Author

Yun-Ran Wei

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Preprint Sep 2026

Pricing rides as option contracts: guarantees and memberships under travel-time uncertainty

Modern ride-share platforms must commit to a price before a trip is taken, yet the realized fare depends on travel time that is uncertain at the moment of sale, which can occur days in advance. The upfront price thus decomposes into the expected fare and the premium on an insurance claim whose payoff is the shortfall b...

Mohamad Elmasri, Ming-Ze Li, Yun-Ran Wei · 0 citations

Jul 2026

A Noise-Robust Elicit-to-Optimize Framework for Distortion Riskmetrics via Inverse Reinforcement Learning

We propose a noise-robust elicit-to-optimize framework that integrates inverse reinforcement learning (IRL) and reinforcement learning (RL) for eliciting agents'risk preferences and optimizing policies under a broad class of risk objectives characterized by distortion riskmetrics. On the elicitation side, we propose an...

Yang Liu, Yu-Hao Liu, Yun-Ran Wei · arXiv.org · 0 citations