2011
[23]
. Risk estimation via regression. Working paper. Initial version: November 2011. Revised: December 2011.
[pdf] [online supplement]
[pdf] [online supplement]
[22]
. Bounds for Markov decision processes. Chapter in Reinforcement Learning and Approximate Dynamic Programming for Feedback Control (F. L. Lewis, D. Liu, eds.), IEEE Press, November 2011.
[pdf]
[pdf]
[21]
. An axiomatic approach to systemic risk. Working paper. Initial version: August 2011. Revised: December 2011.
[pdf]
[pdf]
*Honorable Mention, INFORMS George Nicholson Student Paper Competition, 2011