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Assortment Optimization over Dense Universe is Easy

Goutam, Kumar - 2020

Assortment optimization is an important problem in revenue management arising in industries such as online advertising, retailing and airline ticketing. We study assortment optimization under an arbitrary mixture of multi-nomial logit (MNL) models, when the universe of products is dense. In...

Persistent link: https://www.econbiz.de/10012828531

Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling

Peng, Yijie; Fu, Michael; Heidergott, Bernd; Lam, Henry - In: Operations research 68 (2020) 6, pp. 1896-1912

Persistent link: https://www.econbiz.de/10012392175

Optimization-based calibration of simulation input models

Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo - In: Operations research 67 (2019) 5, pp. 1362-1382

Persistent link: https://www.econbiz.de/10012107785

Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations

Lam, Henry; Li, Haidong; Zhang, Xuhui - In: Operations research letters 49 (2021) 1, pp. 40-47

Persistent link: https://www.econbiz.de/10012485995

Learning-based robust optimization : procedures and statistical guarantees

Hong, L. Jeff; Huang, Zhiyuan; Lam, Henry - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3447-3467

Persistent link: https://www.econbiz.de/10012606927

Robust actuarial risk analysis

Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 1, pp. 33-63

Persistent link: https://www.econbiz.de/10012180603

Adaptive importance sampling for efficient stochastic root finding and quantile estimation

He, Shengyi; Jiang, Guangxin; Lam, Henry; Fu, Michael - In: Operations research 72 (2024) 6, pp. 2612-2630

Persistent link: https://www.econbiz.de/10015371528

Subsampling to enhance efficiency in input uncertainty quantification

Lam, Henry; Qian, Huajie - In: Operations research 70 (2022) 3, pp. 1891-1913

Persistent link: https://www.econbiz.de/10013366289

Quantile regression forests for individualized surgery scheduling

Dean, Arlen; Meisami, Amirhossein; Lam, Henry; Van … - In: Health care management science : a new journal serving … 25 (2022) 4, pp. 682-709

Persistent link: https://www.econbiz.de/10013483720

Do price trajectory data increase the efficiency of market impact estimation?

Li, Fengpei; Ihnatiuk, Vitalii; Chen, Yu; Lin, Jiahe; … - In: Quantitative finance 24 (2024) 5, pp. 545-568

Persistent link: https://www.econbiz.de/10014552104

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