Publications - Organized By Topic
Machine Learning /
Learning Theory
- S. Agrawal, V. Avadhanula, V. Goyal
and A. Zeevi. "MNL-Bandit:
A dynamic learning approach to assortment selection." Operations
Research, 67:1209-1245,
2019.
- A. Goldenshluger and A. Zeevi. "Optimal
stopping of a random sequence with unknown distribution." Mathematics
of Operations Research, 2019.
- O. Besbes, Y. Gur and A. Zeevi. "Optimal
exploration-exploitation in a multi-armed Bandit problem with
non-stationary rewards." Stochastic Systems, 2019.
- B. Keskin and A. Zeevi. "On
incomplete learning and certainty equivalence control." Operations
Research, 66:893-1188,
2018.
- A. Cassel, S. Mannor, and A. Zeevi. "Risk
sensitive regret: Oracle policies and online learning ."
Proceedings of the 17 ACM Conference on Computational Learning Theory
(COLT), 2018.
- B. Keskin and A. Zeevi. "Chasing
demand: Learning and earning in a changing environment." Mathematics
Operations Research [lead article], 42:277-307,
2017.
- S. Agrawal, V. Avadhanula, V. Goyal
and A. Zeevi. "Thompson
sampling for the MNL-Bandit." Proceedings of the 16 ACM
Conference on Computational Learning Theory (COLT), 2017.
- S. Agrawal, V. Avadhanula, V. Goyal
and A. Zeevi. "An
Optimal Exploration-Exploitation Approach to Assortment Selection."
Proceedings of the 15 ACM Conference on Computational Learning Theory
(COLT), 2016.
- O. Besbes and A. Zeevi. "On
the (surprising) sufficiency of linear models for dynamic pricing with
demand learning." Management Science, 15:
723-739, 2015.
- O. Besbes, Y. Gur, and A Zeevi. "Non-stationary
stochastic optimization." Operations Research,
63:1227-1244, 2015. Nicholson Best Student
Paper Award 2013 (honorable mention)
- O. Anava, E. Hazan, S. Mannor and A.
Zeevi. "Time series
prediction with missing data." Proceedings of the
International Conference on Machine Learning (ICML), 2015.
- O. Besbes, Y. Gur and A. Zeevi. "A
non-stationary multi-armed Bandit problem." Proceedings
of Neural Information Processing Systems (NIPS), 2014.
- A. Goldenshluger and A. Zeevi. "A
linear response Bandit problem." Stochastic Systems, 3:230-261,
2013
- O. Besbes and A. Zeevi. "On
the minimax complexity of pricing in a changing environment." Operations
Research, 59:66-79, 2011.
- A. Goldenshluger and A. Zeevi. "A
note on performance limitations in Bandit problems with side
information." IEEE Trans on Info Theory, 57:1707-1713,
2011.
- P. Rigollet and A. Zeevi. "Nonparametric
bandits with covariates." Proceedings of the ACM Conference on
Computational Learning Theory (COLT), 2010.
- A. Goldenshluger and A. Zeevi. "Woodroofe's
one-armed bandit problem revisited." Annals
of Applied Probability, 19:1603-1633,
2009.
- O. Besbes and A. Zeevi. "Dynamic
pricing without knowing the demand function: Risk bounds and near
optimal algorithms." Operations
Research, 57:1407-1420,
2009. Winner INFORMS Revenue Management and Pricing
Section Prize
- A. Zeevi, R. Meir and V. Maiorov. "Error
bounds for functional approximation and estimation using mixtures of
experts." IEEE Transactions on Information Theory, 44:1010-1025,
1998.
- A. Zeevi, R. Meir and R. Adler. ``Time
series prediction using mixtures of experts." Proceedings of Advances
in Neural Information Processing Systems (NIPS), MIT Press, 1996.
- A. Zeevi and R. Meir. "Density
estimation through convex combinations; approximation and estimation
bounds." Neural Networks, 10:99-106, 1997.
Statistics
- A. Goldenshluger, A. Juditsky, A. Tsybakov and A. Zeevi. "Change
point estimation from indirect observations: 2. Adaptation." Annals
l'Institute Henri Poincare, 44:819--836, 2008.
- A. Goldenshluger, A. Juditsky, A. Tsybakov and A. Zeevi. "Change
point estimation from indirect observations: 1. Minimax complexity."
Annals l'Institute Henri Poincare,
44:787--818, 2008.
- A. Goldenshluger, A. Tsybakov and A. Zeevi. "Optimal
change-point
estimation from indirect observations." Annals of
Statistics, 34:350--372.
2006.
- A. Goldenshluger and A. Zeevi. "Recovering
the boundary of a convex set from blurred and noisy observations."
Annals of Statistics, 34:13751394, 2006.
- A. Goldenshluger and A. Zeevi.
"The Hough transform estimator." Annals of Statistics, 32:1908--1932,
2004.
- A. Goldenshluger and A. Zeevi.
"Non-Asymptotic bounds for autoregressive time series modeling."Annals
of Statistics, 29: 417-444, 2001.
- A. Zeevi, R. Meir and R. Adler. "Non-linear
models for time series using mixtures of autoregressive models."
Technical report, Technion and Stanford University, 2000.
Stochastic Optimization and Stochastic Control
- M. Broadie, D.Shin and A. Zeevi. "Tractable
dynamic sampling strategies for quantile selection probelms."
INFORMS Journal on Computing, 2020
- B. Keskin and A. Zeevi. "On
incomplete learning and certainty equivalence control." Operations
Research, 66:893-1188,
2018.
- O. Besbes, Y. Gur, and A Zeevi. "Non-stationary
stochastic optimization." Operations Research,
63:1227-1244, 2015. Nicholson Best Student
Paper Award 2013 (honorable mention)
- M. Broadie, D. Cicek and A. Zeevi. "Multi-dimensional
stochastic approximation: Adaptive algortihms and applications." ACM
Transactions on Modeling and Computer Simulation, 24:1020-1038,
2014.
- D. Cicek, M. Broadie and A. Zeevi. "General
bounds and finite-time performance improvement for the
Kiefer-Wolfowitz stochastic approximation algorithm" Operations
Research, 59:1211-1224, 2011.
- M. Broadie, D. Cicek and A. Zeevi. "An
adaptive multidimensonal version of the Kiefer-Wolfowitz stochastic
approximation algorithm." Proceedings of the 2009 Winter
Simulation Conference (WSC), 2009.
- M. Broadie, M. Han, and A. Zeevi. "Implications
of heavy tails on simulation-based ordinal optimization." Proceedings
of
the 2007 Winter Simulation Conference (WSC), 2007.
- J.M. Harrison and A. Zeevi. "Dynamic
scheduling of a multiclass queue in the Halfin and Whitt heavy traffic
regime." Operations Research, 52:243-257,
2004.
Simulation, Sequential Selection and Stopping Problems
- A. Goldenshluger, Y. Malinovsky, and A. Zeevi. "A
unified approach to sequential selection problems." Submitted.
- M. Broadie, D.Shin and A. Zeevi. "Tractable
dynamic sampling strategies for quantile selection probelms."
INFORMS Journal on Computing, 2020
- A. Goldenshluger and A. Zeevi. "Optimal
stopping of a random sequence with unknown distribution." Mathematics
of Operations Research, 2019.
- M. Broadie, D.Shin and A. Zeevi. "Tractable
dynamic sampling strategies for ordinal optimization."
Operations Research, 66:1457-1759,
2018.
- M. Broadie, M. Han, and A. Zeevi. "Implications
of heavy tails on simulation-based ordinal optimization." Proceedings
of
the 2007 Winter Simulation Conference (WSC), 2007.
- A. Bassamboo, S. Juneja and A. Zeevi. "On
the inefficiency of state-independent importance sampling in the
presence of heavy-tails." Operations Research Letters,
34:521-- 531, 2006
- A. Bassamboo, S. Juneja and A. Zeevi. "Performance
of importance sampling simulation in the presence of heavy tails."
Proceedings of the 2005 Winter Simulation Conference. 2005.
Stochastic Networks and Queueing
- C. Maglaras, J. Yao and A. Zeevi. "Obesrvational
learning and abandonment in a congested queue." Submitted.
- C. Maglaras, J. Yao and A. Zeevi.
"Optimal price and delay differentiation in large scale queueing
systems." Management Science, 42:277-307,
2017.
- A. Bassamboo, R. Randhawa and A. Zeevi. "Capacity
sizing under parameter uncertainty: Safety staffing principles
revisited" Management Science, 56:1668-1686,
2010.
- A. Bassamboo and A. Zeevi. "On
a data-driven method for staffing large call centers." Operations
Research, 57:714-726,
2009.
