Projects

Causal Reinforcement Learning
Sequential decision-making driven by causal discovery
Causal Reinforcement Learning
Simulation Optimization
Optimizing complex functions via noisy samples
Simulation Optimization
Simulation Metamodeling
Statistical modeling of simulation models
Simulation Metamodeling
Arrival Data Modeling
Analyzing arrival overdispersion of large service systems
Arrival Data Modeling
Affine Models in Finance
A popular class of financial models of analytical tractability
Affine Models in Finance
Rare Event Analysis
Characterizing and computing small probabilities
Rare Event Analysis