Mike Ludkovski

14 papers Misc 1Journal 12Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Selecting Critical Scenarios of DER Adoption in Distribution Grids Using Bayesian Optimization.
CoRR
Olivier Mulkin, Miguel Heleno, Mike Ludkovski
2025 J jnl
Short Communication: A Groundwater Market Model.
SIAM J. Financial Math.
Igor Cialenco, Mike Ludkovski
2024 — conf
Optimal Dispatch of Hybrid Renewable-Battery Storage Resources: A Stochastic Control Approach.
CDC
Thiha Aung, Mike Ludkovski
2024 J jnl
Probabilistic Spatiotemporal Modeling of Day-Ahead Wind Power Generation with Input-Warped Gaussian Processes.
CoRR
Qiqi Li, Mike Ludkovski
2023 J jnl
Expressive Mortality Models through Gaussian Process Kernels.
CoRR
Mike Ludkovski, Jimmy Risk
2022 J jnl
Large-scale local surrogate modeling of stochastic simulation experiments.
Comput. Stat. Data Anal.
D. Austin Cole, Robert B. Gramacy, Mike Ludkovski
2022 J jnl
On Parametric Optimal Execution and Machine Learning Surrogates.
CoRR
Tao Chen, Mike Ludkovski, Moritz Voß
2021 J jnl
An Impulse-Regime Switching Game Model of Vertical Competition.
Dyn. Games Appl.
René Aïd, Luciano Campi, Liangchen Li, Mike Ludkovski
2020 J jnl
Adaptive Batching for Gaussian Process Surrogates with Application in Noisy Level Set Estimation.
CoRR
Xiong Lyu, Mike Ludkovski
2019 J jnl
Replication or Exploration? Sequential Design for Stochastic Simulation Experiments.
Technometrics
Mickaël Binois, Jiangeng Huang, Robert B. Gramacy, Mike Ludkovski
2018 J jnl
Probabilistic Bisection with Spatial Metamodels.
CoRR
Sergio Rodriguez, Mike Ludkovski
2017 J jnl
Sequential Design for Ranking Response Surfaces.
SIAM/ASA J. Uncertain. Quantification
Ruimeng Hu, Mike Ludkovski
2011 J jnl
Optimal Timing to Purchase Options.
SIAM J. Financial Math.
Tim Leung, Mike Ludkovski
2011 Misc conf
Optimal disease outbreak decisions using stochastic simulation.
WSC
Mike Ludkovski, Jarad Niemi