| Publication | Date of Publication | Type |
|---|
Estimating confidence intervals and regions for quantiles in steady-state simulations
Naval Research Logistics | 2026-07-20 | Paper |
Extreme-Case Distorted Utility under Moment Ambiguity
(available as arXiv preprint) | 2026-01-01 | Paper |
Dynamic Cloud Service-Capacity Deployment with Costly Response Readiness
(available as arXiv preprint) | 2026-01-01 | Paper |
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 |
