L. Jeff Hong
Orcid: 0000-0001-7011-4001Affiliations:
- Fudan University, Shanghai, China
- City University of Hong Kong, Department of Economics and Finance (former)
- Hong Kong University of Science and Technology, Department of Industrial Engineering and Logistics Management (former)
According to our database1,
L. Jeff Hong
authored at least 83 papers
between 2003 and 2024.
Collaborative distances:
Collaborative distances:
Timeline
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Online presence:
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on orcid.org
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on ielm.ust.hk
On csauthors.net:
Bibliography
2024
Fast Discrete-Event Simulation of Markovian Queueing Networks through Euler Approximation.
CoRR, 2024
CoRR, 2024
2023
Oper. Res., May, 2023
Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection.
J. Mach. Learn. Res., 2023
Proceedings of the Winter Simulation Conference, 2023
Proceedings of the Winter Simulation Conference, 2023
Proceedings of the 19th IEEE International Conference on Automation Science and Engineering, 2023
2022
Integrating Algorithmic Sampling-Based Motion Planning with Learning in Autonomous Driving.
ACM Trans. Intell. Syst. Technol., 2022
Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments.
Oper. Res., 2022
INFORMS J. Comput., 2022
INFORMS J. Comput., 2022
INFORMS J. Comput., 2022
IISE Trans., 2022
Large-Scale Inventory Optimization: A Recurrent-Neural-Networks-Inspired Simulation Approach.
CoRR, 2022
Proceedings of the Winter Simulation Conference, 2022
2021
Manag. Sci., 2021
INFORMS J. Comput., 2021
Option Pricing by Neural Stochastic Differential Equations: A Simulation-Optimization Approach.
Proceedings of the Winter Simulation Conference, 2021
2020
Training Artificial Neural Networks by Generalized Likelihood Ratio Method: An Effective Way to Improve Robustness.
Proceedings of the 16th IEEE International Conference on Automation Science and Engineering, 2020
Proceedings of the Thirty-Fourth AAAI Conference on Artificial Intelligence, 2020
2019
Training Artificial Neural Networks by Generalized Likelihood Ratio Method: Exploring Brain-like Learning to Improve Adversarial Defensiveness.
CoRR, 2019
Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making.
Asia Pac. J. Oper. Res., 2019
Proceedings of the 2019 Winter Simulation Conference, 2019
2018
Replicated Computations Results (RCR) Report for "Reusing Search Data in Ranking and Selection: What Could Possibly Go Wrong?".
ACM Trans. Model. Comput. Simul., 2018
Proceedings of the 2018 Winter Simulation Conference, 2018
Gaussian Mixture Model-based Random Search for continuous Optimization via simulation.
Proceedings of the 2018 Winter Simulation Conference, 2018
2017
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.
Oper. Res., 2017
Proceedings of the 2017 Winter Simulation Conference, 2017
Proceedings of the 2017 Winter Simulation Conference, 2017
2016
Proceedings of the Winter Simulation Conference, 2016
Proceedings of the Winter Simulation Conference, 2016
Approximating data-driven joint chance-constrained programs via uncertainty set construction.
Proceedings of the Winter Simulation Conference, 2016
2015
Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments.
Oper. Res., 2015
Capacity reservation for time-sensitive service providers: An application in seaport management.
Eur. J. Oper. Res., 2015
Proceedings of the 2015 Winter Simulation Conference, 2015
Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences.
Proceedings of the 2015 Winter Simulation Conference, 2015
Proceedings of the 2015 Winter Simulation Conference, 2015
2014
ACM Trans. Model. Comput. Simul., 2014
ACM Trans. Model. Comput. Simul., 2014
Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search.
Oper. Res., 2014
INFORMS J. Comput., 2014
Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo.
INFORMS J. Comput., 2014
Proceedings of the 2014 Winter Simulation Conference, 2014
Proceedings of the 2014 Winter Simulation Conference, 2014
2013
An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems.
INFORMS J. Comput., 2013
Stochastic Trust-Region Response-Surface Method (STRONG) - A New Response-Surface Framework for Simulation Optimization.
INFORMS J. Comput., 2013
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013
2012
2011
Oper. Res., 2011
Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach.
Oper. Res., 2011
Proceedings of the Winter Simulation Conference 2011, 2011
Proceedings of the Winter Simulation Conference 2011, 2011
Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities.
Proceedings of the Winter Simulation Conference 2011, 2011
2010
Industrial strength COMPASS: A comprehensive algorithm and software for optimization via simulation.
ACM Trans. Model. Comput. Simul., 2010
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk.
Oper. Res. Lett., 2010
Oper. Res. Lett., 2010
Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations.
Oper. Res., 2010
Proceedings of the 2010 Winter Simulation Conference, 2010
2009
Oper. Res. Lett., 2009
A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk.
Proceedings of the 2009 Winter Simulation Conference, 2009
Proceedings of the 2009 Winter Simulation Conference, 2009
Proceedings of the 2009 Winter Simulation Conference, 2009
Proceedings of the Sampling-based Optimization in the Presence of Uncertainty, 26.04., 2009
2007
A framework for locally convergent random-search algorithms for discrete optimization via simulation.
ACM Trans. Model. Comput. Simul., 2007
Proceedings of the Winter Simulation Conference, 2007
Proceedings of the Winter Simulation Conference, 2007
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization.
Proceedings of the Winter Simulation Conference, 2007
2006
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation.
Eur. J. Oper. Res., 2006
2005
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005
2003
Indifference zone selection procedures: an indifference-zone selection procedure with minimum switching and sequential sampling.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003