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Contextual Inverse Optimization: Offline and Online Learning
For the offline setting, we characterize the optimal minimax policy, establishing the performance that can be achieved as a function of the underlying geometry of the information induced by the data.
Multidimensional Binary Search for Contextual Decision-Making
We consider a multidimensional search problem that is motivated by questions in contextual decision-making, such as dynamic pricing and personalized medicine.
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