Ilya O. Ryzhov

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 27

Top Topics

Large Deviations

Approximate Dynamic Programming

Policy Evaluation

Top Venues

INFORMS J. Comput.

Publications

Yinhu Wang, Ye Chen, Ilya O. Ryzhov, Xiaoyue Cathy Liu, Nikola Markovic
Resource Allocation in an Uncertain Environment: Application to Snowplowing Operations in Utah. Transp. Sci. 58 (4) (2024)
Jialin Li, Ilya O. Ryzhov
Moderate deviations inequalities for Gaussian process regression. J. Appl. Probab. 61 (1) (2024)
Efe Sertkaya, Ilya O. Ryzhov
Approximate Gaussian Process Regression with Pairwise Comparison Data. WSC (2023)
Ye Chen, Ilya O. Ryzhov
Balancing Optimal Large Deviations in Sequential Selection. Manag. Sci. 69 (6) (2023)
Hua Zheng, Wei Xie, Ilya O. Ryzhov, Dongming Xie
Policy Optimization in Dynamic Bayesian Network Hybrid Models of Biomanufacturing Processes. INFORMS J. Comput. 35 (1) (2023)
Ye Chen, Nikola Markovic, Ilya O. Ryzhov, Paul M. Schonfeld
Data-Driven Robust Resource Allocation with Monotonic Cost Functions. Oper. Res. 70 (1) (2022)
Yi Zhou, Michael C. Fu, Ilya O. Ryzhov
Policy Evaluation with Stochastic Gradient Estimation Techniques. WSC (2022)
Liyi Gu, Ilya O. Ryzhov, Mahyar Eftekhar
The facts on the ground: Evaluating humanitarian fleet management policies using simulation. Eur. J. Oper. Res. 293 (2) (2021)
Yi Zhou, Michael C. Fu, Ilya O. Ryzhov
Estimating a Conditional Expectation with the Generalized Likelihood Ratio Method. WSC (2021)
Jiaqi Zhou, Ilya O. Ryzhov
Equilibrium analysis of observable express service with customer choice. Queueing Syst. Theory Appl. 99 (3-4) (2021)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu, Ilya O. Ryzhov
Efficient Sampling Allocation Procedures for Optimal Quantile Selection. INFORMS J. Comput. 33 (1) (2021)
Hua Zheng, Wei Xie, Ilya O. Ryzhov, Dongming Xie
Policy Optimization in Bayesian Network Hybrid Models of Biomanufacturing Processes. CoRR (2021)
Ye Chen, Ilya O. Ryzhov
Technical Note - Consistency Analysis of Sequential Learning Under Approximate Bayesian Inference. Oper. Res. 68 (1) (2020)
Hua Zheng, Ilya O. Ryzhov, Wei Xie, Judy Zhong
Personalized Multimorbidity Management for Patients with Type 2 Diabetes Using Reinforcement Learning of Electronic Health Records. CoRR (2020)
Ilya O. Ryzhov, Qiong Zhang, Ye Chen
Advanced Statistical Methods: Inference, Variable Selection, And Experimental Design. WSC (2020)
Ilya O. Ryzhov, Martijn R. K. Mes, Warren B. Powell, Gerald van den Berg
Bayesian Exploration for Approximate Dynamic Programming. Oper. Res. 67 (1) (2019)
Ye Chen, Ilya O. Ryzhov
Balancing Optimal Large Deviations in Ranking and Selection. WSC (2019)
Yixiao Huang, Lei Zhao, Warren B. Powell, Yue Tong, Ilya O. Ryzhov
Optimal Learning for Urban Delivery Fleet Allocation. Transp. Sci. 53 (3) (2019)
Wei Xie, Pu Zhang, Ilya O. Ryzhov
A simulation-based Prediction Framework for stochastic System Dynamic Risk Management. WSC (2018)
Meenal Chhabra, Sanmay Das, Ilya O. Ryzhov
The Promise and Perils of Myopia in Dynamic Pricing With Censored Information. IJCAI (2018)
Ilya O. Ryzhov
The Local Time Method for Targeting and Selection. Oper. Res. 66 (5) (2018)
Nikola Markovic, Ilya O. Ryzhov, Paul M. Schonfeld
Evasive flow capture: A multi-period stochastic facility location problem with independent demand. Eur. J. Oper. Res. 257 (2) (2017)
Ye Chen, Ilya O. Ryzhov
Rate-optimality of the complete expected improvement criterion. WSC (2017)
Ilya O. Ryzhov, Bin Han, Jelena Bradic
Cultivating Disaster Donors Using Data Analytics. Manag. Sci. 62 (3) (2016)
Ye Chen, Ilya O. Ryzhov
