1. D. Shin, S. Vaccari and A. Zeevi. "Dynamic pricing with online reviews." Submitted.


2. S. Agrawal, V. Avadhanula, V. Goyal and A. Zeevi.  "Thompson sampling for the MNL-Bandit." Submitted.


3. G. Iyengar, M. Oh and A. Zeevi.  "Sparsity agnostic Lasso Bandits." Submitted.
Finalist INFORMS/APS Best Student Paper


4. A. Cassel, S. Mannor and A. Zeevi.  "A general framework for Bandit problems beyond cumulative objectives." Submitted.

2020

1. M. Broadie, D.Shin and A. Zeevi. "Tractable dynamic sampling strategies for quantile selection probelms." INFORMS Journal on Computing, to appear 2020


2. A. Goldenshluger and A. Zeevi. "Optimal stopping  of a random sequence with unknown distribution." Mathematics of Operations Research, to appear 2020.


3. A. Goldenshluger, Y. Malinovsky,  and A. Zeevi. "A unified approach to sequential selection problems." Probability Surveys, 17:214-256, 2020.


4. Y.Xu and A. Zeevi. "Towards problem-dependent optimal learning rates."  Proceedings of Neural Information Processing Systems (NeurIPS), 2020. Spotlight paper


5. A. Kalvit and A. Zeevi. "From finite to countable-armed Bandits."  Proceedings of Neural Information Processing Systems (NeurIPS), 2020.

2019

1. S. Agrawal, V. Avadhanula, V. Goyal and A. Zeevi.  "MNL-Bandit: A dynamic learning approach to assortment selection." Operations Research, 67:1209-1245, 2019.


2. O. Besbes, Y. Gur and A. Zeevi. "Optimal exploration-exploitation in a multi-armed Bandit problem with non-stationary rewards." Stochastic Systems, 9:319-416, 2019.
   

1. B. Keskin and A. Zeevi. "On incomplete learning and certainty equivalence control." Operations Research, 66:893-1188,  2018.


2. M. Broadie, D.Shin and A. Zeevi. "Tractable dynamic sampling strategies for ordinal optimization." Operations Research, 66:1457-1759,  2018.


3. 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.

2017

1. B. Keskin and A. Zeevi. "Chasing demand: Learning and earning in a changing environment." Mathematics Operations Research [lead article], 42:277-307,  2017.


2. C. Maglaras, J. Yao and A. Zeevi. "Optimal price and delay differentiation in large scale queueing systems." Management Science, 42:277-307,  2017.


3. 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.

2016

1. 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.


2. 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.


3. 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

2015

1. O. Besbes and A. Zeevi. "On the (surprising) sufficiency of linear models for dynamic pricing with demand learning." Management  Science, 15: 723-739, 2015.


2. 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)
   


3. 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.
   
   

2014

1. 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.


2. 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.


3. O. Besbes, Y. Gur and A. Zeevi. "A non-stationary multi-armed Bandit problem."  Proceedings of Neural Information Processing Systems (NIPS), 2014.

2013

1. 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


2. O. Besbes and A. Zeevi. "Blind network revenue management."
   Operations Research, 60:1537-1550, 2013.


3. A. Goldenshluger and A. Zeevi. "A linear response Bandit problem." Stochastic  Systems, 3:230-261, 2013


4. 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

2011

1. 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.


2. 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.


3. O. Besbes and A. Zeevi. "On the minimax complexity of pricing in a changing environment."
   Operations Research, 59:66-79, 2011.


4. 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.

2010

1. P. Rigollet and A. Zeevi. "Nonparametric bandits with covariates." Proceedings of the ACM Conference on Computational Learning Theory (COLT), 2010.
   

2. 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.  
   

3. A. Bassamboo, R. Randhawa and A. Zeevi. "Capacity sizing under parameter uncertainty: Safety staffing principles revisited"  Management Science, 56:1668-1686, 2010.

