Weiwei Fan, L. Jeff Hong, Xiaowei Zhang. Robust selection of the best. Management Science, forthcoming. PDF
Haihui Shen, L. Jeff Hong, Xiaowei Zhang (2018). Enhancing stochastic kriging for queueing simulation with stylized models. IISE Transactions, 50, 943–958. PDF
Jin Fang, L. Jeff Hong (2018). A simulation-based estimation method for bias reduction. IISE Transactions, 50, 14–26. PDF
L. Jeff Hong, Guangxin Jiang (2017). Gradient and Hessian of joint probability functions with applications to chance constrained programs. Journal of Operations Research Society of China, 5, 431–455. PDF
L. Jeff Hong, Sandeep Juneja, Guangwu Liu (2017). Kernel smoothing for nested simulation with application to portfolio risk measurement.. Operations Research, 65, 657–673. PDF
Weiwei Fan, L. Jeff Hong, Barry L. Nelson (2016). Indifference-zone-free selection of the best. Operations Research, 64, 1499–1514. PDF CODE
Jun Luo, L. Jeff Hong, Barry L. Nelson, Yang Wu (2015). Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments. Operations Research, 63, 1177–1194. PDF
L. Jeff Hong, Xiaowei Xu, Sheng Hao Zhang (2015). Capacity reservation for time-sensitive service providers: A application in seaport management. European Journal of Operational Research, 245, 470–479. PDF
L. Jeff Hong, Jun Luo, Barry L. Nelson (2015). Chance constrained selection of the best. INFORMS Journal on Computing, 27, 317–334. PDF
Lihua Sun, L. Jeff Hong, Zhaolin Hu (2014). Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search. Operations Research, 62, 1416–1438. PDF
L. Jeff Hong, Sandeep Juneja, Jun Luo (2014). Estimating sensitivities of portfolio credit risk using Monte Carlo. INFORMS Journal on Computing, 26, 848–865. PDF
L. Jeff Hong, Zhaolin Hu, Guangwu Liu (2014). Monte Carlo methods for value-at-risk and conditional value-at-risk: A review. ACM Transactions on Modeling and Computer Simulation, 24, Article 22. PDF
L. Jeff Hong, Zhaolin Hu, Liwei Zhang (2014). Conditional value-at-risk approximation to value-at-risk constrained programs: A remedy via Monte Carlo. INFORMS Journal on Computing, 26, 385–400. PDF
Zhaolin Hu, L. Jeff Hong, Liwei Zhang (2013). Smoothed sample-average approximation to joint chance constrained programs. IIE Transactions, 45, 716–735. PDF
Kuo-Hao Chang, L. Jeff Hong, Hong Wan (2013). Stochastic trust-region response-surface method (STRONG) – A new response surface framework for simulation optimization. INFORMS Journal on Computing, 25, 230–243. PDF
Jie Xu, Barry L. Nelson, L. Jeff Hong (2013). An adaptive hyperbox algorithm for high-dimensional discrete optimization via simulation problems. INFORMS Journal on Computing, 25, 133–146. PDF
Zhaolin Hu, Jing Cao, L. Jeff Hong (2012). Robust simulation of global warming policies using the DICE model. Management Science, 58, 2190–2206. PDF
Jie Zhang, L. Jeff Hong, Rachel Q. Zhang (2012). Fighting strategies in a market with counterfeits. Annals of Operations Research, 192, 49–66. PDF
L. Jeff Hong, Yi Yang, Liwei Zhang (2011). Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach. Operations Research, 59, 617–630. PDF
Guangwu Liu, L. Jeff Hong (2011). Kernel estimation of the Greeks of financial options. Operations Research, 59, 96–108. PDF
L. Jeff Hong, Barry L. Nelson, Jie Xu (2010). Speeding up COMPASS for high-dimensional discrete optimization via simulation. Operations Research Letters, 38, 550–555. PDF
Lihua Sun, L. Jeff Hong (2010). Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk. Operations Research Letters, 38, 246–251. PDF
L. Jeff Hong, Guangwu Liu (2010). Pathwise estimation of probability sensitivities through terminating and steady-state simulations. Operations Research, 58, 357–370. PDF
Jie Xu, Barry L. Nelson, L. Jeff Hong (2010). Industrial Strength COMPASS: A comprehensive algorithm and software for optimization via simulation. ACM Transactions on Modeling and Computer Simulation, 20, Article 3. PDF
Michael C. Fu, L. Jeff Hong, Jian-Qiang Hu (2009). Conditional Monte Carlo estimation of quantile sensitivities. Management Science, 55, 2019–2027. PDF
Guangwu Liu, L. Jeff Hong (2009). Revisit of stochastic mesh method for pricing American options. Operations Research Letters, 37, 411–414. PDF
Guangwu Liu, L. Jeff Hong (2009). Kernel estimation of quantile sensitivities. Naval Research Logistics, 56, 511–525. PDF
L. Jeff Hong, Guangwu Liu (2009). Simulating sensitivities of conditional value-at-risk. Management Science, 55, 281–293. PDF
L. Jeff Hong (2009). Estimating quantile sensitivities. Operations Research, 57, 118–130. PDF
L. Jeff Hong, Barry L. Nelson (2007). Selecting the best system when systems are revealed sequentially. IIE Transactions, 39, 723–734. PDF
L. Jeff Hong, Barry L. Nelson (2007). A framework of locally convergent random search algorithms for discrete optimization via simulation. ACM Transactions on Modeling and Computer Simulation, 17, Article 19. PDF
L. Jeff Hong (2006). Fully sequential indifference-zone selection procedures with variance dependent sampling. Naval Research Logistics, 53, 464–476. PDF
L. Jeff Hong, Barry L. Nelson (2006). Discrete optimization via simulation using COMPASS. Operations Research, 54, 115–129. PDF
