讲座通知
2025 年 1 月 7 日（星期二），
下午 15:30 - 17:00
信息管理与工程学院308室
上海财经大学（第三教学楼西侧）
上海市杨浦区武东路100号
主题
Degeneracy is ok: Logarithmic regret for network revenue management with indiscrete distributions
主讲嘉宾
Jiawei Zhang
New York University
Jiawei Zhang is a Professor of Operations Management at the Stern School of Business, New York University. He received a B.S. degree in Applied Mathematics and an M.S. degree in Operations Research from Tsinghua University and a Ph.D. in Operations Research from Stanford University. His research interests include Cost Allocation in Supply Chain Management, Deterministic and Stochastic Optimization, and Approximation Algorithms. He has published in journals that include Operations Research, Mathematics of Operations Research, Psychometrika, SIAM Journal on Computing, Mathematical Programming, etc.
Abstract
We study the classical Network Revenue Management (NRM) problem with accept/reject decisions and IID arrivals. We consider a distributional form where each arrival must fall under a finite number of possible categories, each with a deterministic resource consumption vector, but a random value distributed continuously over an interval. We develop an online algorithm that achieves regret under this model, with no further assumptions. We develop another online algorithm that achieves an improved regret, with only a second-order growth assumption. To our knowledge, these are the first results achieving logarithmic-level regret in a continuous-distribution NRM model without further "non-degeneracy" assumptions. Our results are achieved via new techniques including: a new method of bounding myopic regret, a "semi-fluid" relaxation of the offline allocation, and an improved bound on the "dual convergence".
