Yijie Peng

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 70

Top Topics

Markov Decision Process

Reinforcement Learning

Continuous State

Top Venues

INFORMS J. Comput.

Publications

Jinyang Jiang, Zeliang Zhang, Chenliang Xu, Zhaofei Yu, Yijie Peng
One Forward is Enough for Neural Network Training via Likelihood Ratio Method. ICLR (2024)
Zishi Zhang, Yijie Peng
Sample-Efficient Clustering and Conquer Procedures for Parallel Large-Scale Ranking and Selection. CoRR (2024)
Haidong Li, Henry Lam, Yijie Peng
Efficient Learning for Clustering and Optimizing Context-Dependent Designs. Oper. Res. 72 (2) (2024)
Jinyang Jiang, Xiaotian Liu, Tao Ren, Qinghao Wang, Yi Zheng, Yufu Du, Yijie Peng, Cheng Zhang
Deep Reinforcement Learning for Solving Management Problems: Towards A Large Management Mode. CoRR (2024)
Jiaqiao Hu, Xiangyu Yang, Jian-Qiang Hu, Yijie Peng
A Q-learning algorithm for Markov decision processes with continuous state spaces. Syst. Control. Lett. 187 (2024)
Zeliang Zhang, Jinyang Jiang, Zhuo Liu, Susan Liang, Yijie Peng, Chenliang Xu
Approximated Likelihood Ratio: A Forward-Only and Parallel Framework for Boosting Neural Network Training. CoRR (2024)
Ruihan Zhou, L. Jeff Hong, Yijie Peng
AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems. CoRR (2024)
Xinbo Shi, Yijie Peng, Gongbo Zhang
Top-Two Thompson Sampling for Selecting Context-Dependent Best Designs. WSC (2023)
Gongbo Zhang, Xiaotian Liu, Yijie Peng
A Simulation Optimization Method for Scheduling Automated Guided Vehicles in a Stochastic Warehouse Management System. WSC (2023)
Ruihan Zhou, Yijie Peng
POMDP-Based Ranking and Selection. WSC (2023)
Gongbo Zhang, Yijie Peng, Jianghua Zhang, Enlu Zhou
Alternatives. INFORMS J. Comput. 35 (6) (2023)
Jinyang Jiang, Jiaqiao Hu, Yijie Peng
Quantile-Based Deep Reinforcement Learning using Two-Timescale Policy Gradient Algorithms. CoRR (2023)
Gongbo Zhang, Bin Chen, Qing-Shan Jia, Yijie Peng
Efficient Sampling Policy for Selecting a Subset With the Best. IEEE Trans. Autom. Control. 68 (8) (2023)
Lei Lei, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
Copula sensitivity analysis for portfolio credit derivatives. Eur. J. Oper. Res. 308 (1) (2023)
Jinyang Jiang, Zeliang Zhang, Chenliang Xu, Zhaofei Yu, Yijie Peng
Training Neural Networks without Backpropagation: A Deeper Dive into the Likelihood Ratio Method. CoRR (2023)
Zeliang Zhang, Jinyang Jiang, Minjie Chen, Zhiyuan Wang, Yijie Peng, Zhaofei Yu
A Novel Noise Injection-based Training Scheme for Better Model Robustness. CoRR (2023)
Haidong Li, Long Wang, Yijie Peng, Di Wang
Efficient Bandwidth Selection for Kernel Density Estimation. WSC (2023)
Li Xiao, Zeliang Zhang, Jinyang Jiang, Yijie Peng
Noise Optimization in Artificial Neural Networks. CASE (2022)
Zhongshun Shi, Yijie Peng, Leyuan Shi, Chun-Hung Chen, Michael C. Fu
Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination. INFORMS J. Comput. 34 (1) (2022)
Lei Lei, Christos Alexopoulos, Yijie Peng, James R. Wilson
Estimating Confidence Regions for Distortion Risk Measures and Their Gradients. WSC (2022)
Haidong Li, Anzhi Sheng, Yijie Peng, Long Wang
Efficient Distributed Learning in Stochastic Non-cooperative Games without Information Exchange. CoRR (2022)
Gongbo Zhang, Yijie Peng, Yilong Xu
An Efficient Dynamic Sampling Policy For Monte Carlo Tree Search. CoRR (2022)
