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Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making
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Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making (2019)Offline Simulation Online Application: A …On the Complexity of Best Arm Identification in Multi-Armed Bandit Models (2014)On the Complexity of Best Arm…The Knowledge Gradient Algorithm for a General Class of Online Learning Problems (2012)The Knowledge Gradient Algori…Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Regret Analysis of Stochastic…The multi-armed bandit problem with covariates (2011)The multi-armed bandit proble…Stochastic Kriging for Simulation Metamodeling (2009)Stochastic Kriging for Simula…Contextual Bandits with Similarity Information (2009)Contextual Bandits with Simil…A Knowledge-Gradient Policy for Sequential Information Collection (2008)A Knowledge-Gradient Policy f…Handbooks in Operations Research and Management Science (2006)Handbooks in Operations Resea…Bandit problems with side observations (2005)Bandit problems with side obs…Stochastic Approximation and Recursive Algorithms and Applications (2003)Stochastic Approximation and …Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…Value At Risk: The New Benchmark for Managing Financial Risk (2000)Value At Risk: The New Benchm…Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)Simulation Budget Allocation …Asymptotically Optimal Importance Sampling and Stratification for Pricing Path‐Dependent Options (1999)Asymptotically Optimal Import…Handbooks in operations research and management science (1989)Handbooks in operations resea…Design of Experiments: Ranking and Selection (1984)Design of Experiments: Rankin…Some aspects of the sequential design of experiments (1952)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Non-stochastic Best Arm Identification and Hyperparameter Optimization (2015)Intelligent facial emotion recognition based on stationary wavelet entropy and Jaya algorithm (2017)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)A Guide to Simulation (1983)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Optimization for Simulation: Theory vs. Practice (2002)Simulation modeling for analysis (2010)Design and Analysis of Experiments for Statistical Selection, Screening and Multiple Comparisons (1996)The Knowledge-Gradient Policy for Correlated Normal Beliefs (2009)A Tutorial on Thompson Sampling (2018)Design and Analysis of Computer Experiments (1989)Statistics for Spatial Data (1993)Statistics for Spatial Data. (1993)Regression and Kriging metamodels with their experimental designs in simulation: A review (2016)Design and Analysis of Simulation Experiments (2018)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)Proceedings of the 2002 Winter Simulation Conference (2002)Computational methods in optimization considering uncertainties – An overview (2008)A unified framework for stochastic optimization (2018)Backtesting Value-at-Risk: A Duration-Based Approach (2004)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Machine Learning in Banking Risk Management: A Literature Review (2019)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)Information-seeking, curiosity, and attention: computational and neural mechanisms (2013)Bandit Algorithms (2020)Stochastic Trust-Region Response-Surface Method (STRONG)—A New Response-Surface Framework for Simulation Optimization (2012)Simulation optimization in inventory replenishment: a classification (2015)Operational Research: methods and applications (2023)
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References

  • 2003Monte Carlo Methods in Financial Engineering3,818 cited
  • 2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
  • 1989Handbooks in operations research and management science2,388 cited
  • 2003Stochastic Approximation and Recursive Algorithms and Applications1,845 cited
  • 2012Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems1,275 cited
  • 2000Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization746 cited
  • 2014On the Complexity of Best Arm Identification in Multi-Armed Bandit Models704 cited
  • 2009Stochastic Kriging for Simulation Metamodeling636 cited
  • 2008A Knowledge-Gradient Policy for Sequential Information Collection447 cited
  • 2006Handbooks in Operations Research and Management Science252 cited
  • 2009Contextual Bandits with Similarity Information238 cited
  • 1999Asymptotically Optimal Importance Sampling and Stratification for Pricing Path‐Dependent Options219 cited
  • 2012The Knowledge Gradient Algorithm for a General Class of Online Learning Problems157 cited
  • 1984Design of Experiments: Ranking and Selection153 cited
  • 2011The multi-armed bandit problem with covariates

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153 cited
  • 2005Bandit problems with side observations129 cited
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