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06/14/2021
Distributionally Robust Martingale Optimal Transport
We study the problem of bounding path-dependent expectations (within any...
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06/04/2021
Unbiased Optimal Stopping via the MUSE
We propose a new unbiased estimator for estimating the utility of the op...
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04/14/2020
Sequential Batch Learning in Finite-Action Linear Contextual Bandits
We study the sequential batch learning problem in linear contextual band...
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05/29/2019
Multivariate Distributionally Robust Convex Regression under Absolute Error Loss
This paper proposes a novel non-parametric multidimensional convex regre...
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04/05/2019
Optimal Communication Rates for Zero-Error Distributed Simulation under Blackboard Communication Protocols
We study the distributed simulation problem where n users aim to generat...
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04/03/2019