2 papers
stat.ML2026
Principled Design of Expected Improvement for Continuous Simulation Optimization
Songhao Wang, Jianglin Xia, Haowei Wang +1
Expected improvement based on stochastic kriging (SK) surrogate is widely used in continuous simulation optimization, but unknown heteroscedastic noise makes three basic design cho…
math.OC2025
An Online Non-Stationary Simulation Optimization Approach Based on Regime Switching
Jianglin Xia, Haowei Wang, Songhao Wang +1
Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-sta…