Mike Ludkovski

Identifiers

• name variant Mike Ludkovski 0.60 · backfill

Papers (11)

1. Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power math.OC · 2026 · author #2
2. Probabilistic Bisection with Spatial Metamodels stat.ML · 2018 · author #2
3. Replication or exploration? Sequential design for stochastic simulation experiments stat.ME · 2017 · author #4
4. Gaussian Process Models for Mortality Rates and Improvement Factors stat.ME · 2016 · author #1
5. Sequential Design for Ranking Response Surfaces stat.ML · 2015 · author #2
6. Optimal Execution with Dynamic Order Flow Imbalance q-fin.TR · 2014 · author #2
7. Sequential Design for Optimal Stopping Problems q-fin.CP · 2013 · author #2
8. Inventory Management with Partially Observed Nonstationary Demand math.OC · 2012 · author #2
9. A Simulation Approach to Optimal Stopping Under Partial Information math.OC · 2009 · author #1
10. Optimal Trade Execution in Illiquid Markets q-fin.TR · 2009 · author #2
11. Sequential Tracking of a Hidden Markov Chain Using Point Process Observations math.OC · 2007 · author #2

Mentions

• 1509.00980 #2 · backfill · confidence 0.70 Mike Ludkovski
• 1409.2618 #2 · backfill · confidence 0.70 Mike Ludkovski
• 1309.3832 #2 · backfill · confidence 0.70 Mike Ludkovski
• 1206.6283 #2 · backfill · confidence 0.70 Mike Ludkovski
• 0902.2518 #1 · backfill · confidence 0.70 Mike Ludkovski
• 0902.2516 #2 · backfill · confidence 0.70 Mike Ludkovski
• 0712.0413 #2 · backfill · confidence 0.70 Mike Ludkovski

Frequent Coauthors

• Erhan Bayraktar 3 shared papers
• Ruimeng Hu 2 shared papers
• Hezhong Zhang 1 shared papers
• Howard Zail 1 shared papers
• Jiangeng Huang 1 shared papers
• Jimmy Risk 1 shared papers
• Kyle Bechler 1 shared papers
• Mickael Binois 1 shared papers
• Robert B Gramacy 1 shared papers
• Robert B. Gramacy 1 shared papers
• Sergio Rodriguez 1 shared papers