Benjamin Van Roy
Affiliations: | Electrical Engineering | Stanford University, Palo Alto, CA |
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"Benjamin Roy"Children
Sign in to add trainee| Daniela P. de Farias | grad student | 2002 | Stanford |
| Kahn Mason | grad student | 2005 | Stanford |
| Gabriel Y. Weintraub | grad student | 2006 | Stanford |
| Vivek F. Farias | grad student | 2007 | Stanford |
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Publications
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| Russo D, Roy BV. (2017) Learning to Optimize via Information-Directed Sampling Operations Research. 66: 230-252 |
| Wen Z, Roy BV. (2017) Efficient Reinforcement Learning in Deterministic Systems with Value Function Generalization Mathematics of Operations Research. 42: 762-782 |
| Park B, Roy BV. (2015) Adaptive Execution: Exploration and Learning of Price Impact Operations Research. 63: 1058-1076 |
| Kao Y, Roy BV. (2014) Directed Principal Component Analysis Operations Research. 62: 957-972 |
| Russo D, Roy BV. (2014) Learning to Optimize via Posterior Sampling Mathematics of Operations Research. 39: 1221-1243 |
| Kao Y, Roy B. (2013) Learning a factor model via regularized PCA Machine Learning. 91: 279-303 |
| Padilla M, Roy BV. (2012) Intermediated Blind Portfolio Auctions Management Science. 58: 1747-1760 |
| Chiarawongse A, Kiatsupaibul S, Tirapat S, et al. (2012) Portfolio selection with qualitative input Journal of Banking and Finance. 36: 489-496 |
| Roy B. (2010) On Regression-Based Stopping Times Discrete Event Dynamic Systems. 20: 307-324 |
| Roy BV. (2006) Performance Loss Bounds for Approximate Value Iteration with State Aggregation Mathematics of Operations Research. 31: 234-244 |