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L. Jeff Hong

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

35

Venues

2

Active years

2003–2025

Best venue rank

A*

Where they publish

Papers

35 indexed papers, newest first.

YearVenueTitleAuthors
2025WSCSimulation Optimization 2050 and Beyond.Soumyadip Ghosh, Peter J. Haas, L. Jeff Hong, Jonathan Ozik, Benjamin G. Thengvall
2024WSCReliable Online Decision Making with Covariates.Heng Luo, Zhiyang Liang, L. Jeff Hong
2023WSCFast Approximation to Discrete-Event Simulation of Markovian Queueing Networks.Tan Wang, Yingda Song, L. Jeff Hong
2023WSCUpper-Confidence-Bound Procedure for Robust Selection of The Best.Yuchen Wan, L. Jeff Hong, Weiwei Fan
2022WSCNon-Myopic Knowledge Gradient Policy for Ranking and Selection.Kexin Qin, L. Jeff Hong, Weiwei Fan
2021WSCOption Pricing by Neural Stochastic Differential Equations: A Simulation-Optimization Approach.Shoudao Wang, L. Jeff Hong
2020AAAIA Novel Learning Framework for Sampling-Based Motion Planning in Autonomous Driving.Yifan Zhang, Jinghuai Zhang, Jindi Zhang, Jianping Wang, Kejie Lu, L. Jeff Hong
2019WSCEstimating Sensitivity to Input Model Variance.Wendy Xi Jiang, Barry L. Nelson, L. Jeff Hong
2018WSCGaussian Mixture Model-based Random Search for continuous Optimization via simulation.Wenjie Sun, Zhaolin Hu, L. Jeff Hong
2018WSCFully Sequential Ranking and Selection Procedures with PAC Guarantee.Ying Zhong, L. Jeff Hong
2017WSCRanking and selection with covariates.Haihui Shen, L. Jeff Hong, Xiaowei Zhang
2017WSCA new framework of designing sequential ranking-and-selection procedures.Ying Zhong, L. Jeff Hong
2016WSCApproximating data-driven joint chance-constrained programs via uncertainty set construction.L. Jeff Hong, Zhiyuan Huang, Henry Lam
2016WSCSpeeding up pairwise comparisons for large scale ranking and selection.L. Jeff Hong, Jun Luo, Ying Zhong
2016WSCA simulation analytics approach to dynamic risk monitoring.Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
2015WSCA statistical perspective on linear programs with uncertain parameters.L. Jeff Hong, Henry Lam
2015WSCRobust simulation of stochastic systems with input uncertainties modeled by statistical divergences.Zhaolin Hu, L. Jeff Hong
2015WSCInput uncertainty and indifference-zone ranking & selection.Eunhye Song, Barry L. Nelson, L. Jeff Hong
2014WSCA frequentist selection-of-the-best procedure without indifference zone.Weiwei Fan, L. Jeff Hong
2014WSCScaling and modeling of call center arrivals.Xiaowei Zhang, L. Jeff Hong, Jiheng Zhang
2013WSCLinking statistical estimation and decision making through simulation.Jin Fang, L. Jeff Hong
2013WSCRobust selection of the best.Weiwei Fan, L. Jeff Hong, Xiaowei Zhang
2011WSCMonte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities.L. Jeff Hong, Guangwu Liu
2011WSCLarge-scale ranking and selection using cloud computing.Jun Luo, L. Jeff Hong
2011WSCOptimization via simulation using Gaussian process-based search.Lihua Sun, L. Jeff Hong, Zhaolin Hu
2010WSCRobust simulation of environmental policies using the DICE model.Zhaolin Hu, Jing Cao, L. Jeff Hong
2009WSCA Brief Introduction to Optimization via Simulation.L. Jeff Hong, Barry L. Nelson
2009WSCEstimating the Mean of a Non-linear Function of Conditional Expectation.Sandeep Juneja, L. Jeff Hong
2009WSCA General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk.Lihua Sun, L. Jeff Hong
2008WSCRevisit of stochastic mesh method for pricing American options.Guangwu Liu, L. Jeff Hong
2007WSCStochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization.Kuo-Hao Chang, L. Jeff Hong, Hong Wan
2007WSCMonte Carlo simulation in financial engineering.Nan Chen, L. Jeff Hong
2007WSCKernel estimation for quantile sensitivities.Guangwu Liu, L. Jeff Hong
2005WSCDiscrete optimization via simulation using coordinate search.L. Jeff Hong
2003WSCIndifference zone selection procedures: an indifference-zone selection procedure with minimum switching and sequential sampling.L. Jeff Hong, Barry L. Nelson