Ilya O. Ryzhov
Ilya O. Ryzhov
Robert H. Smith School of Business, University of Maryland
Verified email at - Homepage
Cited by
Cited by
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
On the convergence rates of expected improvement methods
IO Ryzhov
Operations Research 64 (6), 1515-1528, 2016
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
Information collection on a graph
IO Ryzhov, WB Powell
Operations Research 59 (1), 188-201, 2011
Cultivating disaster donors using data analytics
IO Ryzhov, B Han, J Bradić
Management Science 62 (3), 849-866, 2016
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
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
Ranking and selection with unknown correlation structures
H Qu, IO Ryzhov, MC Fu
Proceedings of the 2012 Winter Simulation Conference (WSC), 1-12, 2012
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
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
Information collection for linear programs with uncertain objective coefficients
IO Ryzhov, WB Powell
SIAM Journal on Optimization 22 (4), 1344-1368, 2012
Approximate dynamic programming with correlated Bayesian beliefs
IO Ryzhov, WB Powell
2010 48th Annual Allerton Conference on Communication, Control, and …, 2010
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 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
Optimal learning in linear regression with combinatorial feature selection
B Han, IO Ryzhov, B Defourny
INFORMS Journal on Computing 28 (4), 721-735, 2016
A new optimal stepsize for approximate dynamic programming
IO Ryzhov, PI Frazier, WB Powell
IEEE Transactions on Automatic Control 60 (3), 743-758, 2014
Learning logistic demand curves in business-to-business pricing
H Qu, IO Ryzhov, MC Fu
2013 Winter Simulations Conference (WSC), 29-40, 2013
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