L. Jeff Hong

100 papers A* 1Misc 33Journal 64Unranked 2
YearRankTypeTitle / Venue / Authors
2026 J jnl
Fifty years of stochastic simulation: Where we are and where we need to go.
Eur. J. Oper. Res.
L. Jeff Hong, Barry L. Nelson
2025 J jnl
Additive Distributionally Robust Ranking and Selection.
CoRR
Zaile Li, Yuchen Wan, L. Jeff Hong
2025 J jnl
Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance.
CoRR
Qingkai Zhang, L. Jeff Hong, Houmin Yan
2025 J jnl
Contextual Strongly Convex Simulation Optimization: Optimize then Predict with Inexact Solutions.
CoRR
Nifei Lin, Heng Luo, L. Jeff Hong
2025 J jnl
Gaussian Process-Based Random Search for Continuous Optimization via Simulation.
Oper. Res.
Xiuxian Wang, L. Jeff Hong, Zhibin Jiang, Haihui Shen
2025 J jnl
LLMs for Supply Chain Management.
CoRR
Haojie Wang, Jiuyun Jiang, L. Jeff Hong, Guangxin Jiang
2025 J jnl
New Additive OCBA Procedures for Robust Ranking and Selection.
Asia Pac. J. Oper. Res.
Yuchen Wan, Zaile Li, L. Jeff Hong
2025 J jnl
The (Surprising) Sample Optimality of Greedy Procedures for Large-Scale Ranking and Selection.
Manag. Sci.
Zaile Li, Weiwei Fan, L. Jeff Hong
2025 J jnl
The FA-SAA Algorithm for CVaR Optimization.
Asia Pac. J. Oper. Res.
Nifei Lin, L. Jeff Hong
2025 J jnl
UCB for Large-Scale Pure Exploration: Beyond Sub-Gaussianity.
CoRR
Zaile Li, Weiwei Fan, L. Jeff Hong
2024 J jnl
AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems.
CoRR
Ruihan Zhou, L. Jeff Hong, Yijie Peng
2024 J jnl
Fast Discrete-Event Simulation of Markovian Queueing Networks through Euler Approximation.
CoRR
L. Jeff Hong, Yingda Song, Tan Wang
2024 J jnl
Monte Carlo Estimation of CoVaR.
Oper. Res.
Weihuan Huang, Nifei Lin, L. Jeff Hong
2024 J jnl
Real-Time Derivative Pricing and Hedging with Consistent Metamodels.
INFORMS J. Comput.
Guangxin Jiang, L. Jeff Hong, Haihui Shen
2024 Misc conf
Reliable Online Decision Making with Covariates.
WSC
Heng Luo, Zhiyang Liang, L. Jeff Hong
2024 J jnl
Sample-Optimal Large-Scale Optimal Subset Selection.
CoRR
Zaile Li, Weiwei Fan, L. Jeff Hong
2023 J jnl
Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection.
J. Mach. Learn. Res.
Wenhao Li, Ningyuan Chen, L. Jeff Hong
2023 Misc conf
Fast Approximation to Discrete-Event Simulation of Markovian Queueing Networks.
WSC
Tan Wang, Yingda Song, L. Jeff Hong
2023 J jnl
Large-Scale Inventory Optimization: A Recurrent Neural Networks-Inspired Simulation Approach.
INFORMS J. Comput.
Tan Wang, L. Jeff Hong
2023 J jnl
Learning to Simulate: Generative Metamodeling via Quantile Regression.
CoRR
L. Jeff Hong, Yanxi Hou, Qingkai Zhang, Xiaowei Zhang
2023 — conf
Sensitivity Analysis of CoVaR.
CASE
Han Fu, L. Jeff Hong, Guangxin Jiang
2023 Misc conf
Upper-Confidence-Bound Procedure for Robust Selection of The Best.
WSC
Yuchen Wan, L. Jeff Hong, Weiwei Fan
2023 J jnl
Who Is Next: Patient Prioritization Under Emergency Department Blocking.
Oper. Res.
