Robust sensitivity analysis for stochastic systems

von Lam, Henry
Veröffentlicht in Mathematics of operations research (2016)

Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization

von Lam, Henry
Veröffentlicht in Operations research (2019)

Sensitivity to serial dependency of input processes : a robust approach

von Lam, Henry
Veröffentlicht in Management science (2018)

Robust analysis in stochastic simulation : computation and performance guarantees

von Ghosh, Soumyadip
Veröffentlicht in Operations research (2019)

Rare-event simulation for many-server queues

von Blanchet, Jose
Veröffentlicht in Mathematics of operations research (2014)

Generalization Bounds with Minimal Dependency on Hypothesis Class via Distributionally Robust Optimization

von Zeng, Yibo
Veröffentlicht in NeurIPS (36. : 2022 : New Orleans, La.; Online) 36th Conference on Neural Information Processing Systems (NeurIPS 2022 ; Volume 36 of 50 (2023)

The empirical likelihood approach to quantifying uncertainty in sample average approximation

von Lam, Henry
Veröffentlicht in Operations research letters (2017)

Tail analysis without parametric models : a worst-case perspective

von Lam, Henry
Veröffentlicht in Operations research (-2017)

A heavy traffic approach to modeling large life insurance portfolios

von Blanchet, Jose
Veröffentlicht in Insurance / Mathematics & economics (2013)

Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations

von Lam, Henry
Veröffentlicht in Operations research letters (2021)

Learning-based robust optimization : procedures and statistical guarantees

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

Optimization-based calibration of simulation input models

von Goeva, Aleksandrina
Veröffentlicht in Operations research (2019)

Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling

von Peng, Yijie
Veröffentlicht in Operations research (2020)