Publications

Wenjia Wang, Yanyuan Wang, Xiaowei Zhang (2024). Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions. Management Science 70(12):9031-9057.

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L. Jeff Hong, Yanxi Hou, Qingkai Zhang, Xiaowei Zhang (2024). Learning to Simulate: Generative Metamodeling via Quantile Regression. Submitted.

Preprint Project

Jin Li, Ye Luo, Xiaowei Zhang (2024). Seesaw Experimentation: A/B Tests with Spillovers. Submitted.

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Hanzhe Li, Jin Li, Ye Luo, Xiaowei Zhang (2024). AI Persuasion, Bayesian Attribution, and Career Concerns of Doctors. Submitted.

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Liao Wang, Jin Yao, Xiaowei Zhang (2024). How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model. Management Science 70(7):4167-4952.

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Liang Ding, Xiaowei Zhang (2024). Sample and Computationally Efficient Stochastic Kriging in High Dimensions. Operations Research 72(2):660–683.

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Wenjia Wang, Xiaowei Zhang, Lu Zou (2023). Regret Optimality of GP-UCB. Submitted.

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L. Jeff Hong, Weihuan Huang, Jiheng Zhang, Xiaowei Zhang (2023). Staffing under Taylor's Law: A Unifying Framework for Bridging Square-root and Linear Safety Rules. Submitted.

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Jin Li, Ye Luo, Xiaowei Zhang (2023). Dynamic Selection in Algorithmic Decision-making. Submitted.

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Jin Li, Ye Luo, Xiaowei Zhang (2022). Causal Reinforcement Learning: An Instrumental Variable Approach. Submitted.

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Liang Ding, L. Jeff Hong, Haihui Shen, Xiaowei Zhang (2022). Knowledge Gradient for Selection with Covariates: Consistency and Computation. Naval Research Logistics 69(3):496–507.

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L. Jeff Hong, Xiaowei Zhang (2021). Surrogate-Based Simulation Optimization. Emerging Optimization Methods and Modeling Techniques with Applications, 287–311, INFORMS TutORials in Operations Research (Book Chapter).

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Liang Ding, Rui Tuo, Xiaowei Zhang (2021). High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids. Working paper.

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Haihui Shen, L. Jeff Hong, Xiaowei Zhang (2021). Ranking and Selection with Covariates for Personalized Decision Making. INFORMS Journal on Computing 33(4):1500–1519.

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Weiwei Fan, L. Jeff Hong, Xiaowei Zhang (2020). Distributionally Robust Selection of the Best. Management Science 66(1):190–208.

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Haojun Huo, Xiaowei Zhang, Zeyu Zheng (2018). A Scalable Approach to Enhancing Stochastic Kriging with Gradients. Proceedings of the 2018 Winter Simulation Conference, 2213–2224.

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Xiaocheng Li, Xiaowei Zhang, Zeyu Zheng (2018). Data-Driven Ranking and Selection: High-dimensional Covariates and General Dependence. Proceedings of the 2018 Winter Simulation Conference, 1933–1944.

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Xiaowei Zhang, Peter W. Glynn (2018). Affine Jump-Diffusions: Stochastic Stability and Limit Theorems. Working paper.

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Haihui Shen, L. Jeff Hong, Xiaowei Zhang (2018). Enhancing Stochastic Kriging for Queueing Simulation with Stylized Models. IISE Transactions 50(11):943–958.

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Liang Ding, Xiaowei Zhang (2018). Scalable Stochastic Kriging with Markovian Covariances. Working paper.

Preprint Project

Lu Zou, Xiaowei Zhang (2018). Stochastic Kriging for Inadequate Simulation Models. Working paper.

Preprint Project

Haihui Shen, L. Jeff Hong, Xiaowei Zhang (2017). Ranking and Selection with Covariates. Proceedings of the 2017 Winter Simulation Conference, 2137–2148.

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Xiaowei Zhang, Liang Ding (2016). Sequential Sampling for Bayesian Robust Ranking and Selection. Proceedings of the 2016 Winter Simulation Conference, 758–769.

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Xiaowei Zhang, Lu Zou (2016). Simulation Metamodeling in the Presence of Model Inadequacy. Proceedings of the 2016 Winter Simulation Conference, 566–577.

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Xiaowei Zhang, Jose Blanchet, Kay Giesecke, Peter W. Glynn (2015). Affine Point Processes: Approximation and Efficient Simulation. Mathematics of Operations Research 40(4):797–819.

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Xiaowei Zhang, L. Jeff Hong, Jiheng Zhang (2014). Scaling and Modeling of Call Center Arrivals. Proceedings of the 2014 Winter Simulation Conference, 476–485.

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Xiaowei Zhang (2013). A Bayesian Approach for Modeling and Analysis of Call Center Arrivals. Proceedings of the 2013 Winter Simulation Conference, 713–723.

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Weiwei Fan, L. Jeff Hong, Xiaowei Zhang (2013). Robust Selection of the Best. Proceedings of the 2013 Winter Simulation Conference, 713–723.

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Peter W. Glynn, Xiaowei Zhang (2010). A Regenerative Bootstrap Approach to Estimating the Initial Transient. Proceedings of the 2010 Winter Simulation Conference, 965–970.

DOI

Xiaowei Zhang, Peter W. Glynn (2010). On the Dynamics of a Finite Buffer Queue Conditioned on the Amount of Loss. Queueing Systems 67(2):91–110.

Project DOI

Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, Jose Blanchet (2009). Rare Event Simulation for a Generalized Hawkes Process. Proceedings of the 2009 Winter Simulation Conference, 1291–1298.

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Xiaowei Zhang, Jose Blanchet, Peter W. Glynn (2007). Efficient Suboptimal Rare-event Simulation. Proceedings of the 2007 Winter Simulation Conference, 389–397.

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