Search Results for author: Ilan Lobel

Found 2 papers, 0 papers with code

Contextual Inverse Optimization: Offline and Online Learning

no code implementations26 Jun 2021 Omar Besbes, Yuri Fonseca, Ilan Lobel

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.

online learning

Multidimensional Binary Search for Contextual Decision-Making

no code implementations2 Nov 2016 Ilan Lobel, Renato Paes Leme, Adrian Vladu

We consider a multidimensional search problem that is motivated by questions in contextual decision-making, such as dynamic pricing and personalized medicine.

Decision Making

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