1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.OC2026
Understanding the Variance Dichotomy in Continuous Simulation Optimization: A Minimax Lower Bound Perspective
Jianzhong Du, L. Jeff Hong
This paper studies the variance dichotomy in continuous simulation optimization (CSO). Existing literature shows a sharp contrast between deterministic CSO and stochastic CSO, with…
math.OC2025
Optimal Simulation Budget Allocation Under Unknown Sampling Variance
Jianzhong Du, Ilya O. Ryzhov, Siyang Gao
The ranking and selection problem is a popular framework in the simulation literature for studying optimal information collection. We study a version of this problem in which the s…
stat.ME2022★ 1 cited
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…