124 citations · 240 across the 9 of their papers we have counts for
10 papers
Variance Reduction in Simulation of Multiclass Processing Networks
Shane G. Henderson, Sean P. Meyn
We use simulation to estimate the steady-state performance of a stable multiclass queueing network. Standard estimators have been seen to perform poorly when the network is heavily…
Comparing the Finite-Time Performance of Simulation-Optimization Algorithms
Naijia Dong, David J. Eckman, Matthias Poloczek +2
We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algori…
Estimating the Probability that a Function Observed with Noise is Convex
Nanjing Jian, Shane G. Henderson
Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists…
Bayes-Optimal Entropy Pursuit for Active Choice-Based Preference Learning
Stephen N. Pallone, Peter I. Frazier, Shane G. Henderson
We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is…
Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation
Peter I. Frazier, Shane G. Henderson, Rolf Waeber
The probabilistic bisection algorithm (PBA) solves a class of stochastic root-finding problems in one dimension by successively updating a prior belief on the location of the root…
Minimizing Multimodular Functions and Allocating Capacity in Bike-Sharing Systems
Daniel Freund, Shane G. Henderson, David B. Shmoys
The growing popularity of bike-sharing systems around the world has motivated recent attention to models and algorithms for their effective operation. Most of this literature focus…