Automatic computation of exact worst-case performance for first-order methods

Reconciling Itô and Stratonovich

Min_LQG games and collective discrete choice problems

Two inference problems for network contagion

Permutation tests in the presence of confounders

Simplex-like algorithms for the problem of finding the minimum ball containing a set of balls and related problems

Surveillance-Evasion Games under Uncertainty

Nonsmooth, Nonconvex Optimization: Algorithms and Examples

Gaussian fluctuation in stochastic homogenization and the random conductance model

The Amazing Power of Dimensional Analysis in Finance: Market Impact and the Intraday Trading Invariance Hypothesis