Follow
Yijie Peng
Title
Cited by
Cited by
Year
Ranking and selection as stochastic control
Y Peng, EKP Chong, CH Chen, MC Fu
IEEE Transactions on Automatic Control 63 (8), 2359-2373, 2018
832018
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Y Peng, MC Fu, JQ Hu, B Heidergott
Operations Research 66 (2), 487-499, 2018
692018
Dynamic sampling allocation and design selection
Y Peng, CH Chen, MC Fu, JQ Hu
INFORMS Journal on Computing 28 (2), 195-208, 2016
562016
Myopic allocation policy with asymptotically optimal sampling rate
Y Peng, MC Fu
IEEE Transactions on Automatic Control 62 (4), 2041-2047, 2016
412016
Efficient simulation resource sharing and allocation for selecting the best
Y Peng, CH Chen, MC Fu, JQ Hu
IEEE Transactions on Automatic Control 58 (4), 1017-1023, 2012
332012
Gradient-based myopic allocation policy: An efficient sampling procedure in a low-confidence scenario
Y Peng, CH Chen, MC Fu, JQ Hu
IEEE Transactions on Automatic Control 63 (9), 3091-3097, 2017
232017
Maximum likelihood estimation by Monte Carlo simulation: Toward data-driven stochastic modeling
Y Peng, MC Fu, B Heidergott, H Lam
Operations Research 68 (6), 1896-1912, 2020
222020
Efficient simulation sampling allocation using multifidelity models
Y Peng, J Xu, LH Lee, J Hu, CH Chen
IEEE Transactions on Automatic Control 64 (8), 3156-3169, 2018
222018
On the variance of single-run unbiased stochastic derivative estimators
Z Cui, MC Fu, JQ Hu, Y Liu, Y Peng, L Zhu
INFORMS Journal on Computing 32 (2), 390-407, 2020
202020
Non-monotonicity of probability of correct selection
Y Peng, CH Chen, MC Fu, JQ Hu
2015 Winter Simulation Conference (WSC), 3678-3689, 2015
202015
On the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation
Y Peng, MC Fu, PW Glynn, J Hu
2017 Winter Simulation Conference (WSC), 2336-2347, 2017
192017
Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation
L Lei, Y Peng, MC Fu, JQ Hu
Discrete Event Dynamic Systems 28, 109-125, 2018
172018
Context-dependent ranking and selection under a bayesian framework
H Li, H Lam, Z Liang, Y Peng
2020 winter simulation conference (WSC), 2060-2070, 2020
162020
Online validation of simulation-based digital twins exploiting time series analysis
G Lugaresi, S Gangemi, G Gazzoni, A Matta
2022 Winter Simulation Conference (WSC), 2912-2923, 2022
152022
A new likelihood ratio method for training artificial neural networks
Y Peng, L Xiao, B Heidergott, LJ Hong, H Lam
INFORMS Journal on Computing 34 (1), 638-655, 2022
152022
Institute of electrical and electronics engineers
B Feng, G Pedrielli, Y Peng, S Shashaani, E Song, C Corlu, L Lee, ...
Inc.: Piscataway, NJ, USA, 1-12, 1963
151963
Validation of digital twins: challenges and opportunities
EY Hua, S Lazarova-Molnar, DP Francis
2022 Winter Simulation Conference (WSC), 2900-2911, 2022
142022
Dynamic sampling allocation under finite simulation budget for feasibility determination
Z Shi, Y Peng, L Shi, CH Chen, MC Fu
INFORMS Journal on Computing 34 (1), 557-568, 2022
142022
Noise optimization in artificial neural networks
L Xiao, Z Zhang, K Huang, J Jiang, Y Peng
IEEE Transactions on Automation Science and Engineering, 2024
132024
Computing sensitivities for distortion risk measures
PW Glynn, Y Peng, MC Fu, JQ Hu
INFORMS Journal on Computing 33 (4), 1520-1532, 2021
132021
The system can't perform the operation now. Try again later.
Articles 1–20