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Efficient Learning for Clustering and Optimizing Context-Dependent Designs
16 references·1 citing·46 second hop
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References

  • 2009Robust Optimization3,008 cited
  • 2011Theory and Applications of Robust Optimization2,542 cited
  • 2012Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems1,483 cited
  • 2000Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization746 cited
  • 2008Putting one-to-one marketing to work: Personalization, customization, and choice480 cited
  • 2001A fully sequential procedure for indifference-zone selection in simulation422 cited
  • 2012Kullback-Leibler divergence constrained distributionally robust optimization221 cited
  • 2013Robust risk measurement and model risk207 cited
  • 2011The multi-armed bandit problem with covariates153 cited
  • 2016Robust Sensitivity Analysis for Stochastic Systems126 cited
  • 2013The multi-armed bandit problem with covariates122 cited
  • 2015Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments105 cited
  • 2004A large deviations perspective on ordinal optimization102 cited
  • 2018Ranking and Selection as Stochastic Control92 cited
  • 2011Sequential Sampling with Economics of Selection Procedures91 cited

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  • 2017Individualization of Robo-Advice86 cited
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    • 2023Dynamic Batch Learning in High-Dimensional Sparse Linear Contextual Bandits24 cited