73 citations · 218 across the 15 of their papers we have counts for
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math.OC2020★ 3 cited
A Pareto Dominance Principle for Data-Driven Optimization
Tobias Sutter, Bart P. G. Van Parys, Daniel Kuhn
We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that…
cs.LG2020
Optimal Learning for Structured Bandits
Bart P. G. Van Parys, Negin Golrezaei
We study structured multi-armed bandits, which is the problem of online decision-making under uncertainty in the presence of structural information. In this problem, the decision-m…