- A. Bassamboo, J.M. Harrison, and A. Zeevi. "Pointwise
stationary fluid models for stochastic processing networks." Manufacturing
& Service Operations Management, 11:70-89,
2009.
- D. Gamarnik and A. Zeevi. "Validity
of heavy traffic steady-state approximations in generalized Jackson
networks." Annals of Applied Probability, 16:56--90,
2006
- A. Bassamboo, J.M. Harrison and A. Zeevi. "Dynamic
routing and admission control in high volume service systems:
Asymptotic analysis via multi-scale fluid limits." Queueing
Systems Theory and Applications, 51:249--285,
2006.
- A. Bassamboo, J.M. Harrison and A. Zeevi. "Design
and control of a large call center: Asymptotic analysis of an LP-based
method." Operations Research, 54:419--435,
2006.
- J.M. Harrison and A. Zeevi. "A
method for staffing large call centers using stochastic fluid models."
Manufacturing & Service Operations Management, 7:20--36,
2005.
- C. Maglaras and A. Zeevi. "Pricing
and design of differentiated services: Approximate analysis and
structural insights." Operations Research, 53:242--262,
2005. Winner INFORMS Revenue Management and Pricing
Section Prize
- J.M. Harrison and A. Zeevi. "Dynamic
scheduling of a multiclass queue in the Halfin and Whitt heavy traffic
regime." Operations Research, 52:243-257,
2004.
- C. Maglaras and A. Zeevi.
"Diffusion approximations for a multi-class Markovian service system
with `guaranteed' and `best-effort' service levels."
Mathematics of Operations Research, 29:786--813, 2004.
- C. Maglaras and A. Zeevi. "Pricing
and capacity sizing for systems with shared resources: Approximate
solutions and scaling relations." Management Science, 49:1018--1038,
2003.
Winner INFORMS Revenue Management and Pricing Section
Prize
- C. Maglaras and A. Zeevi. ``Pricing
and performance analysis for a system with differentiated services and
customer choice." Proceedings of the 41st Annual Allerton
Conference on Communication, Control, and Computing , Eds. R.
Srikant and G. Voulgaris, 2003.
- A. Zeevi and P.W. Glynn. "On
the maximum workload of a queue fed by fractional Brownian motion."
Annals of Applied Probability, 10:1074-1099, 2000.
Revenue Management
- D. Shin, S. Vaccari and A. Zeevi. "Dynamic
pricing with online reviews." Submitted.
- B. Keskin and A. Zeevi. "Chasing
demand: Learning and earning in a changing environment." Mathematics
Operations Research [lead article], 42:277-307,
2017.
- C. Maglaras, J. Yao and A. Zeevi.
"Optimal price and delay differentiation in large scale queueing
systems." Management Science, 42:277-307,
2017.
- O. Besbes and A. Zeevi. "On
the (surprising) sufficiency of linear models for dynamic pricing with
demand learning." Management Science, 15:
723-739, 2015.
- N.K. Bora and A. Zeevi. "Dynamic
pricing with an unknown linear demand model: Asymptotically optimal
semi-myopic policies."
Operations Research, 62:1142-1167, 2014.
- O. Besbes and A. Zeevi. "Blind
network revenue management." Operations Research, 60:1537-1550,
2013.
- J.M. Harrison, B.N. Keskin and A. Zeevi. "Bayesian
dynamic pricing policies: Learning and earning under a binary prior
distribution" Management Science, 58:570-586, 2013
- O. Besbes and A. Zeevi. "On
the minimax complexity of pricing in a changing environment."
Operations Research, 59:66-79, 2011.
- G. Allon and A. Zeevi. "A
note on the relationship among price, capacity and inventory decisions
in a make-to-stock system." Production and Operations
Management, 20:143-151, 2011.
- O. Besbes, R. Phillips and A. Zeevi.
"Testing the validity of a demand model: An operations perspective."
Manufacturing and Service Operations
Management, 12:162-183, 2010. Winner of the
2009 M&SOM Best Paper Prize
- O. Besbes and A. Zeevi. "Dynamic
pricing without knowing the demand function: Risk bounds and near
optimal algorithms." Operations
Research, 57:1407-1420,
2009. Winner INFORMS Revenue Management and Pricing
Section Prize
- C. Maglaras and A. Zeevi. "Pricing
and design of differentiated services: Approximate analysis and
structural insights." Operations Research, 53:242--262,
2005. Winner INFORMS Revenue Management and Pricing
Section Prize
- C. Maglaras and A. Zeevi. "Pricing
and capacity sizing for systems with shared resources: Approximate
solutions and scaling relations." Management Science, 49:1018--1038,
2003.
