This repository archives codes written or collected by SHEN Haihui for the purpose of research in the areas of simulation optimization, ranking & selection, kriging metamodeling, etc. These codes are mainly implementations of some models and algorithms developed by SHEN Haihui and other researchers.
LICENSE: All codes written by SHEN Haihui can be freely redistributed and used under the terms of the BSD 3-Clause License.
WARNING: These codes are written only for the purpose of demonstration and verification. While the correctness has been carefully checked, the quality such as standardability, clarity, generality, and efficiency may have not been well considered.
Haihui Shen, L. Jeff Hong, and Xiaowei Zhang (2018).
Enhancing stochastic kriging for queueing simulation with stylized models.
IISE Transactions, 50(11):943-958.
PDF
Codes
(MATLAB R2015a. Last update: 2018-05-03)
Haihui Shen, L. Jeff Hong, and Xiaowei Zhang (2021).
Ranking and selection with covariates for personalized decision making.
INFORMS Journal on Computing, 33(4):1500-1519.
PDF
E-Companion
arXiv
Codes
(MATLAB R2018b. Last update: 2020-06-19)
Liang Ding, L. Jeff Hong, Haihui Shen, and Xiaowei Zhang (2021).
Technical note—Knowledge gradient for selection with covariates: Consistency and computation.
Naval Research Logistics, online.
arXiv
Codes
(MATLAB R2018b. Last update: 2021-09-08)
Queueing Network Simulator
- open queueing network that consists of a finite number of G/G/s/K stations
Esophageal Cancer Simulator
- a Markov simulation model of esophageal cancer adapted from
Hur et al. (2004)
and
Choi et al. (2014)
SimOpt Testbed [github.com/simopt-admin/simopt/wiki] for comparison of simulation optimization solvers (algorithms)
Stochastic Kriging [stochastickriging.net]
Industrial Strength COMPASS (ISC) [www.iscompass.net]
👨 SHEN Haihui
✉️ shenhaihui@gmail.com
🏠 shenhaihui.github.io
© simopt.github.io
Last Update: 2021-12-20