Publications
A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives
Freund, Robert & Grigas, Paul & Mazumder, Rahul. (2015). A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives. The Annals of Statistics. 45. 10.1214/16-AOS1505.
Joint Online Learning and Decision-making via Dual Mirror Descent
Lobos, Alfonso & Grigas, Paul & Wen, Zheng. (2021). Joint Online Learning and Decision-making via Dual Mirror Descent.
Risk Bounds and Calibration for a Smart Predict-then-Optimize Method
Liu, Heyuan & Grigas, Paul. (2021). Risk Bounds and Calibration for a Smart Predict-then-Optimize Method.
Smart “Predict, then Optimize”
Elmachtoub, Adam & Grigas, Paul. (2017). Smart “Predict, then Optimize”. Management Science. 68. 10.1287/mnsc.2020.3922.
Generalization Bounds in the Predict-then-Optimize Framework
El Balghiti, Othman & Elmachtoub, Adam & Grigas, Paul & Tewari, Ambuj. (2019). Generalization Bounds in the Predict-then-Optimize Framework.
Equilibria and incentives for illiquid auction markets
Derchu, Joffrey & Kavvathas, Dimitrios & Mastrolia, Thibaut & Rosenbaum, Mathieu. (2023). Equilibria and incentives for illiquid auction markets.
Asymptotically Optimal Competitive Ratio for Online Allocation of Reusable Resources
Goyal, V., Iyengar, G., & Udwani, R. (2020). Asymptotically Optimal Competitive Ratio for Online Allocation of Reusable Resources.
Periodic Reranking for Online Matching of Reusable Resources
Udwani, Rajan. (2022). Periodic Reranking for Online Matching of Reusable Resources. 966-966. 10.1145/3490486.3538344.
Online Bipartite Matching with Reusable Resources
Delong, Steven and Farhadi, Alireza and Niazadeh, Rad and Sivan, Balasubramanian and Udwani, Rajan, Online Bipartite Matching with Reusable Resources (October 23, 2022). Available at SSRN: https://ssrn.com/abstract=4256240 or http://dx.doi.org/10.2139/ssrn.4256240
Adwords with Unknown Budgets and Beyond
Udwani, Rajan. “Adwords with Unknown Budgets and Beyond.” (2021).