Juta Pichitlamken, Barry L. Nelson, L. Jeff Hong (2006). A sequential procedure for neighborhood selection-of-the-best in optimization via simulation European Journal of Operational Research, 173, 285–298. PDF
L. Jeff Hong, Barry L. Nelson (2005). The tradeoff between sampling and switching: New sequential procedures for indifference-zone selection. IIE Transactions, 37, 623–634. PDF
Zhaolin Hu, L. Jeff Hong, Anthony So (2013). Ambiguous Probabilistic programs, technical report. PDF
Zhaolin Hu, L. Jeff Hong (2013). Kullback-Leibler divergence constrained distributionally robust optimizations, technical report. PDF
Ying Zhong, L. Jeff Hong (2017). A new framework of designing sequential ranking-and-selection procedures. Proceedings of the 2017 Winter Simulation Conference, 643–654. PDF
Haihui Shen, L. Jeff Hong, Xiaowei Zhang (2017). Ranking and selection with covariates. Proceedings of the 2017 Winter Simulation Conference, 2137–2148. PDF
L. Jeff Hong, Zhiyuan Huang, Henry Lam (2016). Approximating data-driving joint chance constrained programs via uncertainty set construction. Proceedings of the 2016 Winter Simulation Conference, 389–400. PDF
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson (2016). A simulation analytics approach to dynamic risk monitoring. Proceedings of the 2016 Winter Simulation Conference, 437–447. PDF
L. Jeff Hong, Jun Luo, Ying Zhong (2016). Speeding up pairwise comparisons for large scale ranking and selection. Proceedings of the 2016 Winter Simulation Conference, 749–757. PDF
Zhaolin Hu, L. Jeff Hong (2015). Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences. Proceedings of the 2015 Winter Simulation Conference, 643–654. PDF
Eunhye Song, Barry L. Nelson, L. Jeff Hong (2015). Input uncertainty and indifference-zone ranking and selection. Proceedings of the 2015 Winter Simulation Conference, 414–424. PDF
L. Jeff Hong, Henry Lam (2015). A statistical perspective on linear programs with uncertain parameters. Proceedings of the 2015 Winter Simulation Conference, 3690–3701. PDF
Weiwei Fan, L. Jeff Hong (2014). A frequentist selection-of-the-best procedure without indifference zone. Proceedings of the 2014 Winter Simulation Conference, 3737–3748. PDF
Xiaowei Zhang, L. Jeff Hong, Jiheng Zhang (2014). Scaling and modeling of call center arrivals. Proceedings of the 2014 Winter Simulation Conference, 476–485. PDF
Weiwei Fan, L. Jeff Hong, Xiaowei Zhang (2013). Robust selection of the best. Proceedings of the 2013 Winter Simulation Conference, 868–876. PDF
Jin Fang, L. Jeff Hong (2013). Linking statistical estimation and decision making through simulation. Proceedings of the 2013 Winter Simulation Conference, 766–777. PDF
L. Jeff Hong, Guangwu Liu (2011). Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities. Proceedings of the 2011 Winter Simulation Conference, 95–107. (invited advanced tutorial talk) PDF
Jun Luo, L. Jeff Hong (2011). Large-scale ranking and selection using cloud computing. Proceedings of the 2011 Winter Simulation Conference, 4051–4061. PDF
Lihua Sun, L. Jeff Hong, Zhaolin Hu (2011). Optimization via simulation using Gaussian process-based search. Proceedings of the 2011 Winter Simulation Conference, 4139–4150. PDF
Zhaolin Hu, Jing Cao, L. Jeff Hong (2010). Robust simulation of environmental policies using the DICE model. Proceedings of the 2010 Winter Simulation Conference, 1295–1305. PDF
L. Jeff Hong, Barry L.Nelson (2009). A brief introduction to optimization via simulation. Proceedings of the 2009 Winter Simulation Conference, 75–85. (invited introductory tutorial talk) PDF
L. Jeff Hong, Sandeep Juneja (2009). Estimating expectations of nonlinear functions. Proceedings of the 2009 Winter Simulation Conference, 1223–1236. PDF
Lihua Sun, L. Jeff Hong (2009). A general framework of importance sampling for value-at-risk and conditional value-at-risk. Proceedings of the 2009 Winter Simulation Conference, 415–422. PDF
Guangwu Liu, L. Jeff Hong (2008). Revisit of stochastic mesh method for pricing American options. Proceedings of the 2008 Winter Simulation Conference, 594–601. PDF
Guangwu Liu, L. Jeff Hong (2007). Kernel estimation of quantile sensitivity. Proceedings of the 2007 Winter Simulation Conference, 941–948. PDF
Nan Chen, L. Jeff Hong (2007). Monte-Carlo method in financial engineering. Proceedings of the 2007 Winter Simulation Conference, 919–931. (invited advanced tutorial talk) PDF
Kuo-Hao Chang, L. Jeff Hong (2007). Stochastic trust region gradient-free method: A new response-surface-based algorithm for simulation optimization. Proceedings of the 2007 Winter Simulation Conference, 346–354. PDF
L. Jeff Hong (2005). Discrete optimization via simulation using coordinate search. Proceedings of the 2005 Winter Simulation Conference, 803–810. PDF
L. Jeff Hong, Barry L. Nelson (2003). An indifference-zone selection procedure with minimum switching and sequential sampling. Proceedings of the 2003 Winter Simulation Conference, 474–480. PDF
Hong, L. J., B. C. Shultes, and S. Anand (2001). Robust evaluation of flatness and straightness tolerance using simulated annealing. Transactions of NAMRI/SME, 29, 553–560.