Jeremy Staum

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-6163-2624

Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208

Publications

• Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms — Operations Research 2019
• Generalized Integrated Brownian Fields for Simulation Metamodeling — Operations Research 2019
• Multilevel Monte Carlo Metamodeling — Operations Research 2017
• Stochastic Kriging for Simulation Metamodeling — Operations Research 2010
• A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation — Operations Research 2010
• Simulation of Coherent Risk Measures Based on Generalized Scenarios — Management Science 2007
• Resource Allocation Among Simulation Time Steps — Operations Research 2003
• Conditioning on One-Step Survival for Barrier Option Simulations — Operations Research 2001