32 citations · 87 across the 9 of their papers we have counts for
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cs.LG2020★ 1 cited
Distributionally Robust Batch Contextual Bandits
Nian Si, Fan Zhang, Zhengyuan Zhou +1
Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to sen…
math.OC2020
Efficient Scenario Generation for Heavy-tailed Chance Constrained Optimization
Jose Blanchet, Fan Zhang, Bert Zwart
We consider a generic class of chance-constrained optimization problems with heavy-tailed (i.e., power-law type) risk factors. In this setting, we use the scenario approach to obta…