Jeff Hong
Jeff Hong
School of Management and School of Data Science, Fudan University
Verified email at fudan.edu.cn - Homepage
Title
Cited by
Cited by
Year
Discrete optimization via simulation using COMPASS
LJ Hong, BL Nelson
Operations Research 54 (1), 115-129, 2006
3052006
Industrial strength COMPASS: A comprehensive algorithm and software for optimization via simulation
J Xu, BL Nelson, JL Hong
ACM Transactions on Modeling and Computer Simulation (TOMACS) 20 (1), 1-29, 2010
1672010
Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
LJ Hong, Y Yang, L Zhang
Operations Research 59 (3), 617-630, 2011
1522011
A brief introduction to optimization via simulation
LJ Hong, BL Nelson
Proceedings of the 2009 Winter Simulation Conference (WSC), 75-85, 2009
1492009
Kullback-Leibler divergence constrained distributionally robust optimization
Z Hu, LJ Hong
Available at Optimization Online, 2013
1432013
Simulating sensitivities of conditional value at risk
LJ Hong, G Liu
Management Science 55 (2), 281-293, 2009
1062009
Estimating quantile sensitivities
LJ Hong
Operations research 57 (1), 118-130, 2009
1042009
Stochastic trust-region response-surface method (STRONG)—A new response-surface framework for simulation optimization
KH Chang, LJ Hong, H Wan
INFORMS Journal on Computing 25 (2), 230-243, 2013
832013
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
LJ Hong, Z Hu, G Liu
ACM Transactions on Modeling and Computer Simulation (TOMACS) 24 (4), 1-37, 2014
812014
The tradeoff between sampling and switching: New sequential procedures for indifference-zone selection
LJ Hong, BL Nelson
IIE Transactions 37 (7), 623-634, 2005
772005
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
J Pichitlamken, BL Nelson, LJ Hong
European Journal of Operational Research 173 (1), 283-298, 2006
732006
Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
J Luo, LJ Hong, BL Nelson, Y Wu
Operations Research 63 (5), 1177-1194, 2015
722015
An adaptive hyperbox algorithm for high-dimensional discrete optimization via simulation problems
J Xu, BL Nelson, LJ Hong
INFORMS Journal on Computing 25 (1), 133-146, 2013
682013
A framework for locally convergent random-search algorithms for discrete optimization via simulation
LJ Hong, BL Nelson
ACM Transactions on Modeling and Computer Simulation (TOMACS) 17 (4), 19-es, 2007
622007
Conditional Monte Carlo estimation of quantile sensitivities
MC Fu, LJ Hong, JQ Hu
Management Science 55 (12), 2019-2027, 2009
602009
Selecting the best system when systems are revealed sequentially
LJ Hong, BL Nelson
Iie Transactions 39 (7), 723-734, 2007
572007
Robust simulation of global warming policies using the DICE model
Z Hu, J Cao, LJ Hong
Management science 58 (12), 2190-2206, 2012
542012
Kernel estimation of the Greeks for options with discontinuous payoffs
G Liu, LJ Hong
Operations Research 59 (1), 96-108, 2011
472011
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
L Sun, LJ Hong
Operations Research Letters 38 (4), 246-251, 2010
462010
Fully sequential indifference‐zone selection procedures with variance‐dependent sampling
L Jeff Hong
Naval Research Logistics (NRL) 53 (5), 464-476, 2006
462006
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