3 citations · 11 across the 8 of their papers we have counts for
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Convergence Rate Analysis for Optimal Computing Budget Allocation Algorithms
Yanwen Li, Siyang Gao
Ordinal optimization (OO) is a widely-studied technique for optimizing discrete-event dynamic systems (DEDS). It evaluates the performance of the system designs in a finite set by…
Asymptotic Optimality of Myopic Ranking and Selection Procedures
Yanwen Li, Siyang Gao, Zhongshun Shi
Ranking and selection (R&S) is a popular model for studying discrete-event dynamic systems. It aims to select the best design (the design with the largest mean performance) from a…
Convergence Analysis of Stochastic Kriging-Assisted Simulation with Random Covariates
Cheng Li, Siyang Gao, Jianzhong Du
We consider performing simulation experiments in the presence of covariates. Here, covariates refer to some input information other than system designs to the simulation model that…
A Contextual Ranking and Selection Method for Personalized Medicine
Jianzhong Du, Siyang Gao, Chun-Hung Chen
Problem definition: Personalized medicine (PM) seeks the best treatment for each patient among a set of available treatment methods. Since a specific treatment does not work well o…
On the Finite-Time Performance of the Knowledge Gradient Algorithm
Yanwen Li, Siyang Gao
The knowledge gradient (KG) algorithm is a popular and effective algorithm for the best arm identification (BAI) problem. Due to the complex calculation of KG, theoretical analysis…
Contextual Ranking and Selection with Gaussian Processes
Sait Cakmak, Siyang Gao, Enlu Zhou
In many real world problems, we are faced with the problem of selecting the best among a finite number of alternatives, where the best alternative is determined based on context sp…