Online Allocation and Pricing: Constant Regret via Bellman Inequalities

DOI10.1287/opre.2020.2061zbMath1469.90085arXiv1906.06361OpenAlexW3143334439MaRDI QIDQ5003719

Siddhartha Banerjee, Alberto Vera, Itai Gurvich

Publication date: 29 July 2021

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.06361

zbMATH Keywords

stochastic optimizationdynamic pricingapproximate dynamic programmingnetwork revenue managementonline packingonline resource allocation

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Microeconomic theory (price theory and economic markets) (91B24) Dynamic programming (90C39) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (1)

Constant Regret Resolving Heuristics for Price-Based Revenue Management

Cites Work

• Unnamed Item
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• Coupon collector problem for non-uniform coupons and random quotas
• Concentration Inequalities
• A Re-Solving Heuristic with Bounded Revenue Loss for Network Revenue Management with Customer Choice
• Reoptimization and Self-Adjusting Price Control for Network Revenue Management
• Information Relaxations and Duality in Stochastic Dynamic Programs
• Optimal Search for the Best Alternative
• A Multiproduct Dynamic Pricing Problem and Its Applications to Network Yield Management
• Bandits with Knapsacks
• Algorithms and Adaptivity Gaps for Stochastic Probing
• Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
• A Stochastic Probing Problem with Applications
• Uniformly Bounded Regret in the Multisecretary Problem
• Approximations to Stochastic Dynamic Programs via Information Relaxation Duality
• Secretary Problems via Linear Programming
• Nonparametric Self-Adjusting Control for Joint Learning and Optimization of Multiproduct Pricing with Finite Resource Capacity
• Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
• Matroid prophet inequalities
• Bayesian Combinatorial Auctions: Expanding Single Buyer Mechanisms to Many Buyers

This page was built for publication: Online Allocation and Pricing: Constant Regret via Bellman Inequalities