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Publication DateArticle TitleAuthor(s)
1-Jan-2015Asymptotics for fixed transaction costsAltarovici, A; Muhle-Karbe, J; Soner, H Mete
1-Jan-2015Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional CasePossamaï, D; Soner, H Mete; Touzi, N
Aug-2012Ergodicity and stability of the conditional distributions of nondegenerate Markov chainsTong, Xin Thomson; van Handel, Ramon
Feb-2011Consistency of the maximum likelihood estimator for general hidden Markov modelsDouc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon
1-Jan-2017Optimal consumption and investment with fixed and proportional transaction costsAltarovici, A; Reppen, M; Soner, H Mete
2019Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approachFang, Ethan X.; Liu, Han; Wang, Mengdi
Apr-2015Averaging random projection: A fast online solution for large-scale constrained stochastic optimizationLiu, Jialin; Gu, Yuantao; Wang, Mengdi
2019Approximation Hardness for A Class of Sparse Optimization ProblemsChen, Yichen; Ye, Yinyu; Wang, Mengdi
17-Oct-2017Accelerating Stochastic Composition OptimizationWang, Mengdi; Liu, Ji; Fang, Ethan X.
1-Jan-2016Accelerating Stochastic Composition OptimizationWang, Mengdi; Liu, Ji; Fang, Ethan X.