Wenhao Li, Zhankun Sun, L. Jeff Hong
2022 J jnl
A New Likelihood Ratio Method for Training Artificial Neural Networks.
INFORMS J. Comput.
Yijie Peng, Li Xiao, Bernd Heidergott, L. Jeff Hong, Henry Lam
2022 J jnl
Integrating Algorithmic Sampling-Based Motion Planning with Learning in Autonomous Driving.
ACM Trans. Intell. Syst. Technol.
Yifan Zhang, Jinghuai Zhang, Jindi Zhang, Jianping Wang, Kejie Lu, L. Jeff Hong
2022 J jnl
Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments.
Oper. Res.
Ying Zhong, L. Jeff Hong
2022 J jnl
Large-Scale Inventory Optimization: A Recurrent-Neural-Networks-Inspired Simulation Approach.
CoRR
Tan Wan, L. Jeff Hong
2022 J jnl
Meaningful sensitivities: A new family of simulation sensitivity measures.
IISE Trans.
Xi Jiang, Barry L. Nelson, L. Jeff Hong
2022 Misc conf
Non-Myopic Knowledge Gradient Policy for Ranking and Selection.
WSC
Kexin Qin, L. Jeff Hong, Weiwei Fan
2022 J jnl
Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty.
INFORMS J. Comput.
Zhaolin Hu, L. Jeff Hong
2022 J jnl
Solving Large-Scale Fixed-Budget Ranking and Selection Problems.
INFORMS J. Comput.
L. Jeff Hong, Guangxin Jiang, Ying Zhong
2022 J jnl
Speeding Up Paulson's Procedure for Large-Scale Problems Using Parallel Computing.
INFORMS J. Comput.
Ying Zhong, Shaoxuan Liu, Jun Luo, L. Jeff Hong
2021 J jnl
Learning-Based Robust Optimization: Procedures and Statistical Guarantees.
Manag. Sci.
L. Jeff Hong, Zhiyuan Huang, Henry Lam
2021 Misc conf
Option Pricing by Neural Stochastic Differential Equations: A Simulation-Optimization Approach.
WSC
Shoudao Wang, L. Jeff Hong
2021 J jnl
Ranking and Selection with Covariates for Personalized Decision Making.
INFORMS J. Comput.
Haihui Shen, L. Jeff Hong, Xiaowei Zhang
2020 A* conf
A Novel Learning Framework for Sampling-Based Motion Planning in Autonomous Driving.
AAAI
Yifan Zhang, Jinghuai Zhang, Jindi Zhang, Jianping Wang, Kejie Lu, L. Jeff Hong
2020 J jnl
Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection.
CoRR
Wenhao Li, Ningyuan Chen, L. Jeff Hong
2020 J jnl
Distributionally Robust Selection of the Best.
Manag. Sci.
Weiwei Fan, L. Jeff Hong, Xiaowei Zhang
2020 J jnl
Online Risk Monitoring Using Offline Simulation.
INFORMS J. Comput.
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
2020 — conf
Training Artificial Neural Networks by Generalized Likelihood Ratio Method: An Effective Way to Improve Robustness.
CASE
Li Xiao, Yijie Peng, L. Jeff Hong, Zewu Ke, Shuhuai Yang
2019 J jnl
A Dimension-free Algorithm for Contextual Continuum-armed Bandits.
CoRR
Wenhao Li, Ningyuan Chen, L. Jeff Hong
2019 Misc conf
Estimating Sensitivity to Input Model Variance.
WSC
Wendy Xi Jiang, Barry L. Nelson, L. Jeff Hong
2019 J jnl
Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making.
Asia Pac. J. Oper. Res.
L. Jeff Hong, Guangxin Jiang
2019 J jnl
Training Artificial Neural Networks by Generalized Likelihood Ratio Method: Exploring Brain-like Learning to Improve Adversarial Defensiveness.
CoRR
Li Xiao, Yijie Peng, L. Jeff Hong, Zewu Ke
2018 Misc conf
Fully Sequential Ranking and Selection Procedures with PAC Guarantee.
