FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES

B-Tier
Journal: Econometric Theory
Year: 2024
Volume: 40
Issue: 6
Pages: 1211-1252

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We consider a sequential treatment problem with covariates. Given a realization of the covariate vector, instead of targeting the treatment with highest conditional expectation, the decision-maker targets the treatment which maximizes a general functional of the conditional potential outcome distribution, e.g., a conditional quantile, trimmed mean, or a socioeconomic functional such as an inequality, welfare, or poverty measure. We develop expected regret lower bounds for this problem and construct a near minimax optimal sequential assignment policy.

Technical Details

RePEc Handle
repec:cup:etheor:v:40:y:2024:i:6:p:1211-1252_1
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25