A Simulation Analytics Approach to Dynamic Risk Measurement

Project: Research

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 journalpeer-review

    Scopus citations: 2
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  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 journalpeer-review

    Scopus citations: 14
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  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 journalpeer-review

    Scopus citations: 11
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  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 journalpeer-review

    Check@CityULib