L. Jeff Hong
35 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0001-7011-4001
University of Minnesota, Twin Cities
Publications
- Gaussian Process-Based Random Search for Continuous Optimization via Simulation — Operations Research 2025
- The (Surprising) Sample Optimality of Greedy Procedures for Large-Scale Ranking and Selection — Management Science 2025
- Real-Time Derivative Pricing and Hedging with Consistent Metamodels — INFORMS Journal on Computing 2024
- Monte Carlo Estimation of CoVaR — Operations Research 2024
- Large-Scale Inventory Optimization: A Recurrent Neural Networks–Inspired Simulation Approach — INFORMS Journal on Computing 2023
- Who Is Next: Patient Prioritization Under Emergency Department Blocking — Operations Research 2023
- Speeding Up Paulson’s Procedure for Large-Scale Problems Using Parallel Computing — INFORMS Journal on Computing 2022
- Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments — Operations Research 2022
- A New Likelihood Ratio Method for Training Artificial Neural Networks — INFORMS Journal on Computing 2022
- Solving Large-Scale Fixed-Budget Ranking and Selection Problems — INFORMS Journal on Computing 2022
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty — INFORMS Journal on Computing 2022
- Earning and Learning with Varying Cost — Production and Operations Management 2021
- Ranking and Selection with Covariates for Personalized Decision Making — INFORMS Journal on Computing 2021
- Learning-Based Robust Optimization: Procedures and Statistical Guarantees — Management Science 2021
- Online Risk Monitoring Using Offline Simulation — INFORMS Journal on Computing 2020
- Distributionally Robust Selection of the Best — Management Science 2020
- Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement — Operations Research 2017
- Indifference-Zone-Free Selection of the Best — Operations Research 2016
- Chance Constrained Selection of the Best — INFORMS Journal on Computing 2015
- Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments — Operations Research 2015
- Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo — INFORMS Journal on Computing 2014
- Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search — Operations Research 2014
- Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo — INFORMS Journal on Computing 2014
- An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems — INFORMS Journal on Computing 2013
- Stochastic Trust-Region Response-Surface Method (STRONG)—A New Response-Surface Framework for Simulation Optimization — INFORMS Journal on Computing 2013
- Robust Simulation of Global Warming Policies Using the DICE Model — Management Science 2012
- Kernel Estimation of the Greeks for Options with Discontinuous Payoffs — Operations Research 2011
- Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach — Operations Research 2011
- Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations — Operations Research 2010
- Estimating Quantile Sensitivities — Operations Research 2009
- Simulating Sensitivities of Conditional Value at Risk — Management Science 2009
- Conditional Monte Carlo Estimation of Quantile Sensitivities — Management Science 2009
- Discrete Optimization via Simulation Using COMPASS — Operations Research 2006
- Efficient Nested Estimation of CoVaR: A Decoupled Approach — Operations Research
- Learning to Simulate: Generative Metamodeling via Quantile Regression — INFORMS Journal on Computing