Online Decision Making with High-Dimensional Covariates

DOI10.1287/opre.2019.1902zbMath1445.90042OpenAlexW3124121179WikidataQ126829518 ScholiaQ126829518MaRDI QIDQ5130496

Hamsa Bastani, Mohsen Bayati

Publication date: 4 November 2020

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2019.1902

zbMATH Keywords

online learninghigh-dimensional statisticsLassocontextual banditsadaptive treatment allocationpersonalized decision making

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Management decision making, including multiple objectives (90B50) Medical applications (general) (92C50)

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Uses Software

• PDCO
• bootstrap

Cites Work

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• Unnamed Item
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