Events Calendar

Professor Bray's talk is titled "Logarithmic Regret in Multisecretary and Online Linear Programming Problems with Continuous Valuations." In this talk, he studies a general revenue management problem in which n customers arrive sequentially over n periods, and you must dynamically decide which to satisfy. He studies this system's regret, which is the additional utility you could get if you didn't have to make decisions on the fly. He provides a new proof that this regret is bounded in n when valuations are drawn from a discrete distribution, and shows that this regret grows like log(n) when valuations are drawn from a continuous distribution.

Robert Bray is an associate professor of operations management at Northwestern University. He received his B.S. in industrial engineering, operations research from UC Berkeley in 2006, and his Ph.D. in business administration from the Stanford Graduate School of Business in 2012. Most of his work pertains to empirical supply chain management, but he's also written a few theoretical dynamic programming articles. See his CV.