Approximate Bayesian inference as a form of stochastic approximation: A new consistency theory with applications. WSC (2016)
Bin Han, Ilya O. Ryzhov, Boris Defourny
Optimal Learning in Linear Regression with Combinatorial Feature Selection. INFORMS J. Comput. 28 (4) (2016)
Ilya O. Ryzhov
On the Convergence Rates of Expected Improvement Methods. Oper. Res. 64 (6) (2016)
Nikola Markovic, Ilya O. Ryzhov, Paul M. Schonfeld
Evasive flow capture: Optimal location of weigh-in-motion systems, tollbooths, and security checkpoints. Networks 65 (1) (2015)
Boris Defourny, Ilya O. Ryzhov, Warren B. Powell
Sphere. Math. Oper. Res. 40 (4) (2015)
Ilya O. Ryzhov
Expected improvement is equivalent to OCBA. WSC (2015)
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell
A New Optimal Stepsize for Approximate Dynamic Programming. IEEE Trans. Autom. Control. 60 (3) (2015)
Huashuai Qu, Ilya O. Ryzhov, Michael C. Fu, Zi Ding
Sequential Selection with Unknown Correlation Structures. Oper. Res. 63 (4) (2015)
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell
A New Optimal Stepsize For Approximate Dynamic Programming. CoRR (2014)
Marie Chau, Michael C. Fu, Huashuai Qu, Ilya O. Ryzhov
Simulation optimization: a tutorial overview and recent developments in gradient-based methods. WSC (2014)
Michael C. Fu, Güzin Bayraksan, Shane G. Henderson, Barry L. Nelson, Warren B. Powell, Ilya O. Ryzhov, Benjamin G. Thengvall
Simulation optimization: a panel on the state of the art in research and practice. WSC (2014)
Bin Han, Ilya O. Ryzhov, Boris Defourny
Efficient learning of donor retention strategies for the American Red Cross. WSC (2013)
Marie Chau, Huashuai Qu, Michael C. Fu, Ilya O. Ryzhov
An empirical sensitivity analysis of the Kiefer-Wolfowitz algorithm and its variants. WSC (2013)
Huashuai Qu, Ilya O. Ryzhov, Michael C. Fu
Learning logistic demand curves in business-to-business pricing. WSC (2013)
Zi Ding, Ilya O. Ryzhov
Optimal learning with non-Gaussian rewards. WSC (2013)
Ilya O. Ryzhov, Boris Defourny, Warren B. Powell
Ranking and selection meets robust optimization. WSC (2012)
Huashuai Qu, Ilya O. Ryzhov, Michael C. Fu
Ranking and selection with unknown correlation structures. WSC (2012)
Ilya O. Ryzhov, Warren B. Powell
Information Collection for Linear Programs with Uncertain Objective Coefficients. SIAM J. Optim. 22 (4) (2012)
Ilya O. Ryzhov, Warren B. Powell, Peter I. Frazier
The Knowledge Gradient Algorithm for a General Class of Online Learning Problems. Oper. Res. 60 (1) (2012)
Ilya O. Ryzhov, Warren B. Powell
Information Collection on a Graph. Oper. Res. 59 (1) (2011)
Ilya O. Ryzhov, Warren B. Powell
The value of information in multi-armed bandits with exponentially distributed rewards. ICCS (2011)
Ilya O. Ryzhov, Warren B. Powell
Bayesian active learning with basis functions. ADPRL (2011)
Ilya O. Ryzhov, Awais Tariq, Warren B. Powell
May the best man win: simulation optimization for match-making in e-sports. WSC (2011)
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell
On the robustness of a one-period look-ahead policy in multi-armed bandit problems. ICCS (1) (2010)
Ilya O. Ryzhov, Warren B. Powell
Approximate dynamic programming with correlated Bayesian beliefs. Allerton (2010)
Ilya O. Ryzhov, Martin R. Valdez-Vivas, Warren B. Powell
Optimal learning of transition probabilities in the two-agent newsvendor problem. WSC (2010)
Ilya O. Ryzhov, Warren B. Powell
A Monte Carlo Knowledge Gradient Method for Learning Abatement Potential of Emissions Reduction Technologies. WSC (2009)
Ilya O. Ryzhov, Warren B. Powell
The knowledge gradient algorithm for online subset selection. ADPRL (2009)