Yijie Peng

Ranking and Selection as Stochastic Control

Yijie Peng, Edwin K. P. Chong, Chun‐Hung Chen et al. · IEEE Transactions on Automatic Control · 2018 · 98 citations

Business, Decision Sciences, Mathematics +17

A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters

Yijie Peng, Michael C. Fu, Jian-Qiang Hu et al. · Operations Research · 2018 · 73 citations · Full text

Business, Finance, Derivatives +13

Dynamic Sampling Allocation and Design Selection

Yijie Peng, Chun-Hung Chen, Michael C. Fu et al. · INFORMS journal on computing · 2016 · 55 citations

Natural Sciences, Decision Sciences, Budgeting +15

Myopic Allocation Policy With Asymptotically Optimal Sampling Rate

Yijie Peng, Michael C. Fu · IEEE Transactions on Automatic Control · 2016 · 41 citations

Natural Sciences, Decision Sciences, Mathematics +14

Efficient Simulation Sampling Allocation Using Multifidelity Models

Yijie Peng, Jie Xu, Loo Hay Lee et al. · IEEE Transactions on Automatic Control · 2018 · 29 citations

Computing, Computational Engineering, Systems Engineering +17