default author photo

Mykel Kochenderfer

Stanford University

Stanford, CA 94305-9025

United States

http://https://mykel.kochenderfer.com/

BlackRock Investment Institute

  • Stanford University

SCHOLARLY PAPERS

6

DOWNLOADS

964

TOTAL CITATIONS

1

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

Portfolio Construction as Linearly Constrained Separable Optimization

Number of pages: 24 Posted: 01 Apr 2021 Last Revised: 01 Jul 2022
Nicholas Moehle, Jack Gindi, Stephen Boyd and Mykel Kochenderfer
Independent, affiliation not provided to SSRN, Stanford University - Department of Electrical Engineering and Stanford University
Downloads 566 (121,672)

Abstract:

Loading...

optimization, portfolio construction, ADMM, quantitative finance

2.

Enhancing a Risk Model by Adding Transient Statistical Factors

Number of pages: 32 Posted: 15 May 2026
Alexandros Tzikas, Emmanuel Candes, Trevor Hastie, Stephen Boyd, Mykel Kochenderfer and Ronald Kahn
Stanford University - Department of Aeronautics and Astronautics, Stanford University, Stanford University, Stanford University - Department of Electrical Engineering, Stanford University and BlackRock
Downloads 224 (420,133)

Abstract:

Loading...

Risk Model, Maximum Likelihood Estimation, Factor Model, Statistical Factors

3.

Sequentially Optimized Data Acquisition for a Geothermal Reservoir

Number of pages: 16 Posted: 17 Jan 2024
Anthony Corso, Maria Chiotoroiu, Torsten Clemens, Markus Zechner and Mykel Kochenderfer
Stanford University, affiliation not provided to SSRN, affiliation not provided to SSRN, Stanford University and Stanford University
Downloads 65 (924,743)
Citation 1

Abstract:

Loading...

Geothermal Reservoirs, Data Acquisition, POMDPs, Sequential Decision Making Under Uncertainty, Artificial Intelligence

4.

Robotic Learning for Informative Path Planning

Number of pages: 22 Posted: 18 Apr 2024
Marija Popović, Joshua Ott, Julius Rückin and Mykel Kochenderfer
affiliation not provided to SSRN, Stanford University, University of Bonn and Stanford University
Downloads 63 (933,592)

Abstract:

Loading...

Informative path planning, Robot learning, Active Learning

5.

Single-Asset Adaptive Leveraged Volatility Control

Number of pages: 16 Posted: 10 Apr 2026
Nikhil Devanathan, Dylan Rueter, Stephen Boyd, Emmanuel Candes, Trevor Hastie, Mykel Kochenderfer, Arpit Apoorv, David Soronow and Igor Zamkovsky
Independent, Independent, Stanford University - Department of Electrical Engineering, Stanford University, Stanford University, Stanford University, BlackRock, Inc, BlackRock, Inc and BlackRock, Inc
Downloads 46 (1,157,785)

Abstract:

Loading...

Portfolio Management, Control

6.

Optimal Claiming of Age-Dependent Retirement Benefits

The Journal of Retirement, Winter 2023, 10(3) 33-46 (DOI: 10.3905/jor.2022.1.117)
Posted: 01 Jun 2021 Last Revised: 28 Mar 2024
Steven Diamond, Stephen Boyd, David Greenberg, Mykel Kochenderfer and Andrew Ang
BlackRock AI Labs, Stanford University - Department of Electrical Engineering, affiliation not provided to SSRN, Stanford University and Columbia University

Abstract:

Loading...

Social Security, optimization, lifecycle models