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Directed principal component analysis
Kao, Yi-hao; Van Roy, Benjamin - In: Operations research 62 (2014) 4, pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
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Adaptive execution : exploration and learning of price impact
Park, Beomsoo; Van Roy, Benjamin - In: Operations research 63 (2015) 5, pp. 1058-1076
Persistent link: https://www.econbiz.de/10011397801
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Learning to optimize via information-directed sampling
Russo, Daniel; Van Roy, Benjamin - In: Operations research 66 (2018) 1, pp. 230-252
Persistent link: https://www.econbiz.de/10011818623
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Single observation adaptive search for continuous simulation optimization
Kiatsupaibul, Seksan; Smith, Robert L.; Zabinsky, Zelda B. - In: Operations research 66 (2018) 6, pp. 1713-1727
Persistent link: https://www.econbiz.de/10011972264