Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling. (English) Zbl 1460.62035 Oper. Res. 68, No. 6, 1896-1912 (2020). MSC: 62F12 62L20 62-08 65C05 PDFBibTeX XMLCite \textit{Y. Peng} et al., Oper. Res. 68, No. 6, 1896--1912 (2020; Zbl 1460.62035) Full Text: DOI Link
Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo Optimization-based calibration of simulation input models. (English) Zbl 1444.90027 Oper. Res. 67, No. 5, 1362-1382 (2019). MSC: 90B06 90-10 90C31 PDFBibTeX XMLCite \textit{A. Goeva} et al., Oper. Res. 67, No. 5, 1362--1382 (2019; Zbl 1444.90027) Full Text: DOI arXiv
Lam, Henry Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization. (English) Zbl 1455.90122 Oper. Res. 67, No. 4, 1090-1105 (2019). MSC: 90C17 PDFBibTeX XMLCite \textit{H. Lam}, Oper. Res. 67, No. 4, 1090--1105 (2019; Zbl 1455.90122) Full Text: DOI arXiv
Ghosh, Soumyadip; Lam, Henry Robust analysis in stochastic simulation: computation and performance guarantees. (English) Zbl 1455.90002 Oper. Res. 67, No. 1, 232-249 (2019). MSC: 90-10 90C17 62L20 PDFBibTeX XMLCite \textit{S. Ghosh} and \textit{H. Lam}, Oper. Res. 67, No. 1, 232--249 (2019; Zbl 1455.90002) Full Text: DOI arXiv
Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi Robust actuarial risk analysis. (English) Zbl 1411.91266 N. Am. Actuar. J. 23, No. 1, 33-63 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Blanchet} et al., N. Am. Actuar. J. 23, No. 1, 33--63 (2019; Zbl 1411.91266) Full Text: DOI
Lam, Henry; Zhou, Enlu The empirical likelihood approach to quantifying uncertainty in sample average approximation. (English) Zbl 1409.62073 Oper. Res. Lett. 45, No. 4, 301-307 (2017). MSC: 62G05 62G15 90C15 PDFBibTeX XMLCite \textit{H. Lam} and \textit{E. Zhou}, Oper. Res. Lett. 45, No. 4, 301--307 (2017; Zbl 1409.62073) Full Text: DOI arXiv