We consider a general class of price-based network revenue management problems that a firm aims to maximize revenue from multiple products produced with multiple types of resources endowed with limited inventory over a finite selling season. A salient feature of our problem is that the firm does...

Part 1: Generic Tools -- Chapter 1: The Stochastic Multi-armed Bandit Problem -- Chapter 2: Reinforcement Learning -- Chapter 3: Optimal Learning and Optimal Design -- Part 2: Price Optimization -- Chapter 4: Dynamic Pricing with Demand Learning: Emerging Topics and State of the Art -- Chapter...

We consider a class of single-stage multi-period production planning problems under demand uncertainty. The main feature of our paper is to incorporate a joint service-level constraint to restrict the joint probability of having backorders in any period. This is motivated by manufacturing and...

We study a dynamic assortment selection problem where arriving customers make purchase decisions among offered products from a universe of $N$ products under a Markov-chain-based choice (MCBC) model. The retailer observes only the assortment and the customer's single choice per period. Given...

Optimizing the treatment regimen is a crucial medical decision-making problem. This can be thought of as a two-dimensional decision-making problem with a nested structure, because it involves determining the optimal medication along with its optimal dose. In many cases, it is a challenge to...