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Publication DateArticle TitleAuthor(s)
Jun-2012Deviation optimal learning using greedy Q-aggregationDai, Dong; Rigollet, Philippe; Zhang, Tong
1-Jan-2013Complexity theoretic lower bounds for sparse principal component detectionBerthet, Quentin; Rigollet, Philippe
Feb-2013Bounded regret in stochastic multi-armed banditsBubeck, Sébastien; Perchet, Vianney; Rigollet, Philippe
9-May-2013A comparison of techniques for dynamic multivariate risk measuresFeinstein, Zachary; Rudloff, Birgit
-A Supermartingale Relation for Multivariate Risk MeasuresFeinstein, Zachary; Rudloff, Birgit
31-Jul-2019Dual representations for systemic risk measuresArarat, Çağın; Rudloff, Birgit
Mar-2014AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTSLÖHNE, ANDREAS; RUDLOFF, BIRGIT
Aug-2014Benson type algorithms for linear vector optimization and applicationsHamel, Andreas H.; Löhne, Andreas; Rudloff, Birgit
5-Jul-2016A recursive algorithm for multivariate risk measures and a set-valued Bellman's principleFeinstein, Zachary; Rudloff, Birgit
14-Nov-2014A Characterization Theorem for Aumann IntegralsArarat, Çağın; Rudloff, Birgit