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Utility-based shortfall risk: Efficient computations via Monte Carlo
Hu, Zhaolin; Zhang, Dali - In: Naval Research Logistics (NRL) 65 (2018) 5, pp. 378-392
Persistent link: https://www.econbiz.de/10012084221
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Technical note
Hong, L. Jeff; Li, Chenghuai; Luo, Jun - In: Naval Research Logistics (NRL) 67 (2020) 5, pp. 368-379
Persistent link: https://www.econbiz.de/10012273881
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Technical note—Knowledge gradient for selection with covariates : Consistency and computation
Ding, Liang; Hong, L. Jeff; Shen, Haihui; Zhang, Xiaowei - In: Naval Research Logistics (NRL) 69 (2021) 3, pp. 496-507
Persistent link: https://www.econbiz.de/10012808657
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On gamma estimation via matrix kriging
Yun, Xin; Hong, L. Jeff; Jiang, Guangxin; Wang, Shouyang - In: Naval Research Logistics (NRL) 66 (2019) 5, pp. 393-410
Persistent link: https://www.econbiz.de/10012084251