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Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
Wenjia Wang, Yanyuan Wang, Xiaowei Zhang
Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model
Liao Wang, Jin Yao, Xiaowei Zhang
How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model
Sample and Computationally Efficient Stochastic Kriging in High Dimensions
Liang Ding, Xiaowei Zhang
Sample and Computationally Efficient Stochastic Kriging in High Dimensions
Knowledge Gradient for Selection with Covariates: Consistency and Computation
Liang Ding, L. Jeff Hong, Haihui Shen, Xiaowei Zhang
Surrogate-Based Simulation Optimization
L. Jeff Hong, Xiaowei Zhang
Ranking and Selection with Covariates for Personalized Decision Making
Haihui Shen, L. Jeff Hong, Xiaowei Zhang
Ranking and Selection with Covariates for Personalized Decision Making
Distributionally Robust Selection of the Best
Weiwei Fan, L. Jeff Hong, Xiaowei Zhang
Distributionally Robust Selection of the Best
Enhancing Stochastic Kriging for Queueing Simulation with Stylized Models
Haihui Shen, L. Jeff Hong, Xiaowei Zhang
Affine Point Processes: Approximation and Efficient Simulation
Xiaowei Zhang, Jose Blanchet, Kay Giesecke, Peter W. Glynn
Affine Point Processes: Approximation and Efficient Simulation
On the Dynamics of a Finite Buffer Queue Conditioned on the Amount of Loss
Xiaowei Zhang, Peter W. Glynn