With the rapid progress of large language models (LLMs), LLM-powered multi-agent systems (MAS) are drawing increasing interest across academia and industry. However, many current …
It is known that incorporating gradient information can significantly enhance the prediction accuracy of stochastic kriging. However, such an enhancement cannot be scaled trivially …
This paper considers the problem of ranking and selection with covariates (R&S-C), which is first introduced by Shen et al. (2017) and aims to identify a decision rule that …
We consider a new ranking and selection problem in which the performance of each alternative depends on some observable random covariates. The best alternative is thus not constant …
We consider a Bayesian ranking and selection problem in the presence of input distribution uncertainty. The distribution uncertainty is treated from a robust perspective. A naive …
A simulation model is often used as a proxy for the real system of interest in a decision-making process. However, no simulation model is totally representative of the reality. The …
The Poisson process has been an integral part of many models for the arrival process to a telephone call centers. However, several publications in recent years suggest the presence …
The Poisson process has been widely used in the literature to model call center arrivals. In recent years, however, there have been empirical studies suggesting the call arrival …
Classical ranking-and-selection (R&S) procedures cannot be applied directly to select the best decision in the presence of distributional ambiguity. In this paper we propose a …
In this paper we study rare event simulation for the tail probability of an affine point process that generalizes the Hawkes process. By constructing a suitable exponential …