L. Jeff Hong

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 38

Top Topics

Monte Carlo Methods

Pairwise Comparisons

Robust Optimization

Top Venues

INFORMS J. Comput.

Publications

L. Jeff Hong, Yingda Song, Tan Wang
Fast Discrete-Event Simulation of Markovian Queueing Networks through Euler Approximation. CoRR (2024)
Ruihan Zhou, L. Jeff Hong, Yijie Peng
AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems. CoRR (2024)
L. Jeff Hong, Yanxi Hou, Qingkai Zhang, Xiaowei Zhang
Learning to Simulate: Generative Metamodeling via Quantile Regression. CoRR (2023)
Tan Wang, Yingda Song, L. Jeff Hong
Fast Approximation to Discrete-Event Simulation of Markovian Queueing Networks. WSC (2023)
Wenhao Li, Ningyuan Chen, L. Jeff Hong
Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection. J. Mach. Learn. Res. 24 (2023)
Tan Wang, L. Jeff Hong
Large-Scale Inventory Optimization: A Recurrent Neural Networks-Inspired Simulation Approach. INFORMS J. Comput. 35 (1) (2023)
Yuchen Wan, L. Jeff Hong, Weiwei Fan
Upper-Confidence-Bound Procedure for Robust Selection of The Best. WSC (2023)
Han Fu, L. Jeff Hong, Guangxin Jiang
Sensitivity Analysis of CoVaR. CASE (2023)
Wenhao Li, Zhankun Sun, L. Jeff Hong
Who Is Next: Patient Prioritization Under Emergency Department Blocking. Oper. Res. 71 (3) (2023)
L. Jeff Hong, Guangxin Jiang, Ying Zhong
Solving Large-Scale Fixed-Budget Ranking and Selection Problems. INFORMS J. Comput. 34 (6) (2022)
Zhaolin Hu, L. Jeff Hong
Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty. INFORMS J. Comput. 34 (4) (2022)
Tan Wan, L. Jeff Hong
Large-Scale Inventory Optimization: A Recurrent-Neural-Networks-Inspired Simulation Approach. CoRR (2022)
Ying Zhong, Shaoxuan Liu, Jun Luo, L. Jeff Hong
Speeding Up Paulson's Procedure for Large-Scale Problems Using Parallel Computing. INFORMS J. Comput. 34 (1) (2022)
Kexin Qin, L. Jeff Hong, Weiwei Fan
Non-Myopic Knowledge Gradient Policy for Ranking and Selection. WSC (2022)
Yijie Peng, Li Xiao, Bernd Heidergott, L. Jeff Hong, Henry Lam
A New Likelihood Ratio Method for Training Artificial Neural Networks. INFORMS J. Comput. 34 (1) (2022)
Ying Zhong, L. Jeff Hong
Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments. Oper. Res. 70 (1) (2022)
Xi Jiang, Barry L. Nelson, L. Jeff Hong
Meaningful sensitivities: A new family of simulation sensitivity measures. IISE Trans. 54 (2) (2022)
L. Jeff Hong, Zhiyuan Huang, Henry Lam
Learning-Based Robust Optimization: Procedures and Statistical Guarantees. Manag. Sci. 67 (6) (2021)
Haihui Shen, L. Jeff Hong, Xiaowei Zhang
Ranking and Selection with Covariates for Personalized Decision Making. INFORMS J. Comput. 33 (4) (2021)
Shoudao Wang, L. Jeff Hong
Option Pricing by Neural Stochastic Differential Equations: A Simulation-Optimization Approach. WSC (2021)
Wenhao Li, Ningyuan Chen, L. Jeff Hong
Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection. CoRR (2020)
Li Xiao, Yijie Peng, L. Jeff Hong, Zewu Ke, Shuhuai Yang
Training Artificial Neural Networks by Generalized Likelihood Ratio Method: An Effective Way to Improve Robustness. CASE (2020)
Weiwei Fan, L. Jeff Hong, Xiaowei Zhang
Distributionally Robust Selection of the Best. Manag. Sci. 66 (1) (2020)
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
Online Risk Monitoring Using Offline Simulation. INFORMS J. Comput. 32 (2) (2020)
Wendy Xi Jiang, Barry L. Nelson, L. Jeff Hong
Estimating Sensitivity to Input Model Variance. WSC (2019)
Wenhao Li, Ningyuan Chen, L. Jeff Hong
A Dimension-free Algorithm for Contextual Continuum-armed Bandits. CoRR (2019)
