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03/06/2023
The (Surprising) Rate Optimality of Greedy Procedures for Large-Scale Ranking and Selection
Large-scale ranking and selection (R S), which aims to select the best...
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01/15/2022
Large-Scale Inventory Optimization: A Recurrent-Neural-Networks-Inspired Simulation Approach
Many large-scale production networks include thousands types of final pr...
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05/09/2021
Surrogate-Based Simulation Optimization
Simulation models are widely used in practice to facilitate decision-mak...
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09/17/2020
Dimension Reduction in Contextual Online Learning via Nonparametric Variable Selection
We consider a contextual online learning (multi-armed bandit) problem wi...
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08/01/2020
Review on Ranking and Selection: A New Perspective
In this paper, we briefly review the development of ranking-and-selectio...
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07/15/2019
A Dimension-free Algorithm for Contextual Continuum-armed Bandits
In contextual continuum-armed bandits, the contexts x and the arms y are...
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06/12/2019
Knowledge Gradient for Selection with Covariates: Consistency and Computation
Knowledge gradient is a design principle for developing Bayesian sequent...
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03/14/2019
Distributionally Robust Selection of the Best
Specifying a proper input distribution is often a challenging task in si...
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10/07/2017