I am interested in Reinforcement Learning, Inference, Approximation Algorithms and applications thereof (recently, to Commerce Platforms and Biology). More broadly, I am interested in Dynamic Optimization and the analysis of complex stochastic systems.
Preprints  

41 
V. F. Farias, A. A. Li and T. Peng. “ Uncertainty Quantification For LowRank Matrix Completion With Heterogeneous and SubExponential Noise. ”
Submitted.
Preliminary version:


40 
J. Baek and V. F. Farias. “ Fair Exploration via Axiomatic Bargaining. ”
Submitted.
Preliminary version:


39 
V. F. Farias, A. A. Li and T. Peng. “ Learning Treatment Effects with General Intervention Patterns. ”
Submitted.
Preliminary version:


38 
V. F. Farias, A. A. Li and T. Peng. “ NearOptimal Entrywise Anomaly Detection for LowRank Matrices with SubExponential Noise. ”
Submitted.
Preliminary version:


37 
J. Baek, V. F. Farias, A. Georgescu, R. Levi, T. Peng, D. Sinha, J. Wilde and A. Zheng. “ The Limits to Learning a Diffusion Model. ”
Submitted.
Preliminary version:


36 
V. F. Farias, A. A. Li and D. Sinha. “ Optimizing Offer Sets in SubLinear Time. ”
R & R in Management Science.
Preliminary version:


35 
N. Bhat, V. F. Farias, and C. C. Moallemi. “ Nonparametric Approximate Dynamic Programming via the Kernel Method. ”
R & R in Stochastic Systems.
Preliminary version:


Publications  
34  Cramer, E. Y. et al. “ Evaluation of individual and ensemble probabilistic forecasts of COVID19 mortality in the US. ” Forthcoming in Proceedings of the National Academy of Sciences.  
33 
V. F. Farias and E. Gutin. “ Optimisitc Gittins Indices. ”
Forthcoming in Operations Research.
Preliminary version:


32  C. Corbo, A. A. Li, H. Poustchi, G. Lee, S. Stacks, R. Molinaro, P. Ma, T. Platt, S. Behzadi, R. Langer, V. F. Farias, O. C. Farokhzad “ Analysis of the Human Plasma Proteome Using Multi‐Nanoparticle Protein Corona for Detection of Alzheimer's Disease ” Advanced Healthcare Materials 10, No. 2 (2021): 2000948.  
31 
J. E. Blume*, W. C. Manning, G. Troiano, D. Hornburg, M. Figa, L. Hesterberg, T. L. Platt, X. Zhao, R. A. Cuaresma,
P. A. Everley, M. Ko, H. Liou, M. Mahoney, S. Ferdosi, E. M. Elgierari, C. Stolarczyk, B. Tangeysh, H. Xia, R. Benz, A. Siddiqui,
S. A. Carr, P. Ma, R. Langer, V. F. Farias*, and O. C. Farokhzad*
“ Rapid, Deep and Precise Profiling of the Plasma Proteome with MultiNanoparticle Protein Corona ” Nature Communications 11, No. 1 (2020): 114.


30  J. M. Andrews, V. F. Farias, A. I. Khojandi, C. M. Yan “ Primal–Dual Algorithms for Order Fulfillment at Urban Outfitters, Inc. ”
Interfaces, 49, No. 5 (2019): 355370.


29  A. Aouad, V. F. Farias, and R. Levi. “ Assortment Optimization Under ConsiderthenChoose Choice Models ” Management Science 67, No. 6 (2021): 33683386.


28 
V. F. Farias, S. Jagabathula, and D. Shah. “ Inferring Sparse Preference Lists from Partial Information ”
Stochastic Systems 10, No. 4 (2020): 335360.


27  Y. C. Chen, V. F. Farias, and N. Trichakis. “ On the Efficacy of Static Prices for Revenue Management in the Face of Strategic Customers. ”
Management Science, 65, No. 12 (2019): 55355555.
Preliminary version:


26  N. Bhat, V. F. Farias, C. C. Moallemi, and D. Sinha. “ Near Optimal AB testing ” Management Science 66, No. 10 (2020): 44774495.  
25  A. Aouad, V. F. Farias, R. Levi, and D. Segev,. “ The Approximability of Assortment Planning Under Ranking Preferences ” Operations Research, 66, No. 6 (2018): 16611669.  
24 
V. F. Farias and A. A. Li. “ Learning Preferences with Side Information. ”
Management Science, 65, No. 7 (2019): 31313149.
Preliminary version:
2017 George Nicholson Stident Paper Competition, first place 

23  Y. C. Chen, and V. F. Farias. “ Robust Dynamic Pricing With Strategic Customers. ”
Mathematics of Operations Research, 43, No. 4 (2018): 11191142.


