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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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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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Efficient estimation of a risk measure requiring two-stage simulation optimization
Wang, Tianxiang; Xu, Jie; Hu, Jian-Qiang; Chen, Chun-hung - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1355-1365
Persistent link: https://www.econbiz.de/10013498797