Performance measures for Ranking and Selection procedures. - Rolf Waeber; Peter I. Frazier; Shane G. Henderson (WSC, 2010)

A Bayesian approach to stochastic root finding. - Rolf Waeber; Peter I. Frazier; Shane G. Henderson (WSC, 2011)

A Framework for Selecting a Selection Procedure. - Rolf Waeber; Peter I. Frazier; Shane G. Henderson (ACM Trans. Model. Comput. Simul., 2012)

Online algorithms in high-frequency trading. - Jacob Loveless; Sasha Stoikov; Rolf Waeber (Commun. ACM, 2013)

Bisection Search with Noisy Responses. - Rolf Waeber; Peter I. Frazier; Shane G. Henderson (SIAM J. Control. Optim., 2013)

Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation. - Peter I. Frazier; Shane G. Henderson; Rolf Waeber (Math. Oper. Res., 2019)