We propose a new framework named DS-WGAN that integrates the doubly stochastic (DS) structure and the Wasserstein generative adversarial networks (WGAN) to model, estimate, and simulate a wide class of arrival processes with general non-stationary and random arrival rates. Regarding statistical...

A merchant sells a product over a selling season of T time periods in presence of a limited inventory. The merchant observes new external information at the beginning of each time period and then sets a price for that time period. Initially, the merchant does not know the distribution of the...

This supplementary material for A Closed-form Expansion Approach for Pricing Discretely Monitored Variance Swaps contains (1) more details on the computational results (Section 1), (2) an illustration of expansion formulas (Section 2), and (3) an interpretation of our expansions for the examples...

Rechargeable aqueous zinc-ion batteries (ZIBs) have attracted increasing interest in large-scale energy storage systems due to their low cost, high safety, and high volumetric energy density. Manganese-based materials are one of most promising aqueous zinc-ion battery cathode materials but...

We design new policies that ensure both worst-case optimality for expected regret and light-tailed risk for regret distribution in the stochastic multi-armed bandit problem. Recently, \cite{fan2021fragility} showed that information-theoretically optimized bandit algorithms suffer from some...