arXiv Machine Learning By Jiameng Lyu, Shilin Yuan, Bingkun Zhou, Yuan Zhou

Regret Optimality of Sample Average Approximation for Data-Driven Newsvendor Problems: A General Optimization Perspective

Read the original on arXiv Machine Learning →

arXiv:2407. 04900v2 Announce Type: replace Abstract: Numerous existing studies have examined the performance of Sample Average Approximation (SAA) in the fundamental newsvendor problem.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 17

Data Driven Block Replacement Scheduling

arXiv:2607. 15229v1 Announce Type: new Abstract: We develop data-driven algorithms for maintaining $N$ independent identical machines under a \textit{block replacement policy}, in which each machine is replaced upon failure and all machines are jointly replaced at regular intervals of length $k$.

By Aniruddhan Ganesaraman, VIdyadhar Kulkarni
arXiv Machine Learning
Aug 3

Parameter-Free Heavy-Tailed Bandits

arXiv:2607. 29460v1 Announce Type: new Abstract: Heavy-tailed distributions arise naturally in sequential decision-making problems such as financial investment, online advertising, and network management, where rare but extreme outcomes can dominate performance.

By Gianmarco Genalti, Alberto Maria Metelli