22  F. Bravo, M. Braun, V. F. Farias, R. Levi, C. Lynch, J. Tumolo, and R. Whyte “ Optimizationdriven framework to understand health care network costs and resource allocation.” Health Care Management Science, (2021): 121.  
21  C. W. Chan, V. F. Farias, and G. J. Escobar. “ The Impact of Delays on Service Times in the Intensive Care Unit.” Management Science, 63, No. 7 (2017): 20492071.  
20  P. Cho, V. F. Farias, J. Kessler, R. Levi, T. Magnanti, E. Zarybnisky. “ Maintenance and flight scheduling of low observable aircraft.” Naval Research Logistics (NRL), 62, No. 1 (2015): 6080.  
19  Y. Chen, V. F. Farias. “ Simple Policies for Dynamic Pricing with Imperfect Forecasts ” Operations Research, 61, no. 3 (2013): 612624.  
18 
V. F. Farias, S. Jagabathula, and D. Shah. “ A NonParametric Approach to Modeling Choice with Limited Data. ”
Management Science, 59, no. 2 (2013): 305322.
Preliminary version:
2015 INFORMS Revenue Management and Pricing Section Prize 2016 INFORMS MSOM Best Paper in Management Science 

17 
D. Bertsimas, V. F. Farias, and N. Trichakis. “ Fairness, Efficiency and Flexibility in Organ Allocation for Kidney Transplantation. ”
Operations Research, 61, No. 1 (2013): 7387.


16 
D. F. Ciocan, V. F. Farias. “ Dynamic Allocation Problems with Volatile Demand ”
Mathematics of Operations Research, 37, No. 3 (2012): 501525.


15  V. V. Desai, V. F. Farias, and C. C. Moallemi. “ Bounds for Markov decision processes. ” Chapter in Reinforcement Learning and Approximate Dynamic Programming for Feedback Control, (F. L. Lewis, D. Liu, eds.), IEEE Press (2012): 452–473.  
14 
V. V. Desai, V. F. Farias, and C. C. Moallemi. “ Pathwise Optimization for Optimal Stopping Problems. ”
Management Science, 58, No. 12 (2012): 22922308.


13  D. Bertsimas, V. F. Farias, and N. Trichakis. “ On the EfficiencyFairness Tradeoff. ” Management Science, 58, No. 12 (2012): 22342250.  
12  C. W. Chan, V. F. Farias, N. Bambos, and G. J. Escobar. “ Optimizing ICU Discharge Decisions with Patient Readmissions.” Operations Research, 60, no. 6 (2012): 13231341.  
11 
V. V. Desai, V. F. Farias, and C. C. Moallemi. “ Aproximate Dynamic Programming via a Smoothed Linear Program. ”
Operations Research, 60, No. 3 (2012): 655674.
Preliminary version:


10 
V. F. Farias, D. Saure, and G. Y. Weintraub. “ An Approximate Dynamic Programming Approach to Solving Dynamic Oligopoly Models ”
RAND Journal of Economics, 43, No. 2 (2012): 253282.


9  D. Bertsimas, V. F. Farias, and N. Trichakis. “ The Price of Fairness. ” Operations Research, 59, No. 1 (2011): 1731.  
8  V. F. Farias, R. Madan. “ Irrevocable MultiArmed Bandit Policies. ” Operations Research, 59, No. 2 (2011): 383399.  
7  V. F. Farias, B. Van Roy. “An Approximate Dynamic Programming Approach to Network Revenue Management.” Submitted.  
6 
V. F. Farias, B. Van Roy. “Dynamic Pricing with a Prior on Market Response.” Operations Research, 58, No. 1 (2010): 1629.


5 
V. F. Farias, C. C. Moallemi, B. Van Roy, and T. Weissman. “ Universal Reinforcement Learning.”
IEEE Transactions on Information Theory, 56, No. 5 (2010): 24412454.
Preliminary version:


4  C. W. Chan, V. F. Farias. “ Stochastic Depletion Problems: Effective Myopic Policies for a class of Dynamic Optimization Problems.” Mathematics of Operations Research, 34, No. 2 (2009): 333350.  
3  V. F. Farias, C. C. Moallemi, and B. Prabhakar. “Load Balancing with Migration Penalties.” Proceedings of the IEEE International Symposium on Information Theory, Adelaide, Australia, September 2005.  
2  V. F. Farias, B. Van Roy. “Approximation Algorithms for Dynamic Resource Allocation.” Operations Research Letters, 34, No. 2 (2006): 180190.  
1  V. F. Farias, B. Van Roy. “Tetris: A Study of Randomized Constraint Sampling.” Probabilistic and Randomized Methods for Design Under Uncertainty, Springer Science & Business Media, 2006. [Tetris Demo]  
Thesis  
V.F. Farias. “Revenue Management Beyond "Estimate, Then Optimize"” Stanford University Ph. D. Thesis, 2007. 