We consider the problem of revenue maximization in online auctions, that is, auctions in which bids are received and dealt with one-by-one. In this note, we demonstrate that resul...
Abstract. We formulate the multiperiod, distribution-free perishable inventory problem as a problem of prediction with expert advice and apply an online learning method (the Weak A...
Tatsiana Levina, Yuri Levin, Jeff McGill, Mikhail ...
We relate two problems that have been explored in two distinct communities. The first is the problem of combining expert advice, studied extensively in the computational learning...
Many learning algorithms rely on the curvature (in particular, strong convexity) of regularized objective functions to provide good theoretical performance guarantees. In practice...
This paper deals with the problem of making predictions in the online mode of learning where the dependence of the outcome yt on the signal xt can change with time. The Aggregating...