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Robust simulation with likelihood-ratio constrained input uncertainty
Hu, Zhaolin; Hong, L. Jeff - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2350-2367
Persistent link: https://www.econbiz.de/10013362754
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Perspective reformulations of semicontinuous quadratically constrained quadratic programs
Zheng, Xiaojin; Pan, Yutong; Hu, Zhaolin - In: INFORMS journal on computing : JOC 33 (2021) 1, pp. 163-179
Persistent link: https://www.econbiz.de/10012496370
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Knockout-tournament procedures for large-scale ranking and selection in parallel computing environments
Zhong, Ying; Hong, L. Jeff - In: Operations research 70 (2022) 1, pp. 432-453
Persistent link: https://www.econbiz.de/10012820664
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An adaptive hyperbox algorithm for high-dimensional discrete optimization via simulation problems
Xu, Jie; Nelson, Barry L.; Hong, L. Jeff - In: INFORMS journal on computing : JOC 25 (2013) 1, pp. 133-146
Persistent link: https://www.econbiz.de/10009728353
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Stochastic trust-region response-surface method (STRONG) : a new response-surface framework for simulation optimization
Chang, Kuo-hao; Hong, L. Jeff; Wan, Hong - In: INFORMS journal on computing : JOC 25 (2013) 2, pp. 230-243
Persistent link: https://www.econbiz.de/10009753758
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Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
Luo, Jun; Hong, L. Jeff; Nelson, Barry L.; Yang, Wu - In: Operations research 63 (2015) 5, pp. 1177-1194
Persistent link: https://www.econbiz.de/10011397822
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Learning-based robust optimization : procedures and statistical guarantees
Hong, L. Jeff; Huang, Zhiyuan; Lam, Henry - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3447-3467
Persistent link: https://www.econbiz.de/10012606927
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Speeding up Paulson's procedure for large-scale problems using parallel computing
Zhong, Ying; Liu, Shaoxuan; Luo, Jun; Hong, L. Jeff - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 586-606
Persistent link: https://www.econbiz.de/10013361321