| Publication | Date of Publication | Type |
|---|
A distributed Bayesian data fusion algorithm with uniform consistency
IEEE Transactions on Automatic Control | 2025-01-21 | Paper |
Contextual ranking and selection with Gaussian processes and optimal computing budget allocation
ACM Transactions on Modeling and Computer Simulation | 2024-11-15 | Paper |
Risk quantification in stochastic simulation under input uncertainty
ACM Transactions on Modeling and Computer Simulation | 2024-09-08 | Paper |
Data-driven ranking and selection under input uncertainty
Operations Research | 2024-07-25 | Paper |
Motor magnetic field analysis using the edge-based smooth finite element method (ES-FEM)
Engineering Analysis with Boundary Elements | 2024-05-29 | Paper |
Asymptotically Optimal Sampling Policy for Selecting Top-m Alternatives
INFORMS Journal on Computing | 2024-03-22 | Paper |
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data
SIAM Journal on Optimization | 2024-02-07 | Paper |
| Episodic Bayesian Optimal Control with Unknown Randomness Distributions | 2023-08-16 | Paper |
| Data-driven Optimal Computing Budget Allocation under Input Uncertainty | 2022-09-23 | Paper |
A Diffusion Approximation Theory of Momentum Stochastic Gradient Descent in Nonconvex Optimization
Stochastic Systems | 2022-06-24 | Paper |
| Contextual Ranking and Selection with Gaussian Processes | 2022-01-19 | Paper |
Domination Measure: A New Metric for Solving Multiobjective Optimization
INFORMS Journal on Computing | 2021-01-07 | Paper |
Gradient-based adaptive stochastic search for simulation optimization over continuous space
INFORMS Journal on Computing | 2020-11-09 | Paper |
The empirical likelihood approach to quantifying uncertainty in sample average approximation
Operations Research Letters | 2019-02-22 | Paper |
Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes
Quantitative Finance | 2019-02-06 | Paper |
Solving the Dual Problems of Dynamic Programs via Regression
(available as arXiv preprint) | 2018-09-14 | Paper |
Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations
IEEE Transactions on Automatic Control | 2018-06-27 | Paper |
Simulation optimization of risk measures with adaptive risk levels
Journal of Global Optimization | 2018-05-25 | Paper |
A Bayesian risk approach to data-driven stochastic optimization: formulations and asymptotics
SIAM Journal on Optimization | 2018-05-18 | Paper |
A Survey of Some Model-Based Methods for Global Optimization
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
A Lagrangian search method for the \(P\)-median problem
Journal of Global Optimization | 2017-11-02 | Paper |
Robust ranking and selection with optimal computing budget allocation
Automatica | 2017-10-11 | Paper |
Optimal Stopping Under Partial Observation: Near-Value Iteration
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Optimal Stopping of Partially Observable Markov Processes: A Filtering-Based Duality Approach
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
| Data-driven Ranking and Selection under Input Uncertainty | 2017-08-28 | Paper |
Solving Continuous-State POMDPs via Density Projection
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Model-based annealing random search with stochastic averaging
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Particle Filtering Framework for a Class of Randomized Optimization Algorithms
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Information Relaxation and Dual Formulation of Controlled Markov Diffusions
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
| Solving Multi-Objective Optimization via Adaptive Stochastic Search with Domination Measure | 2016-10-20 | Paper |
Population model-based optimization
Journal of Global Optimization | 2015-09-22 | Paper |
On the implementation of a class of stochastic search algorithms
Springer Proceedings in Mathematics & Statistics | 2015-09-11 | Paper |
Sequential Monte Carlo simulated annealing
Journal of Global Optimization | 2013-02-01 | Paper |
