Wang Chi Cheung

Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR)

Singapore

SCHOLARLY PAPERS

9

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CITATIONS
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30

Scholarly Papers (9)

1.

Dynamic Pricing and Demand Learning with Limited Price Experimentation

Operations Research, Forthcoming
Number of pages: 30 Posted: 22 Jun 2014 Last Revised: 03 Sep 2017
Wang Chi Cheung, David Simchi-Levi and He Wang
Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR), Massachusetts Institute of Technology (MIT) - School of Engineering and Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Downloads 1,584 (10,552)
Citation 6

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Revenue Management, Dynamic Pricing, Learning-Earning Trade-off, Price Experimentation

2.

Thompson Sampling for Online Personalized Assortment Optimization Problems with Multinomial Logit Choice Models

Number of pages: 37 Posted: 27 Nov 2017
Wang Chi Cheung and David Simchi-Levi
Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR) and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 369 (79,479)
Citation 1

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Assortment Optimization, Multi-armed Bandits, Multinomial Logit Choice Models, Thompson Sampling.

3.

Sampling-Based Approximation Schemes for Capacitated Stochastic Inventory Control Models

Number of pages: 39 Posted: 07 Jun 2015 Last Revised: 09 Nov 2017
Wang Chi Cheung and David Simchi-Levi
Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR) and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 262 (115,793)
Citation 2

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Sample Average Approximation, Inventory Models, Data-driven

4.

Efficiency and Performance Guarantees for Choice-Based Network Revenue Management Problems with Flexible Products

Number of pages: 57 Posted: 15 Aug 2016 Last Revised: 17 Aug 2016
Wang Chi Cheung and David Simchi-Levi
Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR) and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 159 (185,222)
Citation 3

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Assortment Optimization, Efficient Algorithms, Choice Models, Revenue Management, Online Optimization

5.

Capacity Allocation in Flexible Production Networks: Theory and Applications

Management Science (Forthcoming)
Number of pages: 50 Posted: 31 Jul 2018
National University of Singapore (NUS) - NUS Business School, Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR), National University of Singapore (NUS) - Department of Decision Sciences, NUS Business School - Department of Decision Sciences, Singapore Management University - Lee Kong Chian School of Business and South China University of Technology
Downloads 132 (215,697)
Citation 1

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Production Networks; Capacity Configuration; Process Flexibility; Fill Rate Target

6.

Hedging the Drift: Learning to Optimize Under Non-Stationarity

Number of pages: 39 Posted: 30 Oct 2018 Last Revised: 22 May 2019
Wang Chi Cheung, David Simchi-Levi and Ruihao Zhu
Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR), Massachusetts Institute of Technology (MIT) - School of Engineering and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 115 (239,237)
Citation 3

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non-stationary optimization, data-driven decision-making, parameter-free algorithms

7.

Multi-Objective Online Ride-Matching

Number of pages: 41 Posted: 17 Apr 2019 Last Revised: 25 May 2019
Guodong Lyu, Wang Chi Cheung, Chung-Piaw Teo and Hai Wang
National University of Singapore (NUS) - NUS Business School, Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR), NUS Business School - Department of Decision Sciences and Carnegie Mellon University - Heinz College of Information Systems and Public Policy
Downloads 88 (286,360)

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Multi-Objective Optimization, Ride-Matching, Online Algorithm, Target-Based Optimal Solution

8.

Reinforcement Learning Under Drift

Number of pages: 31 Posted: 17 Jun 2019
Wang Chi Cheung, David Simchi-Levi and Ruihao Zhu
Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR), Massachusetts Institute of Technology (MIT) - School of Engineering and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 51 (383,028)

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non-stationary reinforcement learning, Markov decision process, parameter-free algorithm

9.

Inventory Balancing with Online Learning

Number of pages: 32 Posted: 02 Sep 2018
Wang Chi Cheung, Will Ma, David Simchi-Levi and Xinshang Wang
Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR), Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - School of Engineering and Alibaba Group
Downloads 29 (469,893)
Citation 1

Abstract:

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