2 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…
stat.ME2025
New Additive OCBA Procedures for Robust Ranking and Selection
Yuchen Wan, Zaile Li, L. Jeff Hong
Robust ranking and selection (R&S) is an important and challenging variation of conventional R&S that seeks to select the best alternative among a finite set of alternatives. It ca…