| 2025 | ICLR | FLOPS: Forward Learning with OPtimal Sampling. | Tao Ren, Zishi Zhang, Jinyang Jiang, Guanghao Li, Zeliang Zhang, Mingqian Feng, Yijie Peng |
| 2025 | WSC | Quantile-Boosted Stochastic Approximation. | Jinyang Jiang, Bernd F. Heidergott, Yijie Peng |
| 2025 | WSC | A New Stochastic Approximation Method for Gradient-Based Simulated Parameter Estimation. | Zehao Li, Yijie Peng |
| 2025 | WSC | Sample Efficient Exploration Policy for Asynchronous Q-Learning. | Xinbo Shi, Jing Dong, Yijie Peng |
| 2025 | WSC | Guiding Program Synthesis with Monte Carlo Tree Search. | Gongbo Zhang, Yijie Peng |
| 2024 | ICLR | One Forward is Enough for Neural Network Training via Likelihood Ratio Method. | Jinyang Jiang, Zeliang Zhang, Chenliang Xu, Zhaofei Yu, Yijie Peng |
| 2024 | WSC | Distortion Risk Measure-Based Deep Reinforcement Learning. | Jinyang Jiang, Bernd Heidergott, Jiaqiao Hu, Yijie Peng |
| 2024 | WSC | Finite Budget Allocation Improvement in Ranking and Selection. | Xinbo Shi, Yijie Peng, Bruno Tuffin |
| 2024 | WSC | Dynamic Assortment Optimization in Live-Streaming Sales. | Zishi Zhang, Haidong Li, Ying Liu, Yijie Peng |
| 2024 | WSC | Solving Mixed Integer Linear Programs by Monte Carlo Tree Search. | Gongbo Zhang, Yijie Peng |
| 2024 | WSC | Fixed-Precision Ranking and Selection as Markov Decision Process. | Ruihan Zhou, Yijie Peng |
| 2023 | WSC | Efficient Bandwidth Selection for Kernel Density Estimation. | Haidong Li, Long Wang, Yijie Peng, Di Wang |
| 2023 | WSC | Top-Two Thompson Sampling for Selecting Context-Dependent Best Designs. | Xinbo Shi, Yijie Peng, Gongbo Zhang |
| 2023 | WSC | A Simulation Optimization Method for Scheduling Automated Guided Vehicles in a Stochastic Warehouse Management System. | Gongbo Zhang, Xiaotian Liu, Yijie Peng |
| 2023 | WSC | POMDP-Based Ranking and Selection. | Ruihan Zhou, Yijie Peng |
| 2022 | WSC | Quantile-Based Policy Optimization for Reinforcement Learning. | Jinyang Jiang, Yijie Peng, Jiaqiao Hu |
| 2022 | WSC | Estimating Confidence Regions for Distortion Risk Measures and Their Gradients. | Lei Lei, Christos Alexopoulos, Yijie Peng, James R. Wilson |
| 2022 | WSC | Thompson Sampling Meets Ranking and Selection. | Yijie Peng, Gongbo Zhang |
| 2022 | WSC | An Efficient Dynamic Sampling Policy for Monte Carlo Tree Search. | Gongbo Zhang, Yijie Peng, Yilong Xu |
| 2021 | WSC | Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. | Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin |
| 2021 | WSC | Dynamic Sampling Policy For Subset Selection. | Gongbo Zhang, Yijie Peng, Jianghua Zhang, Enlu Zhou |
| 2020 | WSC | Confidence Intervals and Regions for Quantiles using Conditional Monte Carlo and Generalized Likelihood Ratios. | Lei Lei, Christos Alexopoulos, Yijie Peng, James R. Wilson |
| 2020 | WSC | Context-Dependent Ranking and Selection under a Bayesian Framework. | Haidong Li, Henry Lam, Zhe Liang, Yijie Peng |
| 2020 | WSC | Asynchronous Value Iteration for Markov Decision Processes with Continuous State Spaces. | Xiangyu Yang, Jian-Qiang Hu, Jiaqiao Hu, Yijie Peng |
| 2020 | WSC | Sequential Sampling for a Ranking and Selection Problem with Exponential Sampling Distributions. | Gongbo Zhang, Haidong Li, Yijie Peng |
| 2019 | WSC | Dynamic Sampling Procedure for Decomposable Random Networks. | Haidong Li, Yijie Peng, Xiaoyun Xu, Chun-Hung Chen, Bernd Heidergott |
| 2019 | WSC | Estimating Quantile Sensitivity for Financial Models with Correlations and Jumps. | Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Lei Lei |
| 2018 | WSC | A Review of Static and Dynamic Optimization for Ranking and Selection. | Yijie Peng, Chun-Hung Chen, Edwin K. P. Chong, Michael C. Fu |
| 2017 | WSC | On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation. | Yijie Peng, Michael C. Fu, Peter W. Glynn, Jianqiang Hu |
| 2016 | WSC | On the regularity conditions and applications for generalized likelihood ratio method. | Yijie Peng, Michael C. Fu, Jian-Qiang Hu |
| 2015 | WSC | Non-monotonicity of probability of correct selection. | Yijie Peng, Chun-Hung Chen, Michael C. Fu, Jian-Qiang Hu |
| 2013 | WSC | A dynamic framework for statistical selection problems. | Yijie Peng, Michael C. Fu, Chun-Hung Chen, Jian-Qiang Hu |