Stochastic Approximation for Multi-period Simulation Optimization with Streaming Input Data

On the resolution of misspecified convex optimization and monotone variational inequality problems

(2020) Hesam Ahmadi et al.   COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

Input–Output Uncertainty Comparisons for Discrete Optimization via Simulation

(2019) Eunhye Song et al.   OPERATIONS RESEARCH

Distributionally Robust Selection of the Best

(2019) Weiwei Fan et al.   MANAGEMENT SCIENCE

Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games

(2018) Hao Jiang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes

(2016) Hao Jiang et al.   SIAM JOURNAL ON OPTIMIZATION

Simulation optimization in the era of Industrial 4.0 and the Industrial Internet

(2016) Jie Xu et al.   Journal of Simulation

On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization

(2010) Raghu Pasupathy   OPERATIONS RESEARCH

Learning the demand function in a repeated Cournot oligopoly game

(2008) Gian-Italo Bischi et al.   INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE