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Decision makers rely on observations to make better decisions. Hence mastering the interplay between data and decision-making is a central topic to the field of OM/OR. In this dissertation, we study active learning problems (defined broadly) in the context of managing marketplaces and online platforms. Here active learning means that the data flow that the decision maker (DM) observes could be proactively and endogenously determined by the actions of the DM and possibly other agents in the environment as well.