L. Jeff Hong, Guangxin Jiang
Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making. Asia Pac. J. Oper. Res. 36 (6) (2019)
Li Xiao, Yijie Peng, L. Jeff Hong, Zewu Ke
Training Artificial Neural Networks by Generalized Likelihood Ratio Method: Exploring Brain-like Learning to Improve Adversarial Defensiveness. CoRR (2019)
Xianyu Kuang, L. Jeff Hong
Replicated Computations Results (RCR) Report for "Reusing Search Data in Ranking and Selection: What Could Possibly Go Wrong?". ACM Trans. Model. Comput. Simul. 28 (3) (2018)
Ying Zhong, L. Jeff Hong
Fully Sequential Ranking and Selection Procedures with PAC Guarantee. WSC (2018)
Wenjie Sun, Zhaolin Hu, L. Jeff Hong
Gaussian Mixture Model-based Random Search for continuous Optimization via simulation. WSC (2018)
L. Jeff Hong, Sandeep Juneja, Guangwu Liu
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement. Oper. Res. 65 (3) (2017)
Ying Zhong, L. Jeff Hong
A new framework of designing sequential ranking-and-selection procedures. WSC (2017)
Haihui Shen, L. Jeff Hong, Xiaowei Zhang
Ranking and selection with covariates. WSC (2017)
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
A simulation analytics approach to dynamic risk monitoring. WSC (2016)
L. Jeff Hong, Jun Luo, Ying Zhong
Speeding up pairwise comparisons for large scale ranking and selection. WSC (2016)
Weiwei Fan, L. Jeff Hong, Barry L. Nelson
Indifference-Zone-Free Selection of the Best. Oper. Res. 64 (6) (2016)
L. Jeff Hong, Zhiyuan Huang, Henry Lam
Approximating data-driven joint chance-constrained programs via uncertainty set construction. WSC (2016)
L. Jeff Hong, Jun Luo, Barry L. Nelson
Chance Constrained Selection of the Best. INFORMS J. Comput. 27 (2) (2015)
Jun Luo, L. Jeff Hong, Barry L. Nelson, Yang Wu
Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments. Oper. Res. 63 (5) (2015)
L. Jeff Hong, Henry Lam
A statistical perspective on linear programs with uncertain parameters. WSC (2015)
Eunhye Song, Barry L. Nelson, L. Jeff Hong
Input uncertainty and indifference-zone ranking & selection. WSC (2015)
Zhaolin Hu, L. Jeff Hong
Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences. WSC (2015)
L. Jeff Hong, Xiaowei Xu, Sheng Hao Zhang
Capacity reservation for time-sensitive service providers: An application in seaport management. Eur. J. Oper. Res. 245 (2) (2015)
L. Jeff Hong, Jian-Qiang Hu, Seong-Hee Kim
Guest Editors' Introduction to Special Issue on the 2012 NSF workshop. ACM Trans. Model. Comput. Simul. 24 (4) (2014)
L. Jeff Hong, Sandeep Juneja, Jun Luo
Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo. INFORMS J. Comput. 26 (4) (2014)
Xiaowei Zhang, L. Jeff Hong, Jiheng Zhang
Scaling and modeling of call center arrivals. WSC (2014)
L. Jeff Hong, Zhaolin Hu, Guangwu Liu
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review. ACM Trans. Model. Comput. Simul. 24 (4) (2014)
Weiwei Fan, L. Jeff Hong
A frequentist selection-of-the-best procedure without indifference zone. WSC (2014)
Lihua Sun, L. Jeff Hong, Zhaolin Hu
Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search. Oper. Res. 62 (6) (2014)
L. Jeff Hong, Zhaolin Hu, Liwei Zhang
Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo. INFORMS J. Comput. 26 (2) (2014)
Jin Fang, L. Jeff Hong
Linking statistical estimation and decision making through simulation. WSC (2013)
Weiwei Fan, L. Jeff Hong, Xiaowei Zhang
Robust selection of the best. WSC (2013)
Kuo-Hao Chang, L. Jeff Hong, Hong Wan
