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

Information Relaxation Bounds for Partially Observed Markov Decision Processes. - Martin B. Haugh; Octavio Ruiz Lacedelli (IEEE Trans. Autom. Control., 2020)

Stationary Waiting Time in Parallel Queues with Synchronization. - Mariana Olvera-Cravioto; Octavio Ruiz Lacedelli (Math. Oper. Res., 2021)