The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization. - R. Kipp Martin; Christopher Thomas Ryan; Matt Stern (SIAM J. Optim., 2016)

Risk-Sensitive Cooperative Games for Human-Machine Systems. - Agostino Capponi; Reza Ghanadan; Matt Stern (CoRR, 2017)

Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices. - Humoud Alsabah; Agostino Capponi; Octavio Ruiz Lacedelli; Matt Stern (CoRR, 2019)