003-05-06 | Paper |
Nonasymptotic bounds for autoregressive time series modeling. | 2002-11-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q2702300 | 2002-03-04 | Paper |
Error bounds for functional approximation and estimation using mixtures of experts | 1998-10-18 | Paper |
Density estimation through convex combinations of densities: Approximation and estimation bounds | 1997-03-18 | Paper |