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subject:"Simulation"
type_genre:"Bibliography included"
~person:"Peng, Yijie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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simulation
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Peng, Yijie
Fu, Michael
6
Khalaf, Lynda
5
Goldsman, David Morris
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Hajivassiliou, Vassilis Argyrou
4
Lux, Thomas
4
Boubaker, Heni
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Creel, Michael D.
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Cui, Zhenyu
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Deb, Partha
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Lee, Lung-fei
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3
Pace, R. Kelley
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Shukur, Ghazi
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Stengos, Thanasēs
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Vinod, Hrishikesh D.
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Zhang, Kun
3
Zhu, Lingjiong
3
Agiakloglou, Christos N.
2
Agiropoulos, Charalampos
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Alexopoulos, Christos
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Amirkhalkhali, Saleh
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Operations research
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European journal of operational research : EJOR
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INFORMS journal on computing : JOC
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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1
A stochastic approximation method for simulation-based quantile optimization
Hu, Jiaqiao
;
Peng, Yijie
;
Zhang, Gongbo
;
Zhang, Qi
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 2889-2907
Persistent link: https://www.econbiz.de/10014326308
Saved in:
2
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Saved in:
3
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
4
Optimal unbiased estimation for expected cumulative discounted cost
Cui, Zhenyu
;
Fu, Michael
;
Peng, Yijie
;
Zhu, Lingjiong
- In:
European journal of operational research : EJOR
286
(
2020
)
2
,
pp. 604-618
Persistent link: https://www.econbiz.de/10012291551
Saved in:
5
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
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