Definitely go to your landlord. Every rental lease explains the noise policy for each unit in an apartment building that is supposed to be enforced by the landlord. You could also resort to calling the police on your neighbors, then let your landlord know that you did and provide them with the police report of your noise complaint. You're not living there to win friends or make enemies. But if you've already voiced your concern over their noise to the young couple living above you, and they've chosen to blatantly ignore your request, then they have to deal with the consequences of their actions.