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  

43 
V. F. Farias, A. A. Li, T. Peng and A. Zheng. “ Markovian Interference in Experiments. ”
Submitted.
Preliminary version:
2022 Applied Probability Society Student Paper Prize, First Prize 

42 
V. F. Farias, A. A. Li and T. Peng. “ Uncertainty Quantification For LowRank Matrix Completion With Heterogeneous and SubExponential Noise. ”
Submitted.
Preliminary version:


41 
J. Baek and V. F. Farias. “ Fair Exploration via Axiomatic Bargaining. ”
Submitted.
Preliminary version:
2021 RMP Jeff McGill Student Paper Award, Finalist 2021 MIT ORC Best Student Paper Award, Honorable Mention 2021 George Nicholson Student Paper Competition, finalist 

40 
V. F. Farias, A. A. Li and T. Peng. “ Learning Treatment Effects with General Intervention Patterns. ”
Submitted.
Preliminary version:


39 
V. F. Farias, A. A. Li and T. Peng. “ NearOptimal Entrywise Anomaly Detection for LowRank Matrices with SubExponential Noise. ”
Submitted.
Preliminary version:


38 
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:


37 
V. F. Farias, A. A. Li and D. Sinha. “ Optimizing Offer Sets in SubLinear Time. ”
R & R in Management Science.
Preliminary version:


36 
N. Bhat, V. F. Farias, C. C. Moallemi and A. Zheng “ Nonparametric Approximate Dynamic Programming via the Kernel Method. ”
Confitionally accepted in Stochastic Systems.
Preliminary version:


Publications  
35  Ferdosi, S. et al. “ Enhanced competition at the nano‐bio interface enables comprehensive characterization of protein corona dynamics and deep coverage of proteomes. ” Forthcoming in Advanced Materials.  
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. 