| Complementarity formulations of l0-norm optimization problems M Feng, JE Mitchell, JS Pang, X Shen, A Wächter Industrial Engineering and Management Sciences. Technical Report …, 2013 | 88 | 2013 |
| Systemic risk components in a network model of contagion J Staum, M Feng, M Liu IIE Transactions 48 (6), 501-510, 2016 | 65 | 2016 |
| Green simulation: Reusing the output of repeated experiments M Feng, J Staum ACM Transactions on Modeling and Computer Simulation (TOMACS) 27 (4), 1-28, 2017 | 45 | 2017 |
| Green simulation designs for repeated experiments M Feng, J Staum 2015 Winter Simulation Conference (WSC), 403-413, 2015 | 24 | 2015 |
| Practical algorithms for value-at-risk portfolio optimization problems M Feng, A Wächter, J Staum Quantitative Finance Letters 3 (1), 1-9, 2015 | 20 | 2015 |
| Unbiased metamodeling via likelihood ratios J Dong, MB Feng, BL Nelson 2018 Winter Simulation Conference (WSC), 1778-1789, 2018 | 13 | 2018 |
| Uniform convergence of sample average approximation with adaptive multiple importance sampling MB Feng, A Maggiar, J Staum, A Wächter 2018 Winter Simulation Conference (WSC), 1646-1657, 2018 | 12* | 2018 |
| Efficient nested simulation for conditional tail expectation of variable annuities O Dang, M Feng, MR Hardy North American Actuarial Journal 24 (2), 187-210, 2020 | 11 | 2020 |
| Coherent distortion risk measures in portfolio selection MB Feng, KS Tan Systems Engineering Procedia 4, 25-34, 2012 | 10 | 2012 |
| Efficient simulation designs for valuation of large variable annuity portfolios BM Feng, Z Tan, J Zheng North American Actuarial Journal 24 (2), 275-289, 2020 | 9 | 2020 |
| Efficient input uncertainty quantification via green simulation using sample path likelihood ratios BM Feng, E Song 2019 Winter Simulation Conference (WSC), 3693-3704, 2019 | 8 | 2019 |
| Green simulation optimization using likelihood ratio estimators DJ Eckman, MB Feng 2018 Winter Simulation Conference (WSC), 2049-2060, 2018 | 7 | 2018 |
| Green simulation assisted reinforcement learning with model risk for biomanufacturing learning and control H Zheng, W Xie, MB Feng 2020 Winter Simulation Conference (WSC), 337-348, 2020 | 6 | 2020 |
| Green simulation with database Monte Carlo M Feng, J Staum 2016 Winter Simulation Conference (WSC), 1108-1118, 2016 | 5* | 2016 |
| Dynamic importance allocated nested simulation for variable annuity risk measurement O Dang, M Feng, MR Hardy Annals of Actuarial Science 16 (2), 319-348, 2022 | 3 | 2022 |
| Green simulation assisted policy gradient to accelerate stochastic process control H Zheng, W Xie, MB Feng arXiv preprint arXiv:2110.08902, 2021 | 3 | 2021 |
| Efficient nested simulation of tail risk measures JO Dang, BM Feng, MR Hardy 2019 Winter Simulation Conference (WSC), 938-949, 2019 | 3 | 2019 |
| Optimal nested simulation experiment design via likelihood ratio method MB Feng, E Song arXiv preprint arXiv:2008.13087, 2020 | 2 | 2020 |
| Variance Reduction based Experience Replay for Policy Optimization H Zheng, W Xie, MB Feng arXiv preprint arXiv:2208.12341, 2022 | 1 | 2022 |
| Sample Average Approximation with Adaptive Importance Sampling A Wächter, J Staum, A Maggiar, M Feng Technical report, Northwestern University, Evanston, IL, http://www …, 2017 | 1 | 2017 |
Andreas WaechterNorthwestern UniversityVerified email at northwestern.edu
