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stat.ML2020★ 2 cited
Functional Sequential Treatment Allocation with Covariates
Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev
We consider a multi-armed bandit problem with covariates. Given a realization of the covariate vector, instead of targeting the treatment with highest conditional expectation, the…
stat.ML2017★ 7 cited
Optimal sequential treatment allocation
Anders Bredahl Kock, Martin Thyrsgaard
In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumula…