Michael Ludkovski - researchr alias

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Viewing Publication 1 - 16 from 16

2022

Adaptive batching for Gaussian process surrogates with application in noisy level set estimationXiong Lyu, Michael Ludkovski. sadm, 15(2):225-246, 2022. [doi]

2021

Statistical learning for probability-constrained stochastic optimal controlAlessandro Balata, Michael Ludkovski, Aditya Maheshwari, Jan Palczewski. eor, 290(2):640-656, 2021. [doi]

A Machine Learning Approach to Adaptive Robust Utility Maximization and HedgingTao Chen, Michael Ludkovski. siamfm, 12(3):1226-1256, 2021. [doi]

Evaluating Gaussian process metamodels and sequential designs for noisy level set estimationXiong Lyu, Mickaël Binois, Michael Ludkovski. sac, 31(4):43, 2021. [doi]

2020

Generalized Probabilistic Bisection for Stochastic Root FindingSergio Rodriguez, Michael Ludkovski. tomacs, 30(1), 2020. [doi]

Probabilistic bisection with spatial metamodelsSergio Rodriguez, Michael Ludkovski. eor, 286(2):588-603, 2020. [doi]

2018

Sequential Design and Spatial Modeling for Portfolio Tail Risk MeasurementJimmy Risk, Michael Ludkovski. siamfm, 9(4):1137-1174, 2018. [doi]

2016

Stochastic Optimal Coordination of Small UAVs for Target Tracking using Regression-based Dynamic ProgrammingSteven A. P. Quintero, Michael Ludkovski, João P. Hespanha. jirs, 82(1):135-162, 2016. [doi]

2015

Optimal Execution with Dynamic Order Flow ImbalanceKyle Bechler, Michael Ludkovski. siamfm, 6(1):1123-1151, 2015. [doi]

Sequential Design for Optimal Stopping ProblemsRobert B. Gramacy, Michael Ludkovski. siamfm, 6(1):748-775, 2015. [doi]

Information directed sampling for stochastic root findingSergio Rodriguez, Michael Ludkovski. wsc 2015: 3142-3143 [doi]

2014

Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemicsJunjing Lin, Michael Ludkovski. sac, 24(6):1047-1062, 2014. [doi]

2012

Bayesian quickest detection with observation-changepoint feedbackMichael Ludkovski. cdc 2012: 166-171 [doi]

2011

Stochastic Switching Games and Duopolistic Competition in Emissions MarketsMichael Ludkovski. siamfm, 2(1):488-511, 2011. [doi]

2010

Inventory management with partially observed nonstationary demandErhan Bayraktar, Michael Ludkovski. anor, 176(1):7-39, 2010. [doi]

2001

New Families of Ideal 2-Level Autocorrelation Ternary Sequences From Second Order DHTMichael Ludkovski, Guang Gong. endm, 6:375-384, 2001. [doi]

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