Van Roy Benjamin

Benjamin Van Roy

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Found 11 papers in total
Efficient Reinforcement Learning in Deterministic Systems with Value Function Generalization
Efficient Reinforcement Learning in Deterministic Systems with Value Function Generalization
2017
We consider the problem of reinforcement learning over episodes of a...
Adaptive Execution: Exploration and Learning of Price Impact
Adaptive Execution: Exploration and Learning of Price Impact
2015
We consider a model in which a trader aims to maximize expected risk‐adjusted...
Intermediated Blind Portfolio Auctions
Intermediated Blind Portfolio Auctions
2012
As much as 12%% of the daily volume on the New York Stock Exchange, and...
Resource Allocation via Message Passing
Resource Allocation via Message Passing
2011
We propose a message‐passing paradigm for resource allocation problems. This...
Manipulation Robustness of Collaborative Filtering
Manipulation Robustness of Collaborative Filtering
2010
A collaborative filtering system recommends to users products that similar users like....
Investment and Market Structure in Industries with Congestion
Investment and Market Structure in Industries with Congestion
2010
We analyze investment incentives and market structure under oligopoly competition in...
Computational methods for oblivious equilibrium
Computational methods for oblivious equilibrium
2010
Oblivious equilibrium is a new solution concept for approximating Markov-perfect...
Dynamic pricing with a prior on market response
Dynamic pricing with a prior on market response
2010
We study a problem of dynamic pricing faced by a vendor with limited inventory,...
Opportunities and challenges in using online preference data for vehicle pricing: A case study at General Motors
Opportunities and challenges in using online preference data for vehicle pricing: A case study at General Motors
2006
Developed by General Motors (GM), the Auto Choice Advisor web site...
A cost-shaping linear program for average-cost approximate dynamic programming with performance guarantees
A cost-shaping linear program for average-cost approximate dynamic programming with performance guarantees
2006
We introduce a new algorithm based on linear programming for optimization of...
Performance loss bounds for approximate value iteration with state aggregation
Performance loss bounds for approximate value iteration with state aggregation
2006
We consider approximate value iteration with a parameterized approximator in which the...
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