Optimization over Continuous and Multi-dimensional Decisions with Observational Data
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Abstract (arXiv)
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable, asymptotically consistent, and superior to comparable methods on example problems. Our approach leverages predictive machine learning methods and incorporates information on the uncertainty of the predicted outcomes for the purpose of prescribing decisions. We demonstrate the efficacy of our method on examples involving both synthetic and real data sets.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). First posted on arXiv 11 Jul 2018.
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Citing papers per year: 2021: 3; 2022: 0; 2023: 0; 2024: 1; 2025: 0; 2026: 1.
5 papers.
- 2021Distributionally Robust Learningcited by 44
- 2021Invariant Policy Learning: A Causal Perspectivecited by 17
- 2021Loss Functions for Discrete Contextual Pricing with Observational Datacited by 6
- 2024Contextual Stochastic Vehicle Routing with Time Windowscited by 1
- 2026Deployment of AI-Assisted Interventions: Capacity Constraints and Noisy Compliancecited by 0
- 2026Deployment of AI-Assisted Interventions: Capacity Constraints and Noisy Compliance15 Apr 2026
- 2024Contextual Stochastic Vehicle Routing with Time Windows10 Feb 2024
- 2021Loss Functions for Discrete Contextual Pricing with Observational Data18 Nov 2021
- 2021Distributionally Robust Learning20 Aug 2021
- 2021Invariant Policy Learning: A Causal Perspective1 Jun 2021