Winner INFORMS Revenue Management and Pricing Section
Prize
Online Platforms, e-Retail and Marketplaces
- S. Agrawal, V. Avadhanula, V. Goyal and A. Zeevi. "MNL-Bandit:
A dynamic learning approach to assortment selection." Operations
Research, 67:1209-1245,
2019.
- D. Shin, S. Vaccari and A. Zeevi. "Dynamic
pricing with online reviews." Submitted.
- S. Agrawal, V. Avadhanula, V. Goyal and A. Zeevi. "An
Optimal Exploration-Exploitation Approach to Assortment Selection."
Proceedings of the 15 ACM Conference on Computational Learning Theory
(COLT), 2016.
- O. Besbes, Y. Gur, and A. Zeevi "Optimization
in Online Content Recommendation Services: Beyond Click-Through
Rates." Manufacturing & Service Operations
Management [lead article], 18:15--33,
2016. Winner of the 2014 M&SOM Student
Paper Competition
- D. Saure and A. Zeevi. "Optimal
dynamic assortment planning with demand learning." Manufacturing
and
Service Operations Management, 15:387-404, 2013. Winner
of the 2009 M&SOM Student Paper Competition
- A. Radovanovic and A. Zeevi. "Display-based
on-line advertising using dynamic inventory management." Proceedings
of the 42nd Annual Allerton
Conference on Communication, Control, and Computing, 2010.
Applied Probability, OR and Information Theory (yes, I know...)
- V. Avaldhanula, J. Bhandari, V. Goyal, and A. Zeevi. "On
the tightness of an LP relaxation for rational optimization and Its
applications." Operations Research Letters,
44:612-617, 2016.
- P. Glynn and A. Zeevi. "Bounding
stationary expectations of Markov processes." IMS Collections:
Markov Processes and Related Topics, vol.4, pp. 195--214, 2008.
- A. Zeevi and P.W. Glynn. "Recurrence
properties of autoregressive processes with super-heavy tailed
innovations." J. of Applied Probability, 41:639--652,
2004.
- A. Zeevi and P.W. Glynn.
"Estimating tail decay for stationary sequences via extreme values."
Advances Applied Probability , 36:198--226, 2004
- E. Waks, A. Zeevi, Y. Yamamoto. "Security
of Quantum Key Distribution With Entangled Photons." [journal format]
Physical Review A, 65:1165-1181, April, 2002.
The figures for the full Working
Paper are available separately:
figure 1, figure 2,
figure 3, figure 4.
- P. W. Glynn and A. Zeevi. "Estimating
tail probabilities in queues via extremal statistics."
Analysis of communication networks: call centres, traffic and
performance, Fields Inst. Commun., 28, Amer. Math. Soc.,
Providence, RI, 2000.
- A. Zeevi. ``On the
performance of vector quantizers empirically designed from dependent
sources.'' Proceedings of the data compression conference
(DCC) IEEE press, Eds. M. Cohn and J. Storer, 1998.
Risk Management (mostly credit risk...)
- A. Bassmaboo, S. Juneja and A. Zeevi. "Portfolio
credit risk with extremal dependence: Asymptotic analysis and
efficient simulation." Operations
Research, 56:593-606,
2008.
- A. Bassamboo, S. Juneja and A. Zeevi. "Expected
shortfall in credit portfolios with extremal dependence." Proceedings
of the 2005 Winter Simulation Conference, 2005.
- R. Mashal and A. Zeevi. "Beyond
Correlation: Extreme co-movements between financial assets."
SSRN paper #317122 , June 2002. Revised:
October, 2003.
- R. Mashal, M. Naldi and A. Zeevi.
" Extreme events and multi-name credit derivatives." In Credit
Derivatives: The Definitive Guide , J. Gregory Ed., RiskWaters
press, September 2003.
- R. Mashal, M. Naldi and A. Zeevi.
"Comparing the dependence structure of equity and asset returns"
RISK, 16:82--87, 2003.
- A. Federgruen and A. Zeevi.
"Assessing variable annuities as a solution to America's retirement
income challenge: A closer look at variable annuities with withdrawal
guarantees.", 2007. [
white paper ]