2 papers
math.OC2026
Offline Policy Learning with Weight Clipping and Heaviside Composite Optimization
Jingren Liu, Hanzhang Qin, Junyi Liu +2
Offline policy learning aims to use historical data to learn an optimal personalized decision rule. In the standard estimate-then-optimize framework, reweighting-based methods (e.g…
cs.LG2024
Online Resource Allocation with Non-Stationary Customers
Xiaoyue Zhang, Hanzhang Qin, Mabel C. Chou
We propose a novel algorithm for online resource allocation with non-stationary customer arrivals and unknown click-through rates. We assume multiple types of customers arrive in a…