Related papers: Treatment recommendation with distributional targe…
Oversubscribed treatments are often allocated using randomized waiting lists. Applicants are ranked randomly, and treatment offers are made following that ranking until all seats are filled. To estimate causal effects, researchers often…
In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…
Optimal treatment regimes are personalized policies for making a treatment decision based on subject characteristics, with the policy chosen to maximize some value. It is common to aim to maximize the mean outcome in the population, via a…
There is a growing literature on finding so-called optimal treatment rules, which are rules by which to assign treatment to individuals based on an individual's characteristics, such that a desired outcome is maximized. A related goal…
This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…
We consider sequential decision making in a setting where regret is measured with respect to a set of stateful reference policies, and feedback is limited to observing the rewards of the actions performed (the so called "bandit" setting).…
Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Combinatorial optimisation is the practice of selecting the best constituent…
Many applications in Reinforcement Learning (RL) usually have noise or stochasticity present in the environment. Beyond their impact on learning, these uncertainties lead the exact same policy to perform differently, i.e. yield different…
In this paper we study treatment assignment rules in the presence of social interaction. We construct an analytical framework under the anonymous interaction assumption, where the decision problem becomes choosing a treatment fraction. We…
In reinforcement learning, specifying reward functions that capture the intended task can be very challenging. Reward learning aims to address this issue by learning the reward function. However, a learned reward model may have a low error…
Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…
In classic reinforcement learning (RL) and decision making problems, policies are evaluated with respect to a scalar reward function, and all optimal policies are the same with regards to their expected return. However, many real-world…
We study information aggregation with a decision maker aggregating binary recommendations from symmetric agents. Each agent's recommendation depends on her private information about a hidden state. While the decision maker knows the prior…
Motivated by practical applications, chiefly clinical trials, we study the regret achievable for stochastic bandits under the constraint that the employed policy must split trials into a small number of batches. We propose a simple policy,…
We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…
We study the problem of agent selection in causal strategic learning under multiple decision makers and address two key challenges that come with it. Firstly, while much of prior work focuses on studying a fixed pool of agents that remains…
We study a censored variant of the data-driven newsvendor problem, where the decision-maker must select an ordering quantity that minimizes expected overage and underage costs based only on offline censored sales data, rather than…
We consider contextual bandit learning under distribution shift when reward vectors are ordered according to a given preference cone. We propose an adaptive-discretization and optimistic elimination based policy that self-tunes to the…
Because many illnesses show heterogeneous response to treatment, there is increasing interest in individualizing treatment to patients [Arch. Gen. Psychiatry 66 (2009) 128--133]. An individualized treatment rule is a decision rule that…
Medical research has evolved conventions for choosing sample size in randomized clinical trials that rest on the theory of hypothesis testing. Bayesians have argued that trials should be designed to maximize subjective expected utility in…