M. Broadie, Y. Du, C. C. Moallemi.
Risk estimation via regression.
Operations Research, 63(5):1077–1097, September–October 2015.
[pdf] [doi] [online supplement]
V. V. Desai, V. F. Farias, C. C. Moallemi.
Bounds for Markov decision processes. Chapter in
Reinforcement Learning and Approximate Dynamic Programming for Feedback Control (F. L. Lewis, D. Liu, eds.),
IEEE Press, pages 452–473, December 2012.
[pdf]
M. Broadie, Y. Du, C. C. Moallemi.
Risk estimation via weighted regression. In
Proceedings of the 2011 Winter Simulation Conference, pages 3854–3865, December 2011.
[pdf] [doi]
C. Chen, G. Iyengar, C. C. Moallemi.
An axiomatic approach to systemic risk.
Management Science, 56(6):1373–1388, June 2013.
[pdf] [doi]*Honorable Mention, INFORMS George Nicholson Student Paper Competition, 2011