23 citations · 25 across the 3 of their papers we have counts for
4 papers
Statistical Uncertainty Analysis for Stochastic Simulation
Wei Xie, Barry L. Nelson, Russell R. Barton
When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is bot…
Data-Driven Stochastic Optimization for Power Grids Scheduling under High Wind Penetration
Wei Xie, Yuan Yi, Zhi Zhou +1
To address the environmental concern and improve the economic efficiency, the wind power is rapidly integrated into smart grids. However, the inherent uncertainty of wind energy ra…
Global-Local Metamodel Assisted Two-Stage Optimization via Simulation
Wei Xie, Yuan Yi, Hua Zheng
To integrate strategic, tactical and operational decisions, the two-stage optimization has been widely used to guide dynamic decision making. In this paper, we study the two-stage…
A Pooled Quantile Estimator for Parallel Simulations
Qiong Zhang, Bo Wang, Wei Xie
Quantile is an important risk measure quantifying the stochastic system random behaviors. This paper studies a pooled quantile estimator, which is the sample quantile of detailed s…