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subject:"Portfolio selection"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Blanchet, Jose"
~person:"Simchi-Levi, David"
~subject:"Learning process"
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Portfolio selection
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Blanchet, Jose
Simchi-Levi, David
Dai, Min
5
Post, Thierry
4
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3
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3
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2
Bimpikis, Kostas
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Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
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NYU Stern School of Business
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ECONIS (ZBW)
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1
Nonstationary reinforcement learning : the blessing of (more) optimism
Cheung, Wang Chi
;
Simchi-Levi, David
;
Zhu, Ruihao
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5722-5739
Persistent link: https://www.econbiz.de/10014392977
Saved in:
2
Distributionally robust batch contextual bandits
Si, Nian
;
Zhang, Fan
;
Zhou, Zhengyuan
;
Blanchet, Jose
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5772-5793
Persistent link: https://www.econbiz.de/10014392981
Saved in:
3
Offline pricing and demand learning with censored data
Bu, Jinzhi
;
Simchi-Levi, David
;
Wang, Li
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 885-903
Persistent link: https://www.econbiz.de/10014295158
Saved in:
4
Hedging the drift : learning to optimize under nonstationarity
Cheung, Wang Chi
;
Simchi-Levi, David
;
Zhu, Ruihao
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1696-1713
Persistent link: https://www.econbiz.de/10013260035
Saved in:
5
A statistical learning approach to personalization in revenue management
Chen, Xi
;
Owen, Zachary
;
Pixton, Clark
;
Simchi-Levi, David
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1923-1937
Persistent link: https://www.econbiz.de/10013260260
Saved in:
6
Privacy-preserving dynamic personalized pricing with demand learning
Chen, Xi
;
Simchi-Levi, David
;
Wang, Yining
- In:
Management science : journal of the Institute for …
68
(
2022
)
7
,
pp. 4878-4898
Persistent link: https://www.econbiz.de/10013369220
Saved in:
7
Distributionally robust mean-variance portfolio selection with Wasserstein distances
Blanchet, Jose
;
Chen, Lin
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6382-6410
Persistent link: https://www.econbiz.de/10013373005
Saved in:
8
Multimodal dynamic pricing
Wang, Yining
;
Chen, Boxiao
;
Simchi-Levi, David
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6136-6152
Persistent link: https://www.econbiz.de/10012665750
Saved in:
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