We consider an agent who has to repeatedly make choices in an uncertain and changing environment, who has full information of the past, who discounts future payoffs, but who has no prior. We provide a learning algorithm that performs almost as well as the best of a given finite number of experts...

The classical binary classification problem is investigated when it is known in advance that the posterior probability function (or regression function) belongs to some class of functions. We introduce and analyze a method which effectively exploits this knowledge. The method is based on...

This paper introduces a mixture model based on the beta distribution, without preestablished means and variances, to analyze a large set of Beauty-Contest data obtained from diverse groups of experiments (Bosch-Domenech et al. 2002). This model gives a better t of the experimental data, and more...

Minimax lower bounds for concept learning state, for example, that for each sample size $n$ and learning rule $g_n$, there exists a distribution of the observation $X$ and a concept $C$ to be learnt such that the expected error of $g_n$ is at least a constant times $V/n$, where $V$ is the VC...

The choice network revenue management (RM) model incorporates customer purchase behavior as customers purchasing products with certain probabilities that are a function of the offered assortment of products, and is the appropriate model for airline and hotel network revenue management, dynamic...

The choice network revenue management model incorporates customer purchase behavior as a function of the offered products, and is the appropriate model for airline and hotel network revenue management, dynamic sales of bundles, and dynamic assortment optimization. The optimization problem is a...

The Network Revenue Management problem can be formulated as a stochastic dynamic programming problem (DP or the\optimal" solution V *) whose exact solution is computationally intractable. Consequently, a number of heuristics have been proposed in the literature, the most popular of which are the...

The problems arising in commercial distribution are complex and involve several players and decision levels. One important decision is related with the design of the routes to distribute the products, in an efficient and inexpensive way. This article deals with a complex vehicle routing problem...

One of the assumptions of the Capacitated Facility Location Problem (CFLP) is that demand is known and fixed. Most often, this is not the case when managers take some strategic decisions such as locating facilities and assigning demand points to those facilities. In this paper we consider demand...

We address the problem of scheduling a multiclass $M/M/m$ queue with Bernoulli feedback on $m$ parallel servers to minimize time-average linear holding costs. We analyze the performance of a heuristic priority-index rule, which extends Klimov's optimal solution to the single-server case: servers...