Active2023–2027
NSF · 2312204
Statistical and Algorithmic Foundations of Distributionally Robust Policy Learning
- Role
- Principal Investigator at Stanford
- Collaborators
- Peter W. Glynn, Zhengyuan Zhou
Funding & Support
Research made possible through partnership.
We gratefully acknowledge the agencies and programs whose support makes our research, training, collaboration, and dissemination possible.
Award information verified through September 5, 2026
Current portfolio
Active grants
Current research programs led by or involving the Blanchet Lab.
Active2024–2027
NSF · 2403008
Quantum Monte Carlo Speed Ups for Multilevel Computations and Other Statistical Algorithms
- Role
- Principal Investigator at Stanford
- Collaborators
- Mario Szegedy, Guanyang Wang
Active2024–2027
ONR · N00014-24-1-2672
Asynchronous Model-Free Distributionally Robust Reinforcement Learning
- Role
- Lead investigator at Stanford
- Collaborators
- Zhengyuan Zhou
Active2020–2026
AFOSR · FA9550-20-1-0397
ANSRE: Analysis and Synthesis of Rare Events
- Role
- Lead Principal Investigator, DoD MURI
- Collaborators
- Maria K. Cameron, Emily Reed, Vahid Tarokh, Zhigang Suo, Youssef Marzouk
Continuing impact
Recently active
Recently completed awards whose research, publications, and training outcomes continue to develop.
Recently active2023–2026
NSF · 2229011
Rare Events in Power Systems: Novel Mathematics, Statistics and Algorithms
- Role
- Principal Investigator at Stanford
- Collaborators
- Michael Chertkov
Recently active2021–2025
NSF · 2118199
Fast Martingales, Large Deviations, and Randomized Gradients for Heavy-tailed Distributions
- Role
- Principal Investigator at Stanford, NSF–EPSRC collaboration
- Collaborators
- Aleksandar Mijatović, Gareth O. Roberts
Recently active2019–2023
NSF · 1915967
Robust Wasserstein Profile Inference
- Role
- Principal Investigator
- Collaborators
- Karthyek Murthy, Fan Zhang, Blanchet Lab trainees and collaborators
Foundation
Past NSF support
Earlier National Science Foundation awards that supported the group across Harvard, Columbia, and Stanford.
Past support2018–2021
NSF · 1820942
An Approach to Robust Performance Analysis Using Optimal Transport
- Role
- Principal Investigator at Stanford
Past support2018–2020
NSF · 1838576
Strong Stochastic Simulation of Stochastic Processes: Theory and Applications
- Role
- Principal Investigator at Stanford
Past support2017–2018
NSF · 1720451
Strong Stochastic Simulation of Stochastic Processes: Theory and Applications
- Role
- Principal Investigator at Columbia
Past support2015–2018
NSF · 1538217
Perfect Simulation of Stochastic Networks
- Role
- Principal Investigator at Columbia
Past support2014–2017
NSF · 1436700
Modeling and Analyzing Extreme Risks in Insurance and Finance
- Role
- Principal Investigator at Columbia
Past support2013–2017
NSF · 1320550
Optimal Monte Carlo Estimation via Randomized Multilevel Methods
- Role
- Principal Investigator at Columbia
Past support2009–2013
NSF · 0846816
Efficient Monte Carlo Methods in Engineering and Science: From Coarse Analysis to Refined Estimators
- Role
- Principal Investigator at Columbia · NSF CAREER award
Past support2008–2011
NSF · 0902075
Stochastic Processes and Time Series Models: Algorithms, Asymptotics, and Phase Transitions
- Role
- Principal Investigator at Columbia
Past support2008–2008
NSF · 0806145
Stochastic Processes and Time Series Models: Algorithms, Asymptotics, and Phase Transitions
- Role
- Principal Investigator at Harvard
Any opinions, findings, conclusions, or recommendations expressed in work supported by these awards are those of the authors and do not necessarily reflect the views of the sponsoring agencies.