Jiameng Lyu

Tsinghua University - Yau Mathematical Sciences Center

Beijing

China

SCHOLARLY PAPERS

4

DOWNLOADS

383

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Ideas:
“  My research interests lie in the field of online learning and optimization in the context of inventory and revenue management. For details, please refer to my homepage https://jiamenglyu.github.io/  ”

Scholarly Papers (4)

1.

Learning in Lost-Sales Inventory Systems with Stochastic Lead Times and Random Supplies

Number of pages: 47 Posted: 26 Dec 2023
Xin Chen, Jiameng Lyu, Shilin Yuan and Yuan Zhou
Georgia Institute of Technology - H. Milton Stewart School of Industrial and Systems Engineering, Tsinghua University - Yau Mathematical Sciences Center, Tsinghua University - Department of Mathematical Sciences and Tsinghua University - Yau Mathematical Sciences Center
Downloads 121 (428,999)
Citation 2

Abstract:

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inventory management, lost-sales, supply uncertainty, stochastic lead times, random supplies, online learning, regret analysis

2.

A Minibatch-SGD-based Learning Meta-Policy for Inventory Systems with Myopic Optimal Policy

Number of pages: 58 Posted: 24 Mar 2023 Last Revised: 04 May 2023
Jiameng Lyu, Jinxing Xie, Shilin Yuan and Yuan Zhou
Tsinghua University - Yau Mathematical Sciences Center, Tsinghua University - Department of Mathematical Sciences, Tsinghua University - Department of Mathematical Sciences and Tsinghua University - Yau Mathematical Sciences Center
Downloads 118 (437,211)

Abstract:

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inventory control, nonparametric demand learning, mini-batch SGD, multi-product multi-constraint system, multi-echelon serial system, one-warehouse multi-store system

3.

Fairness-aware Online Price Discrimination with Nonparametric Demand Models

Number of pages: 73 Posted: 02 Nov 2021 Last Revised: 29 Aug 2023
Xi Chen, Jiameng Lyu, Xuan Zhang and Yuan Zhou
New York University (NYU) - Leonard N. Stern School of Business, Tsinghua University - Yau Mathematical Sciences Center, University of Illinois at Urbana-Champaign and Tsinghua University - Yau Mathematical Sciences Center
Downloads 78 (574,922)

Abstract:

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Dynamic pricing, Demand Learning, Fairness, Nonparametric Demands

4.

Network Revenue Management with Demand Learning and Fair Resource-Consumption Balancing

Production and Operations Management (Forthcoming)
Number of pages: 55 Posted: 09 Sep 2023
Xi Chen, Jiameng Lyu, Yining Wang and Yuan Zhou
New York University (NYU) - Leonard N. Stern School of Business, Tsinghua University - Yau Mathematical Sciences Center, University of Texas at Dallas and Tsinghua University - Yau Mathematical Sciences Center
Downloads 66 (629,743)

Abstract:

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network revenue management, demand learning, resource-consumption balancing, fairness, regret analysis, linear bandit