Search Results - "Hong, L. Jeff"

Gaussian Process-Based Random Search for Continuous Optimization via Simulation.

Authors: Wang, Xiuxian Hong, L. Jeff Jiang, Zhibin et al.

Source: Operations Research. Jan/Feb2025, Vol. 73 Issue 1, p385-407. 23p.

Real-Time Derivative Pricing and Hedging with Consistent Metamodels.

Authors: Jiang, Guangxin Hong, L. Jeff Shen, Haihui

Source: INFORMS Journal on Computing. Sep/Oct2024, Vol. 36 Issue 5, p1168-1189. 22p.

Fifty years of stochastic simulation: Where we are and where we need to go.

Authors: Hong, L. Jeff Nelson, Barry L.

Source: European Journal of Operational Research. May2026, Vol. 330 Issue 3, p701-714. 14p.

Subjects: Simulation methods & models, Operations research, Dynamical systems, Monte Carlo method, Uncertainty (Information theory)

Future research of supply chain resilience: Network perspectives and incorporation of more stakeholders.

Authors: Hong, L. Jeff Jinzhi Li Xiaole Wu et al.

Source: Fundamental Research. Mar2025, Vol. 5 Issue 2, p486-495. 10p.

Large-Scale Inventory Optimization: A Recurrent Neural Networks–Inspired Simulation Approach.

Authors: Wang, Tan Hong, L. Jeff

Source: INFORMS Journal on Computing. Jan/Feb2023, Vol. 35 Issue 1, p196-215. 20p.

Solving Large-Scale Fixed-Budget Ranking and Selection Problems.

Authors: Hong, L. Jeff Jiang, Guangxin Zhong, Ying

Source: INFORMS Journal on Computing. Nov/Dec2022, Vol. 34 Issue 6, p2930-2949. 20p.

Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty.

Authors: Hu, Zhaolin Hong, L. Jeff

Source: INFORMS Journal on Computing. Jul/Aug2022, Vol. 34 Issue 4, p2350-2367. 18p.

Ranking and Selection with Covariates for Personalized Decision Making.

Authors: Shen, Haihui Hong, L. Jeff Zhang, Xiaowei

Source: INFORMS Journal on Computing. 2021, Vol. 33 Issue 4, p1500-1519. 20p.

Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments.

Authors: Zhong, Ying Hong, L. Jeff

Source: Operations Research. Jan/Feb2022, Vol. 70 Issue 1, p432-453. 22p. 3 Diagrams, 7 Charts, 2 Graphs.

Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance.

Authors: Zhang, Qingkai Hong, L. Jeff Yan, Houmin

Source: Naval Research Logistics. Dec2025, p1. 24p. 22 Illustrations.

Learning-Based Robust Optimization: Procedures and Statistical Guarantees.

Authors: Hong, L. Jeff Huang, Zhiyuan Lam, Henry

Source: Management Science (INFORMS). Jun2021, Vol. 67 Issue 6, p3447-3467. 21p.

Review of Large-Scale Simulation Optimization.

Authors: Fan, Wei-Wei Hong, L. Jeff Jiang, Guang-Xin et al.

Source: Journal of the Operations Research Society of China. Sep2025, Vol. 13 Issue 3, p688-722. 35p.

Online Risk Monitoring Using Offline Simulation.

Authors: Jiang, Guangxin Hong, L. Jeff Nelson, Barry L.

Source: INFORMS Journal on Computing. Spring2020, Vol. 32 Issue 2, p356-375. 20p.

Distributionally Robust Selection of the Best.

Authors: Fan, Weiwei Hong, L. Jeff Zhang, Xiaowei

Source: Management Science (INFORMS). Jan2020, Vol. 66 Issue 1, p190-208. 19p.

A New Likelihood Ratio Method for Training Artificial Neural Networks.

Authors: Peng, Yijie Xiao, Li Heidergott, Bernd et al.

Source: INFORMS Journal on Computing; Winter2022, Vol. 34 Issue 1, p638-655, 18p

Speeding Up Paulson's Procedure for Large-Scale Problems Using Parallel Computing.

Authors: Zhong, Ying Liu, Shaoxuan Luo, Jun et al.

Source: INFORMS Journal on Computing; Winter2022, Vol. 34 Issue 1, p586-606, 21p

Preface: Special Issue on Simulation Optimization— A Powerful Tool in Operations Research and Management Science.

Authors: Hong, L. Jeff Luo, Jun Jiang, Guang-Xin et al.

Source: Journal of the Operations Research Society of China. Sep2025, Vol. 13 Issue 3, p685-687. 3p.

Authors: Li, Zaile Fan, Weiwei Hong, L. Jeff

Source: Management Science (INFORMS). Feb2025, Vol. 71 Issue 2, p1238-1259. 22p.

Subject Terms: *Stochastic models, *Simulation methods & models, Linear orderings, Sampling (Process), Sample size (Statistics)

Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.

Authors: Hong, L. Jeff Juneja, Sandeep Guangwu Liu

Source: Operations Research. May-Jun2017, Vol. 65 Issue 3, p657-673. 17p.

Indifference-Zone-Free Selection of the Best.

Authors: Fan, Weiwei Hong, L. Jeff Nelson, Barry L.

Source: Operations Research. Nov/Dec2016, Vol. 64 Issue 6, p1499-1514. 16p. 7 Charts, 4 Graphs.