WSC
Ying Zhong, L. Jeff Hong
2018 Misc conf
Gaussian Mixture Model-based Random Search for continuous Optimization via simulation.
WSC
Wenjie Sun, Zhaolin Hu, L. Jeff Hong
2018 J jnl
Replicated Computations Results (RCR) Report for "Reusing Search Data in Ranking and Selection: What Could Possibly Go Wrong?".
ACM Trans. Model. Comput. Simul.
Xianyu Kuang, L. Jeff Hong
2017 Misc conf
A new framework of designing sequential ranking-and-selection procedures.
WSC
Ying Zhong, L. Jeff Hong
2017 J jnl
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.
Oper. Res.
L. Jeff Hong, Sandeep Juneja, Guangwu Liu
2017 Misc conf
Ranking and selection with covariates.
WSC
Haihui Shen, L. Jeff Hong, Xiaowei Zhang
2016 Misc conf
A simulation analytics approach to dynamic risk monitoring.
WSC
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
2016 Misc conf
Approximating data-driven joint chance-constrained programs via uncertainty set construction.
WSC
L. Jeff Hong, Zhiyuan Huang, Henry Lam
2016 J jnl
Indifference-Zone-Free Selection of the Best.
Oper. Res.
Weiwei Fan, L. Jeff Hong, Barry L. Nelson
2016 Misc conf
Speeding up pairwise comparisons for large scale ranking and selection.
WSC
L. Jeff Hong, Jun Luo, Ying Zhong
2015 Misc conf
A statistical perspective on linear programs with uncertain parameters.
WSC
L. Jeff Hong, Henry Lam
2015 J jnl
Capacity reservation for time-sensitive service providers: An application in seaport management.
Eur. J. Oper. Res.
L. Jeff Hong, Xiaowei Xu, Sheng Hao Zhang
2015 J jnl
Chance Constrained Selection of the Best.
INFORMS J. Comput.
L. Jeff Hong, Jun Luo, Barry L. Nelson
2015 J jnl
Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments.
Oper. Res.
Jun Luo, L. Jeff Hong, Barry L. Nelson, Yang Wu
2015 Misc conf
Input uncertainty and indifference-zone ranking & selection.
WSC
Eunhye Song, Barry L. Nelson, L. Jeff Hong
2015 Misc conf
Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences.
WSC
Zhaolin Hu, L. Jeff Hong
2014 Misc conf
A frequentist selection-of-the-best procedure without indifference zone.
WSC
Weiwei Fan, L. Jeff Hong
2014 J jnl
Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search.
Oper. Res.
Lihua Sun, L. Jeff Hong, Zhaolin Hu
2014 J jnl
Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo.
INFORMS J. Comput.
L. Jeff Hong, Zhaolin Hu, Liwei Zhang
2014 J jnl
Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo.
INFORMS J. Comput.
L. Jeff Hong, Sandeep Juneja, Jun Luo
2014 J jnl
Guest Editors' Introduction to Special Issue on the 2012 NSF workshop.
ACM Trans. Model. Comput. Simul.
L. Jeff Hong, Jian-Qiang Hu, Seong-Hee Kim
2014 J jnl
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review.
ACM Trans. Model. Comput. Simul.
L. Jeff Hong, Zhaolin Hu, Guangwu Liu
2014 Misc conf
Scaling and modeling of call center arrivals.
WSC
Xiaowei Zhang, L. Jeff Hong, Jiheng Zhang
2013 J jnl
An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems.
INFORMS J. Comput.
Jie Xu, Barry L. Nelson, L. Jeff Hong
2013 Misc conf
Linking statistical estimation and decision making through simulation.
WSC
Jin Fang, L. Jeff Hong
2013 Misc conf
Robust selection of the best.
WSC
Weiwei Fan, L. Jeff Hong, Xiaowei Zhang
2013 J jnl
Stochastic Trust-Region Response-Surface Method (STRONG) - A New Response-Surface Framework for Simulation Optimization.
INFORMS J. Comput.
Kuo-Hao Chang, L. Jeff Hong, Hong Wan
2012 J jnl
Fighting strategies in a market with counterfeits.
Ann. Oper. Res.
