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Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning., , and . ICML, volume 97 of Proceedings of Machine Learning Research, page 1213-1222. PMLR, (2019)Efficient rare event simulation for heavy-tailed systems via cross entropy., and . Oper. Res. Lett., 41 (3): 271-276 (2013)Large deviations perspective on ordinal optimization of heavy-tailed systems., , and . WSC, page 489-494. WSC, (2008)A Class of Optimal Transport Regularized Formulations with Applications to Wasserstein GANs., , and . WSC, page 433-444. IEEE, (2020)Efficient tail estimation for sums of correlated lognormals., , and . WSC, page 607-614. WSC, (2008)Unbiased Monte Carlo for optimization and functions of expectations via multi-level randomization., and . WSC, page 3656-3667. IEEE/ACM, (2015)Optimal rare event Monte Carlo for Markov modulated regularly varying random walks., , and . WSC, page 564-576. IEEE, (2013)Rare-event simulation for a multidimensional random walk with t distributed increments., and . WSC, page 395-402. WSC, (2007)Online EXP3 Learning in Adversarial Bandits with Delayed Feedback., , , , and . NeurIPS, page 11345-11354. (2019)Distributionally Robust Offline Reinforcement Learning with Linear Function Approximation., , , , , , , and . CoRR, (2022)