5 citations · 5 across the 3 of their papers we have counts for
3 papers
math.OC2025
Regular Tree Search for Simulation Optimization
Du-Yi Wang, Guo Liang, Guangwu Liu +1
Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random se…
math.OC2025
Enhanced Derivative-Free Optimization Using Adaptive Correlation-Induced Finite Difference Estimators
Guo Liang, Guangwu Liu, Kun Zhang
Gradient-based methods are well-suited for derivative-free optimization (DFO), where finite-difference (FD) estimates are commonly used as gradient surrogates. Traditional stochast…
q-fin.RM2022★ 5 cited
Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement
Kun Zhang, Ben Mingbin Feng, Guangwu Liu +1
Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios…