| Publication | Date of Publication | Type |
|---|
| Stochastic control for organ donations: a review | 2023-06-26 | Paper |
| Risk-Sensitive Reinforcement Learning via Policy Gradient Search | 2022-09-06 | Paper |
| Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model | 2022-08-30 | Paper |
| An Optimal Computing Budget Allocation Tree Policy for Monte Carlo Tree Search | 2022-07-28 | Paper |
| Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination | 2022-06-28 | Paper |
| Predictive Modeling for Epidemic Outbreaks: A New Approach and COVID-19 Case Study | 2021-02-11 | Paper |
| Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling | 2021-01-19 | Paper |
| Random Directions Stochastic Approximation With Deterministic Perturbations | 2020-10-07 | Paper |
| Optimal unbiased estimation for expected cumulative discounted cost | 2020-05-27 | Paper |
| Differentiation via Logarithmic Expansions | 2020-02-20 | Paper |
| On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes | 2018-09-28 | Paper |
| Stochastic Optimization in a Cumulative Prospect Theory Framework | 2018-09-18 | Paper |
| Ranking and Selection as Stochastic Control | 2018-09-18 | Paper |
| Importance Splitting for Finite-Time Rare Event Simulation | 2018-09-14 | Paper |
| Random directions stochastic approximation with deterministic perturbations | 2018-08-08 | Paper |
| Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences | 2018-06-12 | Paper |
| Simulation optimization using the cross-entropy method with optimal computing budget allocation | 2018-04-16 | Paper |
| A Survey of Some Model-Based Methods for Global Optimization | 2017-11-22 | Paper |
| Perturbation Analysis of a Dynamic Priority Call Center | 2017-08-25 | Paper |
| Solving Continuous-State POMDPs via Density Projection | 2017-08-25 | Paper |
| Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games | 2017-08-25 | Paper |
| An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming | 2017-07-27 | Paper |
| Recursive Learning Automata Approach to Markov Decision Processes | 2017-07-27 | Paper |
| Efficient Dynamic Simulation Allocation in Ordinal Optimization | 2017-07-27 | Paper |
| Adaptive System Optimization Using Random Directions Stochastic Approximation | 2017-07-27 | Paper |
| Myopic Allocation Policy With Asymptotically Optimal Sampling Rate | 2017-07-27 | Paper |
| Evolutionary policy iteration for solving Markov decision processes | 2017-07-12 | Paper |
| Gradient Extrapolated Stochastic Kriging | 2017-06-30 | Paper |
| Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization | 2017-06-20 | Paper |
| Particle Filtering Framework for a Class of Randomized Optimization Algorithms | 2017-05-16 | Paper |
| Quantile sensitivity estimation for dependent sequences | 2016-12-09 | Paper |
| Sensitivity analysis for Monte Carlo simulation of option pricing | 2016-05-11 | Paper |
| Sequential Selection with Unknown Correlation Structures | 2016-01-22 | Paper |
| Optimal Army officer force profiles | 2015-12-04 | Paper |
| Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis | 2015-11-20 | Paper |
| Regression Models Augmented with Direct Stochastic Gradient Estimators | 2015-01-27 | Paper |
| Simulation-based algorithms for Markov decision processes | 2013-04-16 | Paper |
| A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives | 2012-10-01 | Paper |
| Simulation allocation for determining the best design in the presence of correlated sampling | 2012-06-18 | Paper |
| An evolutionary random policy search algorithm for solving Markov decision processes | 2012-06-18 | Paper |
| Optimization for simulation: theory vs. practice | 2012-05-30 | Paper |
| Pricing American-Style Derivatives with European Call Options | 2012-02-21 | Paper |
| Probabilistic Error Bounds for Simulation Quantile Estimators | 2012-02-19 | Paper |
| Efficient Design and Sensitivity Analysis of Control Charts Using Monte Carlo Simulation | 2012-02-12 | Paper |
| Dynamic sample budget allocation in model-based optimization | 2011-11-08 | Paper |
| Capital renewal as a real option | 2011-08-09 | Paper |
| New global optimization algorithms for model-based clustering | 2010-04-01 | Paper |
| A Model Reference Adaptive Search Method for Global Optimization | 2009-08-13 | Paper |
| An Adaptive Sampling Algorithm for Solving Markov Decision Processes | 2009-07-17 | Paper |
| Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options | 2009-07-05 | Paper |
| A model reference adaptive search method for stochastic global optimization | 2009-06-17 | Paper |
| What you should know about simulation and derivatives | 2009-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5506181 | 2009-01-28 | Paper |
| A survey of some simulation-based algorithms for Markov decision processes | 2008-08-14 | Paper |
| Optimal joint preventive maintenance and production policies | 2008-01-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3447243 | 2007-06-28 | Paper |
| Simulation-based algorithms for Markov decision processes. | 2007-03-13 | Paper |
| Estimating customer service in a two-location continuous review inventory model with emergency transshipments | 2003-04-10 | Paper |
| Derivative estimation for buffer capacity of continuous transfer lines subject to operation-dependent failures | 2003-03-12 | Paper |
| A time aggregation approach to Markov decision processes | 2002-09-05 | Paper |
| On the convergence rate of ordinal comparisons of random variables | 2002-07-21 | Paper |
| Two timescale SPSA algorithms for rate-based ABR flow control | 2001-12-17 | Paper |
| A note on perturbation analysis estimators for American-style options | 2000-01-01 | Paper |
| Models for multi-echelon repairable item inventory systems with limited repair capacity | 1999-06-28 | Paper |
| Optimization of \((s,S)\) inventory systems with random lead times and a service level constraint | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3130251 | 1997-04-23 | Paper |
| On the relationship of capacitated production/inventory models to manufacturing flow control models | 1996-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4763597 | 1996-05-08 | Paper |
| On unbounded hazard rates for smoothed perturbation analysis | 1996-02-01 | Paper |
| Addendum to "Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework" | 1995-11-28 | Paper |
| Comparison of gradient estimation techniques for queues with non- identical servers | 1995-07-24 | Paper |
| Optimization via simulation: A review | 1995-05-18 | Paper |
| Smoothed perturbation analysis derivative estimation for Markov chains | 1995-01-11 | Paper |
| Application of perturbation analysis to a class of periodic review (s, S) inventory systems | 1994-09-22 | Paper |
| Sample Path Derivatives for (s, S) Inventory Systems | 1994-07-21 | Paper |
| Sample path properties of the G/D/\(m\) queue | 1993-09-28 | Paper |
| Second Derivative Sample Path Estimators for the GI/G/m Queue | 1993-06-29 | Paper |
| Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework | 1993-04-01 | Paper |
| Bias properties of infinitesimal perturbation analysis for systems with parallel servers | 1993-01-16 | Paper |
| Consistency of infinitesimal perturbation analysis for the GI/G/m queue | 1991-01-01 | Paper |
| On the consistency of second derivative perturbation analysis estimators for the M/G/1 queue | 1989-01-01 | Paper |
