2 citations · 2 across the 3 of their papers we have counts for
6 papers
High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids
Liang Ding, Rui Tuo, Xiaowei Zhang
High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the…
Surrogate-Based Simulation Optimization
L. Jeff Hong, Xiaowei Zhang
Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and…
Distributionally Robust Selection of the Best
Weiwei Fan, L. Jeff Hong, Xiaowei Zhang
Specifying a proper input distribution is often a challenging task in simulation modeling. In practice, there may be multiple plausible distributions that can fit the input data re…
Affine Jump-Diffusions: Stochastic Stability and Limit Theorems
Xiaowei Zhang, Peter W. Glynn
Affine jump-diffusions constitute a large class of continuous-time stochastic models that are particularly popular in finance and economics due to their analytical tractability. Me…
Scalable Stochastic Kriging with Markovian Covariances
Liang Ding, Xiaowei Zhang
Stochastic kriging is a popular technique for simulation metamodeling due to its exibility and analytical tractability. Its computational bottleneck is the inversion of a covarianc…
Stochastic Kriging for Inadequate Simulation Models
Lu Zou, Xiaowei Zhang
Stochastic kriging is a popular metamodeling technique for representing the unknown response surface of a simulation model. However, the simulation model may be inadequate in the s…