Reinforcement Learning & Sequential Decision-Making

Reinforcement learning, multi-armed bandits, Bayesian optimization, and experimentation.

All research areas All publications

(2026). Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity. Journal of Econometrics, Minor Revision.

Preprint Reinforcement Learning & Sequential Decision-Making

(2026). SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates. Operations Research, Major Revision.

Preprint Reinforcement Learning & Sequential Decision-MakingService Operations & Digital Platforms

(2026). Dynamic Cloud Service-Capacity Deployment with Costly Response Readiness.

Preprint Service Operations & Digital PlatformsReinforcement Learning & Sequential Decision-Making

(2026). On the Suboptimality of GP-UCB under Polynomial Effective Optimism.

Preprint Reinforcement Learning & Sequential Decision-MakingData-Driven Simulation & Stochastic Optimization

(2025). Seesaw Experimentation: A/B Tests with Spillovers.

Preprint Reinforcement Learning & Sequential Decision-MakingService Operations & Digital Platforms

(2023). Dynamic Selection in Algorithmic Decision-making.

Preprint Reinforcement Learning & Sequential Decision-Making

(2022). Knowledge Gradient for Selection with Covariates: Consistency and Computation. Naval Research Logistics 69(3):496–507.

DOI Preprint Data-Driven Simulation & Stochastic OptimizationReinforcement Learning & Sequential Decision-Making

(2021). High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids.

Preprint Reinforcement Learning & Sequential Decision-MakingData-Driven Simulation & Stochastic Optimization

(2020). Distributionally Robust Selection of the Best. Management Science 66(1):190–208.

DOI Preprint Data-Driven Simulation & Stochastic OptimizationReinforcement Learning & Sequential Decision-Making

(2016). Sequential Sampling for Bayesian Robust Ranking and Selection. Proceedings of the 2016 Winter Simulation Conference, 758–769.

DOI Data-Driven Simulation & Stochastic OptimizationReinforcement Learning & Sequential Decision-Making