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Publication DateArticle TitleAuthor(s)
Feb-2011Consistency of the maximum likelihood estimator for general hidden Markov modelsDouc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon
Aug-2011On the minimal penalty for Markov order estimationvan Handel, Ramon
1-Jan-2015Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional CasePossamaï, D; Soner, H Mete; Touzi, N
1-Jan-2013Martingale optimal transport and robust hedging in continuous timeDolinsky, Y; Soner, H Mete
1-Jan-2014Robust hedging with proportional transaction costsDolinsky, Y; Soner, H Mete
1-Jan-2018A knowledge gradient policy for sequencing experiments to identify the structure of RNA molecules using a sparse additive belief modelLi, Y; Reyes, KG; Vazquez-Anderson, J; Wang, Y; Contreras, LM, et al
1-Jan-2018Finite-time analysis for the knowledge-gradient policyWang, Y; Powell, William B
1-Jan-2013Vortex Density Models for Superconductivity and SuperfluidityBaldo, S; Jerrard, RL; Orlandi, G; Soner, H Mete
2020Efficient wavefront sensing for space-based adaptive opticsSun, H; Kasdin, N Jeremy; Vanderbei, Robert
1-Dec-2012The valuation of clean spread options: Linking electricity, emissions and fuelsCarmona, Rene; Coulon, M; Schwarz, D