Scholars@Duke
Chenghuai Li

Selected Publications

Technical note: regret analysis of stochastic approximation algorithm and nonparametric dynamic pricing with unknown demand

Journal Article Naval Research Logistics (NRL) · August 2020 AbstractWe consider the problem of nonparametric multi‐product dynamic pricing with unknown demand and show that the problem may be formulated as an online model‐free stochastic program, which can be solved by the classical ... Full text Cite