Open access
Oct 2026
Learning to Overbook Safely: Chance-Constrained Revenue Management with Selected Show-Up Feedback
The joint-pivotal safe Poisson-binomial upper confidence bound (JP-SPB-UCB) policy combines exact risk evaluation with certified, batched exploration, and linear-program rounding constructs a safe exploration schedule within K episodes of a lower bound valid for adaptive randomized schedules.
Qiao-Yang Zhong
· Mathematical and Computation... · 0 citations