Yijie Peng, Gongbo Zhang
Thompson Sampling Meets Ranking and Selection. WSC (2022)
Jiaqiao Hu, Yijie Peng, Gongbo Zhang, Qi Zhang
A Stochastic Approximation Method for Simulation-Based Quantile Optimization. INFORMS J. Comput. 34 (6) (2022)
Jinyang Jiang, Yijie Peng, Jiaqiao Hu
Quantile-Based Policy Optimization for Reinforcement Learning. WSC (2022)
Jinyang Jiang, Jiaqiao Hu, Yijie Peng
Quantile-Based Policy Optimization for Reinforcement Learning. CoRR (2022)
Gongbo Zhang, Yijie Peng, Yilong Xu
An Efficient Dynamic Sampling Policy for Monte Carlo Tree Search. 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)
Li Xiao, Yinhao Li, Luxi Qv, Xinxia Tian, Yijie Peng, S. Kevin Zhou
Pathological Image Segmentation with Noisy Labels. CoRR (2021)
Haidong Li, Xiaoyun Xu, Yijie Peng, Chun-Hung Chen
Efficient Learning for Selecting Important Nodes in Random Network. IEEE Trans. Autom. Control. 66 (3) (2021)
Gongbo Zhang, Yijie Peng, Jianghua Zhang, Enlu Zhou
Dynamic Sampling Policy For Subset Selection. WSC (2021)
Peter W. Glynn, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
Computing Sensitivities for Distortion Risk Measures. INFORMS J. Comput. 33 (4) (2021)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu, Ilya O. Ryzhov
Efficient Sampling Allocation Procedures for Optimal Quantile Selection. INFORMS J. Comput. 33 (1) (2021)
Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin
Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. WSC (2021)
Gongbo Zhang, Yijie Peng, Shuhuai Yang
Gradient-Based Simulation Optimization for Economic Design of Control Charts. CASE (2021)
Li Xiao, Zeliang Zhang, Yijie Peng
Noise Optimization for Artificial Neural Networks. CoRR (2021)
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)
Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. INFORMS J. Comput. 32 (2) (2020)
Gongbo Zhang, Haidong Li, Yijie Peng
Sequential Sampling for a Ranking and Selection Problem with Exponential Sampling Distributions. WSC (2020)
Yijie Peng, Michael C. Fu, Bernd Heidergott, Henry Lam
Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling. Oper. Res. 68 (6) (2020)
Gongbo Zhang, Chun-Hung Chen, Qing-Shan Jia, Yijie Peng
Dynamic Sampling Allocation for Selecting a Good Enough Alternative. CASE (2020)
Peter W. Glynn, Lin Fan, Michael C. Fu, Jian-Qiang Hu, Yijie Peng
Technical Note - Central Limit Theorems for Estimated Functions at Estimated Points. Oper. Res. 68 (5) (2020)
Haidong Li, Henry Lam, Zhe Liang, Yijie Peng
Context-Dependent Ranking and Selection under a Bayesian Framework. WSC (2020)
Lei Lei, Christos Alexopoulos, Yijie Peng, James R. Wilson
Confidence Intervals and Regions for Quantiles using Conditional Monte Carlo and Generalized Likelihood Ratios. WSC (2020)
Yijie Peng, Jie Song, Jie Xu, Edwin K. P. Chong
Stochastic Control Framework for Determining Feasible Alternatives in Sampling Allocation. IEEE Trans. Autom. Control. 65 (6) (2020)
Zhenyu Cui, Michael C. Fu, Yijie Peng, Lingjiong Zhu
Optimal unbiased estimation for expected cumulative discounted cost. Eur. J. Oper. Res. 286 (2) (2020)
Xiangyu Yang, Jian-Qiang Hu, Jiaqiao Hu, Yijie Peng
Asynchronous Value Iteration for Markov Decision Processes with Continuous State Spaces. WSC (2020)
Bowen Pang, Xiaolei Xie, Bernd Heidergott, Yijie Peng
optimizing outpatient Department Staffing Level using Multi-Fidelity Models. CASE (2019)
Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Lei Lei
Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps. WSC (2019)
Haidong Li, Xiaoyun Xu, Yijie Peng, Chun-Hung Chen
Efficient Sampling for Selecting Important Nodes in Random Network. CoRR (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)
Haidong Li, Yijie Peng, Xiaoyun Xu, Chun-Hung Chen, Bernd Heidergott
Dynamic Sampling Procedure for Decomposable Random Networks. WSC (2019)
Yijie Peng, Edward Huang, Jie Xu, Zhongshun Shi, Chun-Hung Chen
A Coordinate Optimization Approach for Concurrent Design. IEEE Trans. Autom. Control. 64 (7) (2019)
Joost Berkhout, Bernd Heidergott, Henry Lam, Yijie Peng
From Data to Stochastic Modeling and Decision Making: What Can We Do Better? Asia Pac. J. Oper. Res. 36 (6) (2019)
Yijie Peng
Preface. Asia Pac. J. Oper. Res. 36 (6) (2019)
Yijie Peng, Jie Xu, Loo Hay Lee, Jianqiang Hu, Chun-Hung Chen
Efficient Simulation Sampling Allocation Using Multifidelity Models. IEEE Trans. Autom. Control. 64 (8) (2019)
Yijie Peng, Chun-Hung Chen, Edwin K. P. Chong, Michael C. Fu
A Review of Static and Dynamic Optimization for Ranking and Selection. WSC (2018)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario. IEEE Trans. Autom. Control. 63 (9) (2018)
Yijie Peng, Jie Song, Jie Xu, Edwin K. P. Chong
Dynamic Sampling for Feasibility Determination. CASE (2018)
Lei Lei, Yijie Peng, Michael C. Fu, Jian-Qiang Hu
Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation. Discret. Event Dyn. Syst. 28 (1) (2018)
Haidong Li, Xiaoyun Xu, Yijie Peng, Chun-Hung Chen
Efficient Sampling Procedure for Selecting the Largest Stationary Probability of a Markov Chain. CASE (2018)
Yijie Peng, Edwin K. P. Chong, Chun-Hung Chen, Michael C. Fu
Ranking and Selection as Stochastic Control. IEEE Trans. Autom. Control. 63 (8) (2018)
Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Bernd Heidergott
A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters. Oper. Res. 66 (2) (2018)
Yijie Peng, Edward Huang, Jie Xu, Chun-Hung Chen
An optimization approach for team coordination through information sharing. CASE (2017)
Yijie Peng, Michael C. Fu
Myopic Allocation Policy With Asymptotically Optimal Sampling Rate. IEEE Trans. Autom. Control. 62 (4) (2017)
Yijie Peng, Edwin K. P. Chong, Chun-Hung Chen, Michael C. Fu
Ranking and Selection as Stochastic Control. CoRR (2017)
Yijie Peng, Michael C. Fu, Peter W. Glynn, Jianqiang Hu
On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation. WSC (2017)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
Dynamic Sampling Allocation and Design Selection. INFORMS J. Comput. 28 (2) (2016)
Yijie Peng, Michael C. Fu, Jian-Qiang Hu
Estimating distribution sensitivity using generalized likelihood ratio method. WODES (2016)
Yijie Peng, Michael C. Fu, Jian-Qiang Hu
On the regularity conditions and applications for generalized likelihood ratio method. WSC (2016)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
Non-monotonicity of probability of correct selection. WSC (2015)
Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu
Efficient Simulation Resource Sharing and Allocation for Selecting the Best. IEEE Trans. Autom. Control. 58 (4) (2013)
Yijie Peng, Michael C. Fu, Chun-Hung Chen, Jian-Qiang Hu
A dynamic framework for statistical selection problems. WSC (2013)