| Kullback-Leibler divergence constrained distributionally robust optimization Z Hu, LJ Hong Available at Optimization Online 1 (2), 9, 2013 | 484 | 2013 |
| Discrete optimization via simulation using COMPASS LJ Hong, BL Nelson Operations research 54 (1), 115-129, 2006 | 389 | 2006 |
| Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach LJ Hong, Y Yang, L Zhang Operations Research 59 (3), 617-630, 2011 | 250 | 2011 |
| Industrial strength COMPASS: A comprehensive algorithm and software for optimization via simulation J Xu, BL Nelson, JL Hong ACM Transactions on Modeling and Computer Simulation (TOMACS) 20 (1), 1-29, 2010 | 212 | 2010 |
| A brief introduction to optimization via simulation LJ Hong, BL Nelson Proceedings of the 2009 Winter simulation conference (WSC), 75-85, 2009 | 203 | 2009 |
| Monte Carlo methods for value-at-risk and conditional value-at-risk: a review LJ Hong, Z Hu, G Liu ACM Transactions on Modeling and Computer Simulation (TOMACS) 24 (4), 1-37, 2014 | 198 | 2014 |
| Simulating sensitivities of conditional value at risk LJ Hong, G Liu Management Science 55 (2), 281-293, 2009 | 185 | 2009 |
| Estimating quantile sensitivities LJ Hong Operations research 57 (1), 118-130, 2009 | 176 | 2009 |
| Review on ranking and selection: A new perspective LJ Hong, W Fan, J Luo Frontiers of Engineering Management 8 (3), 321-343, 2021 | 157 | 2021 |
| Stochastic trust-region response-surface method (STRONG)—A new response-surface framework for simulation optimization KH Chang, LJ Hong, H Wan INFORMS Journal on Computing 25 (2), 230-243, 2013 | 143 | 2013 |
| Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments J Luo, LJ Hong, BL Nelson, Y Wu Operations Research 63 (5), 1177-1194, 2015 | 135 | 2015 |
| An adaptive hyperbox algorithm for high-dimensional discrete optimization via simulation problems J Xu, BL Nelson, LJ Hong INFORMS Journal on Computing 25 (1), 133-146, 2013 | 119 | 2013 |
| Conditional Monte Carlo estimation of quantile sensitivities MC Fu, LJ Hong, JQ Hu Management Science 55 (12), 2019-2027, 2009 | 105 | 2009 |
| Indifference-zone-free selection of the best W Fan, LJ Hong, BL Nelson Operations Research 64 (6), 1499-1514, 2016 | 104 | 2016 |
| Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search L Sun, LJ Hong, Z Hu Operations Research 62 (6), 1416-1438, 2014 | 99 | 2014 |
| Ranking and selection with covariates for personalized decision making H Shen, LJ Hong, X Zhang INFORMS Journal on Computing 33 (4), 1500-1519, 2021 | 89 | 2021 |
| Fighting strategies in a market with counterfeits J Zhang, LJ Hong, RQ Zhang Annals of Operations Research 192 (1), 49-66, 2012 | 88 | 2012 |
| A sequential procedure for neighborhood selection-of-the-best in optimization via simulation J Pichitlamken, BL Nelson, LJ Hong European Journal of Operational Research 173 (1), 283-298, 2006 | 88 | 2006 |
| Discrete optimization via simulation LJ Hong, BL Nelson, J Xu Handbook of simulation optimization, 9-44, 2014 | 87 | 2014 |
| Learning-based robust optimization: Procedures and statistical guarantees LJ Hong, Z Huang, H Lam Management Science 67 (6), 3447-3467, 2021 | 83 | 2021 |
Barry L NelsonProfessor of Industrial Engineering and Management Sciences, Northwestern UniversityVerified email at northwestern.edu
