New York, NY
Columbia Business School - Decision Risk and Operations
in Total Papers Downloads
in Total Papers Citations
asset returns, extreme co-movements, copulas, dependence modeling, hypothesis testing, international markets, pseudo-likelihood, portfolio models, risk management
model misspecification, inference, price optimization, revenue management, myopic pricing
Portfolio, credit, asymptotics, simulation, importance sampling, rare events, risk management
stochastic approximation, non-stationary, minimax regret, online convex optimization
Revenue management, pricing, sequential estimation, exploration-exploitation, regret.
online services, dynamic assortment selection, data-driven optimization, recommendation systems, content marketing, digital marketing, path data.
price, capacity, decisions, inventory, systems, stochastic, demand
Revenue management, pricing, sequential estimation, exploration-exploitation
pricing, nonstationary demand, estimation, detection, change-point, price experimentation
Revenue management, pricing, estimation, Bayesian learning, exploration-exploitation
service differentiation, pricing, revenue management, damaged goods, queueing games, many-server limits
revenue management; network; pricing; nonparametric estimation; minimax; learning; asymptotic optimality; curse of dimensionality
Dynamic Control, Sequential Estimation, Certainty Equivalence, Incomplete Learning
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