L. Jeff Hong's Research Group
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Gaussian process based search for continuous optimization via simulation
Wang, X., L. J. Hong, Z. Jiang, and H. Shen
January 2022
Project
Preprint
Type
Preprint
Publication
Operations Research, submitted
Simulation Optimization
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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
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