Yi Yu

University of Warwick - Department of Statistics

SCHOLARLY PAPERS

1

DOWNLOADS

39

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

High-Dimensional Dynamic Pricing under Non-Stationarity: Learning and Earning with Change-Point Detection

Number of pages: 66 Posted: 29 Mar 2023
University of Notre Dame - Mendoza College of Business - IT, Analytics, and Operations Department, Fudan University - School of Management, University of Warwick - Department of Statistics and New York University (NYU) - Leonard N. Stern School of Business
Downloads 39 (944,944)

Abstract:

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dynamic pricing, change-point detection, minimax optimality, high-dimensional generalized linear model, revenue management, online learning