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math.OC2021★ 3 cited
About evaluation metrics for contextual uplift modeling
Christophe Renaudin, Matthieu Martin
In this tech report we discuss the evaluation problem of contextual uplift modeling from the causal inference point of view. More particularly, we instantiate the individual treatm…
math.OC2019★ 2 cited
A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters
Matthieu Martin, Fabio Nobile, Panagiotis Tsilifis
In this paper, we present a multilevel Monte Carlo (MLMC) version of the Stochastic Gradient (SG) method for optimization under uncertainty, in order to tackle Optimal Control Prob…
math.OC2018
PDE-constrained optimal control problems with uncertain parameters using SAGA
Matthieu C. Martin, Fabio Nobile
We consider an optimal control problem (OCP) for a partial differential equation (PDE) with random coefficients. The optimal control function is a deterministic, distributed forcin…