FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES
研究了带协变量的序贯处理问题，决策者根据协变量选择最大化条件潜在结果分布泛函（如条件分位数、社会福利指标）的处理，并给出了期望遗憾下界和近最优分配策略。
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.