Henry Lam

发表

Assortment Optimization over Dense Universe is Easy

Kumar Goutam, Vineet Goyal, Henry Lam, 2020 .

Constrained Reinforcement Learning via Policy Splitting

Henry Lam, Haoxian Chen, Fengpei Li, 2020, ACML.

On The Impacts of Tail Model Uncertainty in Rare-Event Estimation

Henry Lam, Zhiyuan Huang, H. Lam, 2019, 2019 Winter Simulation Conference (WSC).

Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models

Eunshin Byon, Henry Lam, Young Myoung Ko, 2020 .

Efficient Learning for Clustering and Optimizing Context-Dependent Designs

Yijie Peng, Henry Lam, Haidong Li, 2020, Operations Research.

From Data to Stochastic Modeling and Decision Making: What Can We Do Better?

Yijie Peng, Bernd Heidergott, Henry Lam, 2019, Asia Pac. J. Oper. Res..

Random Perturbation and Bagging to Quantify Input Uncertainty

Henry Lam, Huajie Qian, 2019, 2019 Winter Simulation Conference (WSC).

Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations

Henry Lam, Haidong Li, Xuhui Zhang, 2021, Oper. Res. Lett..

Validating Optimization with Uncertain Constraints

Henry Lam, Huajie Qian, H. Lam, 2019, 2019 Winter Simulation Conference (WSC).

Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling

Michael C. Fu, Yijie Peng, Bernd Heidergott, 2020, Oper. Res..

Stochastic Gradient Estimation for Artificial Neural Networks

Li Xiao, Yijie Peng, Bernd Heidergott, 2019, SSRN Electronic Journal.

Parametric Scenario Optimization under Limited Data

Henry Lam, Fengpei Li, H. Lam, 2020, ACM Trans. Model. Comput. Simul..

Context-dependent Ranking and Selection under a Bayesian Framework.

Yijie Peng, Henry Lam, Zhe Liang, 2020 .

On The Stability of Kernelized Control Functionals On Partial And Biased Stochastic Inputs

Henry Lam, Haofeng Zhang, H. Lam, 2019, 2019 Winter Simulation Conference (WSC).

A Distributionally Robust Optimization Approach to the NASA Langley Uncertainty Quantification Challenge

Henry Lam, Zhiyuan Huang, Yuanlu Bai, 2020, Proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conference.

Deep Probabilistic Accelerated Evaluation: A Certifiable Rare-Event Simulation Methodology for Black-Box Autonomy pdf

Wenhao Ding, Ding Zhao, Henry Lam, 2020, ArXiv.

Rare-event Simulation for Neural Network and Random Forest Predictors pdf

Ding Zhao, Henry Lam, Zhiyuan Huang, 2020, ACM Trans. Model. Comput. Simul..

Minimax Efficient Finite-Difference Gradient Estimators

Henry Lam, Xuhui Zhang, 2019, 2019 Winter Simulation Conference (WSC).