3 papers
cs.AI2026
Optimizing Service Operations via LLM-Powered Multi-Agent Simulation
Yanyuan Wang, Xiaowei Zhang
Service system performance depends on how participants respond to design choices, but modeling these responses is hard due to the complexity of human behavior. We introduce an LLM-…
math.OC2025
"Over-optimizing" for Normality: Budget-constrained Uncertainty Quantification for Contextual Decision-making
Yanyuan Wang, Xiaowei Zhang
We study uncertainty quantification for contextual stochastic optimization, focusing on weighted sample average approximation (wSAA), which uses machine-learned relevance weights b…
stat.ME2022
Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
Wenjia Wang, Yanyuan Wang, Xiaowei Zhang
Nested simulation concerns estimating functionals of a conditional expectation via simulation. In this paper, we propose a new method based on kernel ridge regression to exploit th…