Yijie Peng

MaRDI QIDQ1940958zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Simulation budget allocation for improving scheduling and routing of automated guided vehicles in warehouse management Journal of the Operations Research Society of China	2025-11-25	Paper
An efficient node selection policy for Monte Carlo tree search with neural networks INFORMS Journal on Computing	2025-11-19	Paper
Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs European Journal of Operational Research	2025-05-19	Paper
Efficient learning for clustering and optimizing context-dependent designs Operations Research	2024-07-25	Paper
A Q-learning algorithm for Markov decision processes with continuous state spaces Systems & Control Letters	2024-07-09	Paper
Asymptotically Optimal Sampling Policy for Selecting Top-<i>m</i> Alternatives INFORMS Journal on Computing	2024-03-22	Paper
Gradient estimation for smooth stopping criteria Advances in Applied Probability	2023-05-05	Paper
A Stochastic Approximation Method for Simulation-Based Quantile Optimization INFORMS Journal on Computing	2023-01-11	Paper
Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination INFORMS Journal on Computing	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 IEEE Transactions on Automatic Control	2021-05-28	Paper
Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling Operations Research	2021-01-19	Paper
Stochastic Control Framework for Determining Feasible Alternatives in Sampling Allocation IEEE Transactions on Automatic Control	2020-10-07	Paper
Optimal unbiased estimation for expected cumulative discounted cost European Journal of Operational Research	2020-05-27	Paper
Efficient Simulation Sampling Allocation Using Multifidelity Models IEEE Transactions on Automatic Control	2019-08-12	Paper
A Coordinate Optimization Approach for Concurrent Design IEEE Transactions on Automatic Control	2019-07-18	Paper
Ranking and Selection as Stochastic Control IEEE Transactions on Automatic Control	2018-09-18	Paper
Myopic Allocation Policy With Asymptotically Optimal Sampling Rate IEEE Transactions on Automatic Control	2017-07-27	Paper
Simulation of Lévy-driven models and their applications in finance	2014-02-28	Paper
Simulation of Lévy-driven models and its application in finance Numerical Algebra, Control and Optimization	2013-03-11	Paper

Research outcomes over time

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