L. Jeff Hong's Research Group
L. Jeff Hong's Research Group
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A new likelihood ratio method for training artificial neural networks
Peng, Y., L. Xiao, B. Heidergott, L. J. Hong, and H. Lam
February 2022
Project
Project
Preprint
Type
Journal article
Publication
INFORMS Journal on Computing, forthcoming
Simulation Optimization
Emerging areas in Stochastic Simulation
Related
Large-scale inventory optimization: A recurrent-neural-networks-inspired simulation approach
Option Pricing By Neural Stochastic Differential Equations: A Simulation-optimization Approach
Surrogate-based simulation optimization
Training Artificial Neural Networks by Generalized Likelihood Ratio Method: An Effective Way to Improve Robustness
Gaussian process based search for continuous optimization via simulation
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