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Dynamic sampling allocation and design selection
Peng, Yijie; Chen, Chun-hung; Fu, Michael; Hu, Jian-Qiang - In: INFORMS journal on computing : JOC 28 (2016) 2, pp. 195-208
Persistent link: https://www.econbiz.de/10011489257
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Computing sensitivities for distortion risk measures
Glynn, Peter W.; Peng, Yijie; Fu, Michael; Hu, Jian-Qiang - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
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Efficient sampling allocation procedures for optimal quantile selection
Peng, Yijie; Chen, Chun-hung; Fu, Michael; Hu, Jian-Qiang; … - In: INFORMS journal on computing : JOC 33 (2021) 1, pp. 230-245
Persistent link: https://www.econbiz.de/10012496377
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On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu; Fu, Michael; Hu, Jian-Qiang; Liu, Yanchu; … - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 390-407
Persistent link: https://www.econbiz.de/10012242769