4. 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


5. J. Skarf, S. Boyd and A. Zeevi. "Shrinking horizon dynamic programming." International Journal of Robust and Nonlinear Control, 20:1993-2002, 2010.

2009

1. 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.


2. A. Goldenshluger and A. Zeevi. "Woodroofe's one-armed bandit problem revisited." Annals of Applied Probability, 19:1603-1633, 2009.


3.  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


4. A. Bassamboo and A. Zeevi. "On a data-driven method for staffing large call centers." Operations Research, 57:714-726, 2009.


5. A. Bassamboo, J.M. Harrison, and A. Zeevi. "Pointwise stationary fluid models for stochastic processing networks." Manufacturing & Service Operations Management, 11:70-89, 2009.

2008

1. P. Glynn and A. Zeevi. "Bounding stationary expectations of Markov processes." IMS Collections: Markov Processes and Related Topics, vol.4, pp. 195--214, 2008. 


2. 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.


3. 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.


4. A. Bassmaboo, S. Juneja and A. Zeevi. "Portfolio credit risk with extremal dependence: Asymptotic analysis and efficient simulation." Operations Research, 56:593-606, 2008. 

2007

1. M. Broadie, M. Han, and A. Zeevi. "Implications of heavy tails on simulation-based ordinal optimization." Proceedingsof the 2007 Winter Simulation Conference (WSC), 2007.  

2006

1. D. Gamarnik and A. Zeevi. "Validity of heavy traffic steady-state approximations in generalized Jackson networks." Annals of Applied Probability, 16:56--90, 2006
   


2.  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.


3. 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
   


4. A. Goldenshluger, A. Tsybakov and A. Zeevi. "Optimal change-point estimation from indirect observations."  Annals of Statistics, 34:350--372. 2006. 
   


5. 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.
   


6. A. Goldenshluger and A. Zeevi. "Recovering the boundary of a convex set from blurred and noisy observations."  Annals of Statistics, 34:13751394, 2006.

2005

1. 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.
   

2. 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.
   

3. A. Bassamboo, S. Juneja and A. Zeevi. "Expected shortfall in credit portfolios with extremal dependence." Proceedings of the 2005 Winter Simulation Conference, 2005.
   

4. 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 
   

2004

1. A. Zeevi and P.W. Glynn. "Recurrence properties of autoregressive processes with super-heavy tailed innovations." J. of Applied Probability,  41:639--652, 2004.


2. 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.
   

3. 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.
   

   Prelimnary version: ``Diffusion approximations for systems with shared resources offering `guaranteed' and `best effort' service." Proceedings of the 40th Annual Allerton Conference on Communication, Control, and Computing , Eds. R. Srikant and Petros G. Voulgaris, 2002. 

4. A. Zeevi and P.W. Glynn. "Estimating tail decay for stationary sequences via extreme values." Advances Applied Probability , 36:198--226, 2004
   

5. A. Goldenshluger and A. Zeevi. "The Hough transform estimator." Annals of Statistics, 32:1908--1932, 2004.


6. R. Mashal and A. Zeevi. "Beyond Correlation: Extreme co-movements between financial assets." SSRN paper #317122 , June 2002. Revised: October, 2003.

2003

1. 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


2. 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.


3. R. Mashal, M. Naldi and A. Zeevi. "Comparing the dependence structure of equity and asset returns" RISK, 16:82--87, 2003.
   


4. 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.

2002

1. 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.

2001

1. A. Goldenshluger and A. Zeevi. "Non-Asymptotic bounds for autoregressive time series modeling."Annals of Statistics, 29: 417-444, 2001.

2000

1. 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.
2. 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.

Prior to 2000

1. 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.


2. 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.
   


3. 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.
   


4. A. Zeevi and R. Meir. "Density estimation through convex combinations; approximation and estimation bounds." Neural Networks, 10:99-106, 1997.

Permanent working papers

1. 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 ]


2. 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.