1 citations · 1 across the 2 of their papers we have counts for
4 papers
Learn-Then-Differentiate Gradient Estimation
Nifei Lin, Qingkai Zhang, L. Jeff Hong
Learn-then-differentiate (LTD) estimates gradients by fitting a model to simulation outputs and differentiating it. We develop a unified framework explaining what LTD differentiate…
Contextual Strongly Convex Simulation Optimization: Optimize then Predict with Inexact Solutions
Nifei Lin, Heng Luo, L. Jeff Hong
In this work, we study contextual strongly convex simulation optimization and adopt an "optimize then predict" (OTP) approach for real-time decision making. In the offline stage, s…
Efficient Nested Estimation of CoVaR: A Decoupled Approach
Nifei Lin, Yingda Song, L. Jeff Hong
This paper addresses the estimation of the systemic risk measure known as CoVaR, which quantifies the risk of a financial portfolio conditional on another portfolio being at risk.…
Fast Discrete-Event Simulation of Markovian Queueing Networks through Euler Approximation
L. Jeff Hong, Yingda Song, Tan Wang
The efficient management of large-scale queueing networks is critical for a variety of sectors, including healthcare, logistics, and customer service, where system performance has…