| Publication | Date of Publication | Type |
|---|
Thompson sampling for the multinomial logit bandit (edit)
Mathematics of Operations Research | 2026-03-20 | Paper |
Bayesian design principles for frequentist sequential learning
Journal of the ACM | 2025-11-27 | Paper |
| Complexity analysis of a countable-armed bandit problem | 2025-02-24 | Paper |
Towards optimal problem dependent generalization error bounds in statistical learning theory
Mathematics of Operations Research | 2025-02-21 | Paper |
A General Framework for Bandit Problems Beyond Cumulative Objectives
Mathematics of Operations Research | 2024-03-01 | Paper |
Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization
INFORMS Journal on Computing | 2022-06-30 | Paper |
Optimal stopping of a random sequence with unknown distribution
Mathematics of Operations Research | 2022-05-17 | Paper |
| Towards Optimal Problem Dependent Generalization Error Bounds in Statistical Learning Theory | 2020-11-11 | Paper |
Tractable sampling strategies for ordinal optimization
Operations Research | 2020-11-08 | Paper |
MNL-bandit: a dynamic learning approach to assortment selection
Operations Research | 2020-10-26 | Paper |
On incomplete learning and certainty-equivalence control
Operations Research | 2020-10-12 | Paper |
Optimal exploration-exploitation in a multi-armed bandit problem with non-stationary rewards
Stochastic Systems | 2020-06-18 | Paper |
A unified approach for solving sequential selection problems
Probability Surveys | 2020-06-11 | Paper |
A unified approach for solving sequential selection problems
Probability Surveys | 2020-06-11 | Paper |
| Discriminative Learning via Adaptive Questioning | 2020-04-11 | Paper |
On the tightness of an LP relaxation for rational optimization and its applications
Operations Research Letters | 2019-01-11 | Paper |
A Note on Performance Limitations in Bandit Problems With Side Information
IEEE Transactions on Information Theory | 2017-07-27 | Paper |
Chasing demand: learning and earning in a changing environment
Mathematics of Operations Research | 2017-06-02 | Paper |
Non-stationary stochastic optimization
Operations Research | 2016-03-22 | Paper |
Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies
Operations Research | 2015-09-11 | Paper |
Multidimensional stochastic approximation
ACM Transactions on Modeling and Computer Simulation | 2015-03-05 | Paper |
| A linear response bandit problem | 2014-07-21 | Paper |
Blind network revenue management
Operations Research | 2013-03-12 | Paper |
General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm
Operations Research | 2012-03-26 | Paper |
Capacity sizing under parameter uncertainty: safety staffing principles revisited
Management Science | 2012-02-27 | Paper |
Dynamic pricing without knowing the demand function: risk bounds and near-optimal algorithms
Operations Research | 2011-11-24 | Paper |
On a data-driven method for staffing large call centers
Operations Research | 2011-11-24 | Paper |
On the minimax complexity of pricing in a changing environment
Operations Research | 2011-07-19 | Paper |
Shrinking-horizon dynamic programming
International Journal of Robust and Nonlinear Control | 2010-12-20 | Paper |
| Nonparametric Bandits with Covariates | 2010-03-08 | Paper |
Change-point estimation from indirect observations. 1. Minimax complexity
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Change-point estimation from indirect observations. 2. Adaptation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Woodroofe's one-armed bandit problem revisited
The Annals of Applied Probability | 2009-08-27 | Paper |
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
Operations Research | 2009-08-13 | Paper |
Design and Control of a Large Call Center: Asymptotic Analysis of an LP-Based Method
Operations Research | 2009-08-13 | Paper |
Pricing and Design of Differentiated Services: Approximate Analysis and Structural Insights
Operations Research | 2009-07-18 | Paper |
Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime
Operations Research | 2009-07-10 | Paper |
Bounding Stationary Expectations of Markov Processes
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
On the inefficiency of state-independent importance sampling in the presence of heavy tails
Operations Research Letters | 2007-08-27 | Paper |
Recovering convex boundaries from blurred and noisy observations
The Annals of Statistics | 2006-08-24 | Paper |
Validity of heavy traffic steady-state approximations in generalized Jackson networks
The Annals of Applied Probability | 2006-06-29 | Paper |
Optimal change-point estimation from indirect observations
The Annals of Statistics | 2006-06-21 | Paper |
Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits
Queueing Systems | 2006-01-23 | Paper |
Diffusion Approximations for a Multiclass Markovian Service System with “Guaranteed” and “Best-Effort” Service Levels
Mathematics of Operations Research | 2005-11-11 | Paper |
Recurrence properties of autoregressive processes with super-heavy-tailed innovations
Journal of Applied Probability | 2005-04-18 | Paper |
The Hough transform estimator
The Annals of Statistics | 2005-02-28 | Paper |
Estimating tail decay for stationary sequences via extreme values
Advances in Applied Probability | 2004-05-27 | Paper |
On the maximum workload of a queue fed by fractional Brownian motion.
The Annals of Applied Probability | 2003-05-06 | Paper |
Nonasymptotic bounds for autoregressive time series modeling.
The Annals of Statistics | 2002-11-14 | Paper |
| Estimating tail probabilities in queues via extremal statistics | 2002-03-04 | Paper |
Error bounds for functional approximation and estimation using mixtures of experts
IEEE Transactions on Information Theory | 1998-10-18 | Paper |
Density estimation through convex combinations of densities: Approximation and estimation bounds
Neural Networks | 1997-03-18 | Paper |
