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Markov Perfect Equilibrium

 运筹与优化  947
Stochastic Games A (discounted) stochastic game with $N$ players consists of the following elements. A state space $\mathcal{X}$. For each player $i$ and state $x$, a set $A_i(x)$ of actions available to player $i$ in state $x$. For each player $i$, state……
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Online Linear Programming

 运筹与优化  234
Consider a generic LP problem: $$ \begin{aligned} \max \;& \sum_{j=1}^n r_j x_j \\ \text {s.t. } & \sum_{j=1}^n a_{i j} x_j \leq b_i, \quad i=1, \ldots, m \\ & 0 \leq x_j \leq 1, j=1, \ldots, n, \end{aligned} \qquad \Longleftrightarrow \qquad \begin{aligned}……
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Dirichlet Process

 分析与概率  218
Dirichlet Process The original definition of the DP is due to Ferguson (1973)1 . Given a measurable space $(\Omega, \mathcal{F})$, a random distribution (measure) $G$ is said to follow a Dirichlet pocess with a……
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Nonparametric learning methods

 运筹与优化  3994
Robust Dynamic Pricing with Demand Learning in the Presence of Outlier Customers OR, 2022. Articles in Advance. Xi Chen, Yining Wang. 这篇文章研究在 model misspecification 下的动态定价问题。在 $(1-\epsilon)T$ 段……
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Parametric learning methods

 运筹与优化  2859
Weak aggregating algorithm for the distribution-free perishable inventory problem ORL 2010 In this article, we propose a novel approach to the distributionfree, multi-period problem that utilizes recent advances in the theory of prediction and learning with expert advice. Weak Aggregating Algorithm (WAA)……
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