L. Jeff Hong's Research Group
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Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search
Sun, L., L. J. Hong and Z. Hu
January 2014
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Project
Type
Journal article
Publication
Operations Research, 62:1416-1438
Simulation Optimization
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Option Pricing By Neural Stochastic Differential Equations: A Simulation-optimization Approach
Surrogate-based simulation optimization
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