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Stochastic combinatorial optimization with controllable risk aversion level

So, Anthony Man-Cho; Zhang, Jiawei; Ye, Yinyu - In: Mathematics of operations research 34 (2009) 3, pp. 522-537

Persistent link: https://www.econbiz.de/10003892392

The simplex and policy-iteration methods are strongly polynomial for the Markov decision problem with a fixed discount rate

Ye, Yinyu - In: Mathematics of operations research 36 (2011) 4, pp. 593-603

Persistent link: https://www.econbiz.de/10009405907

The simplex method is strongly polynomial for deterministic Markov decision processes

Post, Ian; Ye, Yinyu - In: Mathematics of operations research 40 (2015) 4, pp. 859-868

Persistent link: https://www.econbiz.de/10011408912

Robust assortment optimization under the Markov chain choice model

Désir, Antoine; Goyal, Vineet; Jiang, Bo; Xie, Tian; … - In: Operations research 72 (2024) 4, pp. 1595-1614

Persistent link: https://www.econbiz.de/10015045397

Robust Assortment Optimization Under the Markov Chain Model

Désir, Antoine; Goyal, Vineet; Jiang, Bo; Xie, Tian; … - 2021

Assortment optimization arises widely in many practical applications such as retailing and online advertising. In this problem, the goal is to select a subset from a universe of substitutable products to offer customers in order to maximize the expected revenue. We study a robust assortment...

Persistent link: https://www.econbiz.de/10014087005