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Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

This paper studies the efficiency of battery storage operations in electricity markets by comparing the social welfare gain achieved by a central planner to that of a decentralized profit-maximizing operator. The problem is formulated in a…

Computer Science and Game Theory · Computer Science 2026-02-24 Zhile Jiang , Xinhao Nie , Stratis Skoulakis

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

I propose a framework for learning individualized policy rules in observational data settings characterized by endogenous treatment selection and the availability of an instrumental variable. I introduce encouragement rules that manipulate…

Econometrics · Economics 2026-01-21 Yan Liu

This paper studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…

Econometrics · Economics 2023-12-05 Guido W. Imbens , Davide Viviano

A sequence of social sensors estimate an unknown parameter (modeled as a state of nature) by performing Bayesian Social Learning, and myopically optimize individual reward functions. The decisions of the social sensors contain quantized…

Social and Information Networks · Computer Science 2020-03-31 Sujay Bhatt , Vikram Krishnamurthy

Approval voting is widely used for making multi-winner voting decisions. The canonical rule (also called Approval Voting) used in the setting aims to maximize social welfare by selecting candidates with the highest number of approvals. We…

Computer Science and Game Theory · Computer Science 2026-04-21 Haris Aziz , Yuhang Guo , Venkateswara Rao Kagita , Baharak Rastegari , Mashbat Suzuki

Existing research on the static effects of the manipulation of welfare program benefit parameters on labor supply has allowed only restrictive forms of heterogeneity in preferences. Yet preference heterogeneity implies that the marginal…

General Economics · Economics 2022-02-08 Robert A. Moffitt , Matthew V. Zahn

This paper studies the problem of optimally allocating treatments in the presence of spillover effects, using information from a (quasi-)experiment. I introduce a method that maximizes the sample analog of average social welfare when…

Econometrics · Economics 2024-04-09 Davide Viviano

We formulate a flexible micro-to-macro kinetic model which is able to explain the emergence of income profiles out of a whole of individual economic interactions. The model is expressed by a system of several nonlinear differential…

Economics · Quantitative Finance 2016-11-28 Maria Letizia Bertotti , Giovanni Modanese

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…

Econometrics · Economics 2025-11-07 Ashesh Rambachan , Amanda Coston , Edward Kennedy

Survey data are widely used to study how income inequality, poverty, and welfare evolve over time. A common practice is to estimate the income distribution separately for each year, treating annual observations as independent…

Econometrics · Economics 2026-04-24 David Gunawan

With reference to a binary outcome and a binary mediator, we derive identification bounds for natural effects under a reduced set of assumptions. Specifically, no assumptions about confounding are made that involve the outcome; we only…

Methodology · Statistics 2026-04-03 Marco Doretti , Elena Stanghellini

While real-world decisions involve many competing objectives, algorithmic decisions are often evaluated with a single objective function. In this paper, we study algorithmic policies which explicitly trade off between a private objective…

Machine Learning · Computer Science 2020-07-17 Esther Rolf , Max Simchowitz , Sarah Dean , Lydia T. Liu , Daniel Björkegren , Moritz Hardt , Joshua Blumenstock

Understanding the impact of the most effective policies or treatments on a response variable of interest is desirable in many empirical works in economics, statistics and other disciplines. Due to the widespread winner's curse phenomenon,…

Methodology · Statistics 2022-10-25 Waverly Wei , Yuqing Zhou , Zeyu Zheng , Jingshen Wang

In consequential domains, it is often impossible to compel individuals to take treatment, so that optimal policy rules are merely suggestions in the presence of human non-adherence to treatment recommendations. We study personalized…

Machine Learning · Computer Science 2026-04-24 Angela Zhou

Agents often have individual goals which depend on a group's actions. If agents trust a forecast of collective action and adapt strategically, such prediction can influence outcomes non-trivially, resulting in a form of performative…

Machine Learning · Computer Science 2025-02-18 António Góis , Mehrnaz Mofakhami , Fernando P. Santos , Gauthier Gidel , Simon Lacoste-Julien

Many policies allocate harms or benefits that are uncertain in nature: they produce distributions over the population in which individuals have different probabilities of incurring harm or benefit. Comparing different policies thus involves…

Computers and Society · Computer Science 2021-03-11 Hoda Heidari , Solon Barocas , Jon Kleinberg , Karen Levy

In this study, we present a transductive inference approach on that reward information propagation graph, which enables the effective estimation of rewards for unlabelled data in offline reinforcement learning. Reward inference is the key…

Machine Learning · Computer Science 2024-02-07 Bohao Qu , Xiaofeng Cao , Qing Guo , Yi Chang , Ivor W. Tsang , Chengqi Zhang