Hao Yuan

University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

1205 Beal Avenue

Ann Arbor, MI 48109

United States

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Marrying Stochastic Gradient Descent with Bandits: Learning Algorithms for Inventory Systems with Fixed Costs

Number of pages: 47 Posted: 07 Mar 2019 Last Revised: 06 Aug 2020
Hao Yuan, Qi Luo and Cong Shi
University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
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Abstract:

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inventory, fixed costs, censored demand, nonparametric, learning algorithms, regret analysis