Jie Zhang, L. Jeff Hong, Rachel Q. Zhang
2012 J jnl
Foreword.
Ann. Oper. Res.
L. Jeff Hong, Xiangtong Qi, Fugee Tsung
2012 J jnl
Robust Simulation of Global Warming Policies Using the DICE Model.
Manag. Sci.
Zhaolin Hu, Jing Cao, L. Jeff Hong
2011 J jnl
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs.
Oper. Res.
Guangwu Liu, L. Jeff Hong
2011 Misc conf
Large-scale ranking and selection using cloud computing.
WSC
Jun Luo, L. Jeff Hong
2011 Misc conf
Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities.
WSC
L. Jeff Hong, Guangwu Liu
2011 Misc conf
Optimization via simulation using Gaussian process-based search.
WSC
Lihua Sun, L. Jeff Hong, Zhaolin Hu
2011 J jnl
Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach.
Oper. Res.
L. Jeff Hong, Yi Yang, Liwei Zhang
2010 J jnl
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk.
Oper. Res. Lett.
Lihua Sun, L. Jeff Hong
2010 J jnl
Industrial strength COMPASS: A comprehensive algorithm and software for optimization via simulation.
ACM Trans. Model. Comput. Simul.
Jie Xu, Barry L. Nelson, L. Jeff Hong
2010 J jnl
Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations.
Oper. Res.
L. Jeff Hong, Guangwu Liu
2010 Misc conf
Robust simulation of environmental policies using the DICE model.
WSC
Zhaolin Hu, Jing Cao, L. Jeff Hong
2010 J jnl
Speeding up COMPASS for high-dimensional discrete optimization via simulation.
Oper. Res. Lett.
L. Jeff Hong, Barry L. Nelson, Jie Xu
2009 Misc conf
A Brief Introduction to Optimization via Simulation.
WSC
L. Jeff Hong, Barry L. Nelson
2009 Misc conf
A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk.
WSC
Lihua Sun, L. Jeff Hong
2009 J jnl
Conditional Monte Carlo Estimation of Quantile Sensitivities.
Manag. Sci.
Michael C. Fu, L. Jeff Hong, Jian-Qiang Hu
2009 J jnl
Estimating Quantile Sensitivities.
Oper. Res.
L. Jeff Hong
2009 Misc conf
Estimating the Mean of a Non-linear Function of Conditional Expectation.
WSC
Sandeep Juneja, L. Jeff Hong
2009 J jnl
Revisit of stochastic mesh method for pricing American options.
Oper. Res. Lett.
Guangwu Liu, L. Jeff Hong
2009 J jnl
Simulating Sensitivities of Conditional Value at Risk.
Manag. Sci.
L. Jeff Hong, Guangwu Liu
2008 Misc conf
Revisit of stochastic mesh method for pricing American options.
WSC
Guangwu Liu, L. Jeff Hong
2007 J jnl
A framework for locally convergent random-search algorithms for discrete optimization via simulation.
ACM Trans. Model. Comput. Simul.
L. Jeff Hong, Barry L. Nelson
2007 Misc conf
Kernel estimation for quantile sensitivities.
WSC
Guangwu Liu, L. Jeff Hong
2007 Misc conf
Monte Carlo simulation in financial engineering.
WSC
Nan Chen, L. Jeff Hong
2007 Misc conf
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization.
WSC
Kuo-Hao Chang, L. Jeff Hong, Hong Wan
2006 J jnl
A sequential procedure for neighborhood selection-of-the-best in optimization via simulation.
Eur. J. Oper. Res.
Juta Pichitlamken, Barry L. Nelson, L. Jeff Hong
2006 J jnl
Discrete Optimization via Simulation Using COMPASS.
Oper. Res.
L. Jeff Hong, Barry L. Nelson
2005 Misc conf
Discrete optimization via simulation using coordinate search.
WSC
L. Jeff Hong
2003 Misc conf
Indifference zone selection procedures: an indifference-zone selection procedure with minimum switching and sequential sampling.
WSC
L. Jeff Hong, Barry L. Nelson