Hedging the Drift: Learning to Optimize Under Nonstationarity

• Wang Chi Cheung

  Corresponding Author

  Wang Chi Cheung

  [email protected]

  https://orcid.org/0000-0001-9380-5673

  Department of Industrial Systems Engineering and Management, National University of Singapore, Singapore 119077

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  ,
• David Simchi-Levi

  David Simchi-Levi

  [email protected]

  Institute for Data, Systems, and Society, Department of Civil and Environmental Engineering, and Operations Research Center, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139

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  ,
• Ruihao Zhu

  Ruihao Zhu

  [email protected]

  https://orcid.org/0000-0003-1463-1308

  Supply Chain and Operations Management, Purdue Krannert School of Management, West Lafayette, Indiana 47907

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