This document presents supporting materials for the following publication: Farias, Jagabathula and Shah (2012), 'A Nonparametric Approach to Modeling Choice with Limited Data,' Management Science, Articles in Advance, pp. 1-18. Choice models are today ubiquitous across a range of applications in...

We consider the problem of "hyper-localizing" product assortments at a fashion retailer — that is, customizing the offerings to the particular preferences of customers visiting the store, so that customers can easily find the products that fit their tastes and purchase more. To make this...

We consider an agent interacting with an unmodeled environment. At each time, the agent makes an observation, takes an action, and incurs a cost. Its actions can influence future observations and costs. The goal is to minimize the long-term average cost. We propose a novel algorithm, known as...

This paper presents a general class of dynamic stochastic optimization problems we refer to as Stochastic Depletion Problems. A number of challenging dynamic optimization problems of practical interest are stochastic depletion problems. Optimal solutions for such problems are difficult to...