L. Jeff Hong

According to our database1, L. Jeff Hong authored at least 58 papers between 2003 and 2019.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

Homepages:

On csauthors.net:

Bibliography

2019
A Dimension-free Algorithm for Contextual Continuum-armed Bandits.
CoRR, 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

Fully Sequential Ranking and Selection Procedures with PAC Guarantee.
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.
Operations Research, 2017

A new framework of designing sequential ranking-and-selection procedures.
Proceedings of the 2017 Winter Simulation Conference, 2017

Ranking and selection with covariates.
Proceedings of the 2017 Winter Simulation Conference, 2017

2016
Indifference-Zone-Free Selection of the Best.
Operations Research, 2016

A simulation analytics approach to dynamic risk monitoring.
Proceedings of the Winter Simulation Conference, WSC 2016, 2016

Speeding up pairwise comparisons for large scale ranking and selection.
Proceedings of the Winter Simulation Conference, WSC 2016, 2016

Approximating data-driven joint chance-constrained programs via uncertainty set construction.
Proceedings of the Winter Simulation Conference, WSC 2016, 2016

2015
Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments.
Operations Research, 2015

Chance Constrained Selection of the Best.
INFORMS Journal on Computing, 2015

Capacity reservation for time-sensitive service providers: An application in seaport management.
European Journal of Operational Research, 2015

Input uncertainty and indifference-zone ranking & selection.
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

A statistical perspective on linear programs with uncertain parameters.
Proceedings of the 2015 Winter Simulation Conference, 2015

2014
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review.
ACM Trans. Model. Comput. Simul., 2014

Guest Editors' Introduction to Special Issue on the 2012 NSF workshop.
ACM Trans. Model. Comput. Simul., 2014

Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search.
Operations Research, 2014

Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo.
INFORMS Journal on Computing, 2014

Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo.
INFORMS Journal on Computing, 2014

Scaling and modeling of call center arrivals.
Proceedings of the 2014 Winter Simulation Conference, 2014

A frequentist selection-of-the-best procedure without indifference zone.
Proceedings of the 2014 Winter Simulation Conference, 2014

2013
An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems.
INFORMS Journal on Computing, 2013

Stochastic Trust-Region Response-Surface Method (STRONG) - A New Response-Surface Framework for Simulation Optimization.
INFORMS Journal on Computing, 2013

Linking statistical estimation and decision making through simulation.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

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

2012
Robust Simulation of Global Warming Policies Using the DICE Model.
Management Science, 2012

Fighting strategies in a market with counterfeits.
Annals OR, 2012

Foreword.
Annals OR, 2012

2011
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs.
Operations Research, 2011

Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach.
Operations Research, 2011

Optimization via simulation using Gaussian process-based search.
Proceedings of the Winter Simulation Conference 2011, 2011

Large-scale ranking and selection using cloud computing.
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

Speeding up COMPASS for high-dimensional discrete optimization via simulation.
Oper. Res. Lett., 2010

Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations.
Operations Research, 2010

Robust simulation of environmental policies using the DICE model.
Proceedings of the 2010 Winter Simulation Conference, 2010

2009
Revisit of stochastic mesh method for pricing American options.
Oper. Res. Lett., 2009

Simulating Sensitivities of Conditional Value at Risk.
Management Science, 2009

Conditional Monte Carlo Estimation of Quantile Sensitivities.
Management Science, 2009

Estimating Quantile Sensitivities.
Operations Research, 2009

A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk.
Proceedings of the 2009 Winter Simulation Conference, 2009

Estimating the Mean of a Non-linear Function of Conditional Expectation.
Proceedings of the 2009 Winter Simulation Conference, 2009

A Brief Introduction to Optimization via Simulation.
Proceedings of the 2009 Winter Simulation Conference, 2009

09181 Working Group on Hybridization between R&S, DoE and Optimization.
Proceedings of the Sampling-based Optimization in the Presence of Uncertainty, 26.04., 2009

2008
Revisit of stochastic mesh method for pricing American options.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007
A framework for locally convergent random-search algorithms for discrete optimization via simulation.
ACM Trans. Model. Comput. Simul., 2007

Kernel estimation for quantile sensitivities.
Proceedings of the Winter Simulation Conference, WSC 2007, 2007

Monte Carlo simulation in financial engineering.
Proceedings of the Winter Simulation Conference, WSC 2007, 2007

Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization.
Proceedings of the Winter Simulation Conference, WSC 2007, 2007

2006
Discrete Optimization via Simulation Using COMPASS.
Operations Research, 2006

A sequential procedure for neighborhood selection-of-the-best in optimization via simulation.
European Journal of Operational Research, 2006

2005
Discrete optimization via simulation using coordinate search.
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


  Loading...