Rolf Waeber

According to our database, Rolf Waeber authored at least 6 papers between 2010 and 2019.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2019

Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation.

Peter I. Frazier, Shane G. Henderson, Rolf Waeber

Math. Oper. Res., 2019

2013

Bisection Search with Noisy Responses.

Rolf Waeber, Peter I. Frazier, Shane G. Henderson

SIAM J. Control. Optim., 2013

Online algorithms in high-frequency trading.

Jacob Loveless, Sasha Stoikov, Rolf Waeber

Commun. ACM, 2013

2012

A Framework for Selecting a Selection Procedure.

Rolf Waeber, Peter I. Frazier, Shane G. Henderson

ACM Trans. Model. Comput. Simul., 2012

2011

A Bayesian approach to stochastic root finding.

Rolf Waeber, Peter I. Frazier, Shane G. Henderson

Proceedings of the Winter Simulation Conference 2011, 2011

2010

Performance measures for Ranking and Selection procedures.

Rolf Waeber, Peter I. Frazier, Shane G. Henderson

Proceedings of the 2010 Winter Simulation Conference, 2010