Stochastic Trust-Region Response-Surface Method (STRONG) - A New Response-Surface Framework for Simulation Optimization. INFORMS J. Comput. 25 (2) (2013)
Jie Xu, Barry L. Nelson, L. Jeff Hong
An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems. INFORMS J. Comput. 25 (1) (2013)
L. Jeff Hong, Xiangtong Qi, Fugee Tsung
Foreword. Ann. Oper. Res. 192 (1) (2012)
Jie Zhang, L. Jeff Hong, Rachel Q. Zhang
Fighting strategies in a market with counterfeits. Ann. Oper. Res. 192 (1) (2012)
Zhaolin Hu, Jing Cao, L. Jeff Hong
Robust Simulation of Global Warming Policies Using the DICE Model. Manag. Sci. 58 (12) (2012)
Lihua Sun, L. Jeff Hong, Zhaolin Hu
Optimization via simulation using Gaussian process-based search. WSC (2011)
L. Jeff Hong, Yi Yang, Liwei Zhang
Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach. Oper. Res. 59 (3) (2011)
Guangwu Liu, L. Jeff Hong
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs. Oper. Res. 59 (1) (2011)
Jun Luo, L. Jeff Hong
Large-scale ranking and selection using cloud computing. WSC (2011)
L. Jeff Hong, Guangwu Liu
Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities. WSC (2011)
Zhaolin Hu, Jing Cao, L. Jeff Hong
Robust simulation of environmental policies using the DICE model. WSC (2010)
Lihua Sun, L. Jeff Hong
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk. Oper. Res. Lett. 38 (4) (2010)
L. Jeff Hong, Guangwu Liu
Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations. Oper. Res. 58 (2) (2010)
Jie Xu, Barry L. Nelson, L. Jeff Hong
Industrial strength COMPASS: A comprehensive algorithm and software for optimization via simulation. ACM Trans. Model. Comput. Simul. 20 (1) (2010)
L. Jeff Hong, Barry L. Nelson, Jie Xu
Speeding up COMPASS for high-dimensional discrete optimization via simulation. Oper. Res. Lett. 38 (6) (2010)
L. Jeff Hong, Guangwu Liu
Simulating Sensitivities of Conditional Value at Risk. Manag. Sci. 55 (2) (2009)
Michael C. Fu, L. Jeff Hong, Jian-Qiang Hu
Conditional Monte Carlo Estimation of Quantile Sensitivities. Manag. Sci. 55 (12) (2009)
L. Jeff Hong, Barry L. Nelson
A Brief Introduction to Optimization via Simulation. WSC (2009)
Lihua Sun, L. Jeff Hong
A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk. WSC (2009)
Guangwu Liu, L. Jeff Hong
Revisit of stochastic mesh method for pricing American options. Oper. Res. Lett. 37 (6) (2009)
L. Jeff Hong
Estimating Quantile Sensitivities. Oper. Res. 57 (1) (2009)
Sandeep Juneja, L. Jeff Hong
Estimating the Mean of a Non-linear Function of Conditional Expectation. WSC (2009)
Guangwu Liu, L. Jeff Hong
Revisit of stochastic mesh method for pricing American options. WSC (2008)
Kuo-Hao Chang, L. Jeff Hong, Hong Wan
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization. WSC (2007)
Guangwu Liu, L. Jeff Hong
Kernel estimation for quantile sensitivities. WSC (2007)
L. Jeff Hong, Barry L. Nelson
A framework for locally convergent random-search algorithms for discrete optimization via simulation. ACM Trans. Model. Comput. Simul. 17 (4) (2007)
Nan Chen, L. Jeff Hong
Monte Carlo simulation in financial engineering. WSC (2007)
Juta Pichitlamken, Barry L. Nelson, L. Jeff Hong
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation. Eur. J. Oper. Res. 173 (1) (2006)
L. Jeff Hong, Barry L. Nelson
Discrete Optimization via Simulation Using COMPASS. Oper. Res. 54 (1) (2006)
L. Jeff Hong
Discrete optimization via simulation using coordinate search. WSC (2005)
L. Jeff Hong, Barry L. Nelson
Indifference zone selection procedures: an indifference-zone selection procedure with minimum switching and sequential sampling. WSC (2003)