New Families of Ideal 2-Level Autocorrelation Ternary Sequences From Second Order DHT. - Michael Ludkovski; Guang Gong (Electron. Notes Discret. Math., 2001)

Inventory management with partially observed nonstationary demand. - Erhan Bayraktar; Michael Ludkovski (Ann. Oper. Res., 2010)

Optimal disease outbreak decisions using stochastic simulation. - Mike Ludkovski; Jarad Niemi (WSC, 2011)

Liquidation in Limit Order Books with Controlled Intensity - Erhan Bayraktar; Michael Ludkovski (CoRR, 2011)

Optimal Timing to Purchase Options. - Tim Leung; Mike Ludkovski (SIAM J. Financial Math., 2011)

Stochastic Switching Games and Duopolistic Competition in Emissions Markets. - Michael Ludkovski (SIAM J. Financial Math., 2011)

Bayesian quickest detection with observation-changepoint feedback. - Michael Ludkovski (CDC, 2012)

Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics. - Junjing Lin; Michael Ludkovski (Stat. Comput., 2014)

Information directed sampling for stochastic root finding. - Sergio Rodriguez; Michael Ludkovski (WSC, 2015)

Optimal Execution with Dynamic Order Flow Imbalance. - Kyle Bechler; Michael Ludkovski (SIAM J. Financial Math., 2015)

Sequential Design for Optimal Stopping Problems. - Robert B. Gramacy; Michael Ludkovski (SIAM J. Financial Math., 2015)

Stochastic Optimal Coordination of Small UAVs for Target Tracking using Regression-based Dynamic Programming. - Steven A. P. Quintero; Michael Ludkovski; João P. Hespanha 001 (J. Intell. Robotic Syst., 2016)

Sequential Design for Ranking Response Surfaces. - Ruimeng Hu; Mike Ludkovski (SIAM/ASA J. Uncertain. Quantification, 2017)

Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement. - Jimmy Risk; Michael Ludkovski (SIAM J. Financial Math., 2018)

Replication or Exploration? Sequential Design for Stochastic Simulation Experiments. - Mickaël Binois; Jiangeng Huang; Robert B. Gramacy; Mike Ludkovski (Technometrics, 2019)

Probabilistic bisection with spatial metamodels. - Sergio Rodriguez; Michael Ludkovski (Eur. J. Oper. Res., 2020)

Generalized Probabilistic Bisection for Stochastic Root Finding. - Sergio Rodriguez; Michael Ludkovski (ACM Trans. Model. Comput. Simul., 2020)

An Impulse-Regime Switching Game Model of Vertical Competition. - René Aïd; Luciano Campi; Liangchen Li; Mike Ludkovski (Dyn. Games Appl., 2021)

Statistical learning for probability-constrained stochastic optimal control. - Alessandro Balata; Michael Ludkovski; Aditya Maheshwari; Jan Palczewski (Eur. J. Oper. Res., 2021)

Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation. - Xiong Lyu; Mickaël Binois; Michael Ludkovski (Stat. Comput., 2021)

A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging. - Tao Chen 042; Michael Ludkovski (SIAM J. Financial Math., 2021)

On Parametric Optimal Execution and Machine Learning Surrogates. - Tao Chen 042; Mike Ludkovski; Moritz Voß (CoRR, 2022)

Large-scale local surrogate modeling of stochastic simulation experiments. - D. Austin Cole; Robert B. Gramacy; Mike Ludkovski (Comput. Stat. Data Anal., 2022)

Adaptive batching for Gaussian process surrogates with application in noisy level set estimation. - Xiong Lyu; Michael Ludkovski (Stat. Anal. Data Min., 2022)

Expressive Mortality Models through Gaussian Process Kernels. - Mike Ludkovski; Jimmy Risk (CoRR, 2023)

Extreme Scenario Selection in Day-Ahead Power Grid Operational Planning. - Guillermo Terrén-Serrano; Michael Ludkovski (CoRR, 2023)

Optimal Dispatch of Hybrid Renewable-Battery Storage Resources: A Stochastic Control Approach. - Thiha Aung; Mike Ludkovski (CDC, 2024)

Probabilistic Spatiotemporal Modeling of Day-Ahead Wind Power Generation with Input-Warped Gaussian Processes. - Qiqi Li; Mike Ludkovski (CoRR, 2024)

Short Communication: A Groundwater Market Model. - Igor Cialenco; Mike Ludkovski (SIAM J. Financial Math., 2025)

Selecting Critical Scenarios of DER Adoption in Distribution Grids Using Bayesian Optimization. - Olivier Mulkin; Miguel Heleno; Mike Ludkovski (CoRR, 2025)