Prof. HONG Jeff (洪流)

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Research Output

  1. 2020

  2. Technical note: Finite-time regret analysis of Kiefer-Wolfowitz stochastic approximation algorithm and nonparametric multi-product dynamic pricing with unknown demand

    Hong, L. J., Li, C. & Luo, J., Aug 2020, In: Naval Research Logistics. 67, 5, p. 368-379

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
    Check@CityULib

  3. Online risk monitoring using offline simulation

    Jiang, G., Hong, L. J. & Nelson, B. L., 2020, In: INFORMS Journal on Computing. 32, 2, p. 356-375

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 12
    Check@CityULib
  4. 2019

  5. Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making

    Hong, L. J. & Jiang, G., Dec 2019, In: Asia-Pacific Journal of Operational Research. 36, 6, 1940015.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 10
    Check@CityULib

  6. On gamma estimation via matrix kriging

    Yun, X., Hong, L. J., Jiang, G. & Wang, S., Aug 2019, In: Naval Research Logistics. 66, 5, p. 393-410

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Check@CityULib
  7. 2018
  8. Published

    Fully sequential ranking and selection procedures with PAC guarantee

    Zhong, Y. & Jeff Hong, L., Dec 2018, Proceedings of the 2018 Winter Simulation Conference. IEEE, p. 1898-1908 8632439. (Proceedings - Winter Simulation Conference; vol. 2018-December).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Scopus citations: 1
    Check@CityULib
  9. Published

    GAUSSIAN MIXTURE MODEL-BASED RANDOM SEARCH FOR CONTINUOUS OPTIMIZATION VIA SIMULATION

    Sun, W., Hu, Z. & Jeff Hong, L., Dec 2018, 2018 Winter Simulation Conference (WSC). IEEE, p. 2003-2014 8632380. (Proceedings - Winter Simulation Conference; vol. 2018-December).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Scopus citations: 3
    Check@CityULib
  10. Published

    Enhancing stochastic kriging for queueing simulation with stylized models

    Shen, H., Hong, L. J. & Zhang, X., Nov 2018, In: IISE Transactions. 50, 11, p. 943-958

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 6
    Check@CityULib
  11. Published

    Replicated Computations Results (RCR) report for "reusing Search Data in Ranking and Selection: What Could Possibly Go Wrong?"

    KUANG, X. & HONG, L. J., Aug 2018, In: ACM Transactions on Modeling and Computer Simulation. 28, 3, 19.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Check@CityULib
  12. Published

    A simulation-based estimation method for bias reduction

    Fang, J. & Hong, L. J., Jan 2018, In: IISE Transactions. 50, 1, p. 14-26

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
    Check@CityULib
  13. Published

    Ranking and selection with covariates

    Shen, H., Hong, L. J. & Zhang, X., Jan 2018, 2017 Winter Simulation Conference (WSC). IEEE, p. 2137-2148 8247946. (Simulation Winter Conference).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Scopus citations: 4
    Check@CityULib
  14. 2017
  15. Published

    A new framework of designing sequential ranking-and-selection procedures

    Zhong, Y. & Hong, L. J., Dec 2017, Proceedings of the 2017 Winter Simulation Conference (WSC). Chan, W. K. V., D’Ambrogio, A., Zacharewicz, G., Mustafee, N., Wainer, G. & Page, E. (eds.). IEEE, p. 2237-2244

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Scopus citations: 3
    Check@CityULib
  16. Published

    Gradient and Hessian of Joint Probability Function with Applications on Chance-Constrained Programs

    Hong, L. J. & Jiang, G., Dec 2017, In: Journal of the Operations Research Society of China. 5, 4, p. 431-455

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
    Check@CityULib
  17. Published

    Kernel smoothing for nested estimation with application to portfolio risk measurement

    HONG, L. J., Juneja, S. & LIU, G., May 2017, In: Operations Research. 65, 3, p. 657-673

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 14
    Check@CityULib
  18. Published

    Speeding up pairwise comparisons for large scale ranking and Selection

    Hong, L. J., Luo, J. & Zhong, Y., 17 Jan 2017, 2016 Winter Simulation Conference (WSC). Institute of Electrical and Electronics Engineers Inc., p. 749-757

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Check@CityULib
  19. 2016
  20. Published

    Approximating data-driven joint chance-constrained programs via uncertainty set construction

    Hong, L. J., Huang, Z. & Lam, H., Dec 2016, Proceedings - Winter Simulation Conference. Institute of Electrical and Electronics Engineers Inc., p. 389-400

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Check@CityULib
  21. Published

    A simulation analytics approach to dynamic risk monitoring

    Jiang, G., Hong, L. J. & Nelson, B. L., Dec 2016, Proceedings - Winter Simulation Conference. Institute of Electrical and Electronics Engineers Inc., p. 437-447

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Check@CityULib
  22. Published

    Indifference-zone-free selection of the best

    Fan, W., Jeff Hong, L. & Nelson, B. L., Nov 2016, In: Operations Research. 64, 6, p. 1499-1514

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 30
    Check@CityULib
  23. Published

    A statistical perspective on linear programs with uncertain parameters

    Hong, L. J. & Lam, H., 16 Feb 2016, Proceedings - Winter Simulation Conference. Institute of Electrical and Electronics Engineers Inc., Vol. 2016-February. p. 3690-3701 7408527

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Check@CityULib
  24. Published

    Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences

    Hu, Z. & Hong, L. J., 16 Feb 2016, Proceedings - Winter Simulation Conference. Institute of Electrical and Electronics Engineers Inc., Vol. 2016-February. p. 643-654 7408203

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Scopus citations: 3
    Check@CityULib
  25. 2015
  26. Published

    Input uncertainty and indifference-zone ranking and selection

    Song, E., Nelson, B. L. & Hong, L. J., Dec 2015, Proceedings - Winter Simulation Conference. Institute of Electrical and Electronics Engineers Inc., Vol. 2016-February. p. 414-424 7408183

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with ISBN/ISSN) › peer-review

    Check@CityULib
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