L. Jeff Hong's Research Group
L. Jeff Hong's Research Group
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Robust simulation with likelihood-ratio constrained input uncertainty
Hu, Z. and L. J. Hong
January 2022
Code
Project
Project
Preprint
Type
Journal article
Publication
INFORMS Journal on Computing, forthcoming
Monte Carlo Methods in Stochastic Programming
Emerging areas in Stochastic Simulation
Related
Learning-based robust optimization procedures and statistical guarantee
Approximating data-driven joint chance constrained programs via uncertainty set construction
Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences
A new likelihood ratio method for training artificial neural networks
Integrating Algorithmic Sampling-Based Motion Planning with Learning in Autonomous Driving
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