Yijie Peng

Available identifiers

Publication	Date of Publication	Type
Efficient learning for clustering and optimizing context-dependent designs	2024-07-25	Paper
A Q-learning algorithm for Markov decision processes with continuous state spaces	2024-07-09	Paper
Asymptotically Optimal Sampling Policy for Selecting Top-m Alternatives	2024-03-22	Paper
Gradient estimation for smooth stopping criteria	2023-05-05	Paper
A Stochastic Approximation Method for Simulation-Based Quantile Optimization	2023-01-11	Paper
Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination	2022-06-28	Paper
Efficient Sampling Policy for Selecting a Good Enough Subset	2021-11-29	Paper
Efficient Learning for Selecting Important Nodes in Random Network	2021-05-28	Paper
Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling	2021-01-19	Paper
Stochastic Control Framework for Determining Feasible Alternatives in Sampling Allocation	2020-10-07	Paper
Optimal unbiased estimation for expected cumulative discounted cost	2020-05-27	Paper
Efficient Simulation Sampling Allocation Using Multifidelity Models	2019-08-12	Paper
A Coordinate Optimization Approach for Concurrent Design	2019-07-18	Paper
Ranking and Selection as Stochastic Control	2018-09-18	Paper
Myopic Allocation Policy With Asymptotically Optimal Sampling Rate	2017-07-27	Paper
https://portal.mardi4nfdi.de/entity/Q5399848	2014-02-28	Paper
Simulation of Lévy-driven models and its application in finance	2013-03-11	Paper

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