Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Robust Dynamic Assortment Optimization in the Presence of Outlier
  Customers   We consider the dynamic assortment optimization problem under the multinomial
logit model (MNL) with unknown utility parameters. The main question
investigated in this paper is model mis-specification under the
$\varepsilon$-contamination model, which is a fundamental model in robust
statistics and machine learning. In particular, throughout a selling horizon of
length $T$, we assume that customers make purchases according to a well
specified underlying multinomial logit choice model in a
($1-\varepsilon$)-fraction of the time periods, and make arbitrary purchasing
decisions instead in the remaining $\varepsilon$-fraction of the time periods.
In this model, we develop a new robust online assortment optimization policy
via an active elimination strategy. We establish both upper and lower bounds on
the regret, and show that our policy is optimal up to logarithmic factor in T
when the assortment capacity is constant. Furthermore, we develop a fully
adaptive policy that does not require any prior knowledge of the contamination
parameter $\varepsilon$. Our simulation study shows that our policy outperforms
the existing policies based on upper confidence bounds (UCB) and Thompson
sampling.

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The categories of this paper are: astro-ph
2
The categories of this paper are: math
30
The categories of this paper are: q-alg
9
The categories of this paper are: nlin
13
The categories of this paper are: quant-ph
24
The categories of this paper are: dg-ga
5
The categories of this paper are: gr-qc
37
The categories of this paper are: supr-con
17
The categories of this paper are: q-fin
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The categories of this paper are: hep-th
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The categories of this paper are: cond-mat
18
The categories of this paper are: econ
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The categories of this paper are: hep-ex
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The categories of this paper are: chao-dyn
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The categories of this paper are: plasm-ph
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The categories of this paper are: hep-ph