No 5 Yiheyuan Rd
Haidian District
Beijing, Beijing 100871
China
Peking University
simulation, stochastic gradient estimation, artificial neural network, image identification
Multi-Echelon Inventory Management, Multi-Agent Deep Reinforcement Learning, Bullwhip Effect
Quantile sensitivities, stochastic approximation, simulation optimization
simulation, stochastic gradient estimation, credit derivative, conditional Monte Carlo, copula model
Monte Carlo simulation, quantiles, confidence intervals, confidence regions, sensitivity analysis
unbiased simulation, optimal control, cumulative cost, efficiency of estimator
Ranking and selection, sequential sampling, stochastic control, Bayesian, subset selection
video delivery, reinforcement learning, deep Q network, monte carlo tree search, common random number
Simulation optimization; context-dependent decision; top-m selection; dynamic sampling; asymptotic optimality.
