Ilya Ryzhov
Ilya Ryzhov
Associate Professor, Robert H. Smith School of Business, University of Maryland
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Optimal learning
WB Powell, IO Ryzhov
John Wiley & Sons, 2012
The knowledge gradient algorithm for a general class of online learning problems
IO Ryzhov, WB Powell, PI Frazier
Operations Research 60 (1), 180-195, 2012
Simulation optimization: a tutorial overview and recent developments in gradient-based methods
M Chau, MC Fu, H Qu, IO Ryzhov
Proceedings of the Winter Simulation Conference 2014, 21-35, 2014
On the convergence rates of expected improvement methods
IO Ryzhov
Operations Research 64 (6), 1515-1528, 2016
Information collection on a graph
IO Ryzhov, WB Powell
Operations Research 59 (1), 188-201, 2011
Simulation optimization: A panel on the state of the art in research and practice
MC Fu, G Bayraksan, SG Henderson, BL Nelson, WB Powell, IO Ryzhov, ...
Proceedings of the Winter Simulation Conference 2014, 3696-3706, 2014
The knowledge gradient algorithm for online subset selection
IO Ryzhov, W Powell
2009 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement …, 2009
Cultivating disaster donors using data analytics
IO Ryzhov, B Han, J Bradić
Management Science 62 (3), 849-866, 2016
Ranking and selection with unknown correlation structures
H Qu, IO Ryzhov, MC Fu
Proceedings of the 2012 Winter Simulation Conference (WSC), 1-12, 2012
On the robustness of a one-period look-ahead policy in multi-armed bandit problems
IO Ryzhov, PI Frazier, WB Powell
Procedia Computer Science 1 (1), 1635-1644, 2010
Sequential selection with unknown correlation structures
H Qu, IO Ryzhov, MC Fu, Z Ding
Operations Research 63 (4), 931-948, 2015
Evasive flow capture: Optimal location of weigh‐in‐motion systems, tollbooths, and security checkpoints
N Marković, IO Ryzhov, P Schonfeld
Networks 65 (1), 22-42, 2015
Optimal learning of transition probabilities in the two-agent newsvendor problem
IO Ryzhov, MR Valdez-Vivas, WB Powell
Proceedings of the 2010 Winter Simulation Conference, 1088-1098, 2010
Approximate dynamic programming with correlated bayesian beliefs
IO Ryzhov, WB Powell
2010 48th Annual Allerton Conference on Communication, Control, and …, 2010
Information collection for linear programs with uncertain objective coefficients
IO Ryzhov, WB Powell
SIAM Journal on Optimization 22 (4), 1344-1368, 2012
A new optimal stepsize for approximate dynamic programming
IO Ryzhov, PI Frazier, WB Powell
IEEE Transactions on Automatic Control 60 (3), 743-758, 2014
Evasive flow capture: A multi-period stochastic facility location problem with independent demand
N Marković, IO Ryzhov, P Schonfeld
European Journal of Operational Research 257 (2), 687-703, 2017
A Monte Carlo knowledge gradient method for learning abatement potential of emissions reduction technologies
IO Ryzhov, W Powell
Proceedings of the 2009 Winter Simulation Conference (WSC), 1492-1502, 2009
Optimal learning in linear regression with combinatorial feature selection
B Han, IO Ryzhov, B Defourny
INFORMS Journal on Computing 28 (4), 721-735, 2016
The value of information in multi-armed bandits with exponentially distributed rewards
IO Ryzhov, WB Powell
Procedia Computer Science 4, 1363-1372, 2011
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Artiklar 1–20