47 citations · 70 across the 10 of their papers we have counts for
4 papers · 1 filter
Dynamic Selection in Algorithmic Decision-making
Jin Li, Ye Luo, Xiaowei Zhang
This paper identifies and addresses dynamic selection problems in online learning algorithms with endogenous data. In a contextual multi-armed bandit model, a novel bias (self-fulf…
High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids
Liang Ding, Rui Tuo, Xiaowei Zhang
High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the…
Surrogate-Based Simulation Optimization
L. Jeff Hong, Xiaowei Zhang
Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and…
Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity
Jin Li, Ye Luo, Zigan Wang +1
In the standard data analysis framework, data is collected (once and for all), and then data analysis is carried out. However, with the advancement of digital technology, decision-…