Ilya O. Ryzhov

J. Appl. Probab., March, 2024

2023

Balancing Optimal Large Deviations in Sequential Selection.

[BibT_eX]

[DOI]

Manag. Sci., June, 2023

Approximate Gaussian Process Regression with Pairwise Comparison Data.

[BibT_eX]

[DOI]

Efe Sertkaya

Proceedings of the Winter Simulation Conference, 2023

2022

Data-Driven Robust Resource Allocation with Monotonic Cost Functions.

[BibT_eX]

[DOI]

Oper. Res., 2022

Policy Evaluation with Stochastic Gradient Estimation Techniques.

[BibT_eX]

[DOI]

Yi Zhou

Proceedings of the Winter Simulation Conference, 2022

2021

Equilibrium analysis of observable express service with customer choice.

[BibT_eX]

[DOI]

Jiaqi Zhou

Queueing Syst. Theory Appl., 2021

Efficient Sampling Allocation Procedures for Optimal Quantile Selection.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2021

The facts on the ground: Evaluating humanitarian fleet management policies using simulation.

[BibT_eX]

[DOI]

Liyi Gu

Mahyar Eftekhar

Eur. J. Oper. Res., 2021

Policy Optimization in Bayesian Network Hybrid Models of Biomanufacturing Processes.

[BibT_eX]

[DOI]

CoRR, 2021

Estimating a Conditional Expectation with the Generalized Likelihood Ratio Method.

[BibT_eX]

[DOI]

Yi Zhou

Proceedings of the Winter Simulation Conference, 2021

2020

Technical Note - Consistency Analysis of Sequential Learning Under Approximate Bayesian Inference.

[BibT_eX]

[DOI]

Oper. Res., 2020

Personalized Multimorbidity Management for Patients with Type 2 Diabetes Using Reinforcement Learning of Electronic Health Records.

[BibT_eX]

[DOI]

CoRR, 2020

Advanced Statistical Methods: Inference, Variable Selection, And Experimental Design.

[BibT_eX]

[DOI]

Qiong Zhang

Proceedings of the Winter Simulation Conference, 2020

2019

Optimal Learning for Urban Delivery Fleet Allocation.

[BibT_eX]

[DOI]

Transp. Sci., 2019

Bayesian Exploration for Approximate Dynamic Programming.

[BibT_eX]

[DOI]

Oper. Res., 2019

Balancing Optimal Large Deviations in Ranking and Selection.

[BibT_eX]

[DOI]

Proceedings of the 2019 Winter Simulation Conference, 2019

2018

The Local Time Method for Targeting and Selection.

[BibT_eX]

[DOI]

Oper. Res., 2018

A simulation-based Prediction Framework for stochastic System Dynamic Risk Management.

[BibT_eX]

[DOI]

Wei Xie

Pu Zhang

Proceedings of the 2018 Winter Simulation Conference, 2018

The Promise and Perils of Myopia in Dynamic Pricing With Censored Information.

[BibT_eX]

[DOI]

Meenal Chhabra

Sanmay Das

Proceedings of the Twenty-Seventh International Joint Conference on Artificial Intelligence, 2018

2017

Evasive flow capture: A multi-period stochastic facility location problem with independent demand.

[BibT_eX]

[DOI]

Nikola Markovic

Paul M. Schonfeld

Eur. J. Oper. Res., 2017

Rate-optimality of the complete expected improvement criterion.

[BibT_eX]

[DOI]

Proceedings of the 2017 Winter Simulation Conference, 2017

2016

Cultivating Disaster Donors Using Data Analytics.

[BibT_eX]

[DOI]

Bin Han

Jelena Bradic

Manag. Sci., 2016

On the Convergence Rates of Expected Improvement Methods.

[BibT_eX]

[DOI]

Oper. Res., 2016

Optimal Learning in Linear Regression with Combinatorial Feature Selection.

[BibT_eX]

[DOI]

Bin Han

INFORMS J. Comput., 2016

Approximate Bayesian inference as a form of stochastic approximation: A new consistency theory with applications.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2016

2015

A New Optimal Stepsize for Approximate Dynamic Programming.

[BibT_eX]

[DOI]

Peter I. Frazier

IEEE Trans. Autom. Control., 2015

Evasive flow capture: Optimal location of weigh-in-motion systems, tollbooths, and security checkpoints.

[BibT_eX]

[DOI]

Nikola Markovic

Paul M. Schonfeld

Networks, 2015

Optimal Information Blending with Measurements in the <i>L</i><sup>2</sup> Sphere.

[BibT_eX]

[DOI]

Math. Oper. Res., 2015

Sequential Selection with Unknown Correlation Structures.

[BibT_eX]

[DOI]

Oper. Res., 2015

Expected improvement is equivalent to OCBA.

[BibT_eX]

[DOI]

Proceedings of the 2015 Winter Simulation Conference, 2015

2014

Simulation optimization: a panel on the state of the art in research and practice.

[BibT_eX]

[DOI]

Benjamin G. Thengvall

Proceedings of the 2014 Winter Simulation Conference, 2014

Simulation optimization: a tutorial overview and recent developments in gradient-based methods.

[BibT_eX]

[DOI]

Proceedings of the 2014 Winter Simulation Conference, 2014

2013

Learning logistic demand curves in business-to-business pricing.

[BibT_eX]

[DOI]

Huashuai Qu

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

Efficient learning of donor retention strategies for the American Red Cross.

[BibT_eX]

[DOI]

Bin Han

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

Optimal learning with non-Gaussian rewards.

[BibT_eX]

[DOI]

Zi Ding

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

An empirical sensitivity analysis of the Kiefer-Wolfowitz algorithm and its variants.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2012

Information Collection for Linear Programs with Uncertain Objective Coefficients.

[BibT_eX]

[DOI]

SIAM J. Optim., 2012

The Knowledge Gradient Algorithm for a General Class of Online Learning Problems.

[BibT_eX]

[DOI]

Peter I. Frazier

Oper. Res., 2012

Ranking and selection meets robust optimization.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2012

Ranking and selection with unknown correlation structures.

[BibT_eX]

[DOI]

Huashuai Qu

Proceedings of the Winter Simulation Conference, 2012

2011

The value of information in multi-armed bandits with exponentially distributed rewards.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Computational Science, 2011

Information Collection on a Graph.

[BibT_eX]

[DOI]

Oper. Res., 2011

May the best man win: simulation optimization for match-making in e-sports.

[BibT_eX]

[DOI]

Awais Tariq

Proceedings of the Winter Simulation Conference 2011, 2011

Bayesian active learning with basis functions.

[BibT_eX]

[DOI]

Proceedings of the 2011 IEEE Symposium on Adaptive Dynamic Programming And Reinforcement Learning, 2011

2010

On the robustness of a one-period look-ahead policy in multi-armed bandit problems.

[BibT_eX]

[DOI]

Peter I. Frazier

Proceedings of the International Conference on Computational Science, 2010

Optimal learning of transition probabilities in the two-agent newsvendor problem.

[BibT_eX]

[DOI]

Martin R. Valdez-Vivas

Proceedings of the 2010 Winter Simulation Conference, 2010

Approximate dynamic programming with correlated Bayesian beliefs.

[BibT_eX]

[DOI]

Proceedings of the 48th Annual Allerton Conference on Communication, 2010

2009

A Monte Carlo Knowledge Gradient Method for Learning Abatement Potential of Emissions Reduction Technologies.

[BibT_eX]

[DOI]

Proceedings of the 2009 Winter Simulation Conference, 2009

The knowledge gradient algorithm for online subset selection.

[BibT_eX]

[DOI]