2 papers
econ.EM2026
Minimax regret treatment rules with finite samples when a quantile is the object of interest
Patrik Guggenberger, Nihal Mehta, Nikita Pavlov
Consider a setup in which a decision maker is informed about the population by a finite sample and based on that sample has to decide whether or not to apply a certain treatment. W…
econ.EM2025
On the numerical approximation of minimax regret rules via fictitious play
Patrik Guggenberger, Jiaqi Huang
Finding numerical approximations to minimax regret treatment rules is of key interest. To do so when potential outcomes are in {0,1} we discretize the action space of nature and ap…