Alberto Vera

Cornell University - School of Operations Research and Information Engineering

Ithaca, NY 14853

United States

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The Bayesian Prophet: A Low-Regret Framework for Online Decision Making

Number of pages: 25 Posted: 25 Apr 2018
Alberto Vera and Siddhartha Banerjee
Cornell University - School of Operations Research and Information Engineering and Cornell University - School of Operations Research and Information Engineering
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Abstract:

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Online Stochastic Optimization, Prophet Inequalities, Approximate Dynamic Programming, Network Revenue Management, Online Packing