Event Category: Operations Research Seminar Series

5/13/21 | 4:15pm | Online only         Susan Murphy Professor Harvard Abstract: In digital health there is much interest in using reinforcement learning (RL) to personalize sequences of intervention decisions to each user. These sequential decision making problems involve decisions concerning whether to deliver an intervention and if so what kind of…

5/6/21 | 4:15pm | Online only         Guillaume Roels Professor INSEAD Abstract: Workers in knowledge-intensive industries often complain of having too many meetings, but organizations still give little thought to deciding when or how often to meet. In this paper, we investigate the efficiency and robustness of various coordination scheduling rules. We…

4/15/21 | 4:15pm | Online only         Mihaela van der Schaar Professor University of Cambridge Abstract: TBD Bio: Mihaela van der Schaar is the John Humphrey Plummer Professor of Machine Learning, Artificial Intelligence and Medicine at the University of Cambridge, a Fellow at The Alan Turing Institute in London, and a Chancellor’s…

4/8/21 | 4:15pm | Online only         Jonathan Amar & Nicholas Renegar Winners of the ORC Best Student Paper Competition MIT Abstract: In many online advertisement (ad) exchanges ad slots are each sold via a separate second- price auction. This work considers the bidder’s problem of maximizing the value of ads they…

3/18/21 | 4:15pm | Online only         Andres Gomez Assistant Professor USC Abstract: Indicator variables arise pervasively in optimization problems to enforce logical constraints. For example, in machine learning, indicator variables are used when imposing sparsity, which in turn leads to interpretable statistical models with improved out-of-sample performance. In finance, indicator variables…

3/11/21 | 4:15pm | Online only         Anatoli Juditsky Professor University of Grenoble Abstract: We consider the problem of minimax and adaptive estimation of a signal assumed to belong to the union of convex sets. We show that the minimax risk in this problem (when measured in some norm or semi-norm) is…

2/25/21 | 4:15pm | Online only         Courtney Paquette Assistant Professor McGill University Abstract: In this talk, I will present a framework for performing average-case analysis in the large dimensional regime. Average-case analysis computes the complexity of an algorithm averaged over all possible inputs. Compared to worst-case analysis, it is more representative…

2/18/21 | 4:15pm | Online only         Guillermo Gallego Professor Hong Kong University of Science and Technology Abstract: We present bounds and heuristics for personalized, multi-product pricing problems. Under mild conditions we show that the best price in the direction of a positive vector results in profits that are guaranteed to be…