Service science (ICSS 2009)

Veröffentlicht 2012

Service science (ICSS2009)

Veröffentlicht 2012

Revisit of stochastic mesh method for pricing American options

von Liu, Guangwu
Veröffentlicht in Operations research letters (2009)

Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk

von Sun, Lihua
Veröffentlicht in Operations research letters (2010)

Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search

von Sun, Lihua
Veröffentlicht in Operations research (2014)

Estimating sensitivities of portfolio credit risk using Monte Carlo

von Hong, L. Jeff
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2014)

Distributionally robust selection of the best

von Fan, Weiwei
Veröffentlicht in Management science (2020)

Conditional value-at-risk approximation to value-at-risk constrained programs : a remedy via Monte Carlo

von Hong, L. Jeff
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2014)

Kernel smoothing for nested estimation with application to portfolio risk measurement

von Hong, L. Jeff
Veröffentlicht in Operations research (-2017)

Robust simulation of global warming policies using the DICE model

von Hu, Zhaolin
Veröffentlicht in Management science (2012)

Learning-based robust optimization : procedures and statistical guarantees

von Hong, L. Jeff
Veröffentlicht in Management science (2021)

Ranking and selection with covariates for personalized decision making

von Shen, Haihui
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2021)

Speeding up COMPASS for high-dimensional discrete optimization via simulation

von Hong, L. Jeff
Veröffentlicht in Operations research letters (2010)

Capacity reservation for time-sensitive service providers : an application in seaport management

von Hong, L. Jeff
Veröffentlicht in European journal of operational research (2015)

Indifference-zone-free selection of the best

von Fan, Weiwei
Veröffentlicht in Operations research (-2016)

An adaptive hyperbox algorithm for high-dimensional discrete optimization via simulation problems

von Xu, Jie
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2013)

Stochastic trust-region response-surface method (STRONG) : a new response-surface framework for simulation optimization

von Chang, Kuo-hao
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2013)

Fighting strategies in a market with counterfeits

von Zhang, Jie
Veröffentlicht in Annals of operations research (2012)

Online risk monitoring using offline simulation

von Jiang, Guangxin
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2020)

Conditional Monte Carlo estimation of quantile sensitivities

von Fu, Michael
Veröffentlicht in Management science (2009)