Papers

• Jie Li, Sichen Li, Jun Luo*, and Haihui Shen* (2024). Simulation optimization for inpatient bed allocation with sharing. Journal of Systems Science and Systems Engineering, online.
• Guangxin Jiang, L. Jeff Hong, and Haihui Shen (2024). Real-time derivative pricing and hedging with consistent metamodels. INFORMS Journal on Computing, 36(5):1168-1189. PDF E-Companion Codes
• Xiuxian Wang, L. Jeff Hong, Zhibin Jiang, and Haihui Shen (2023). Gaussian process-based random search for continuous optimization via simulation. Operations Research, online. ResearchGate Codes
• Liang Ding, L. Jeff Hong, Haihui Shen*, and Xiaowei Zhang (2022). Technical note—Knowledge gradient for selection with covariates: Consistency and computation. Naval Research Logistics, 69(3):496-507. PDF Appendix arXiv Codes
• 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
        ♢ Best Student Paper (Second-Place Prize) in The Ninth POMS-HK International Conference, 2018
  
• 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
• Yuqi Liu, Haihui Shen*, and Jun Xia (2024). A more concise and efficient formulation of order picker routing in a rectangular single-block warehouse. 2024 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM2024).
• Yingcui Yan, Haihui Shen*, and Zhibin Jiang (2021). Stochastic approximation with Gaussian process regression. In Proceedings of the 2021 Winter Simulation Conference, 1–12. PDF
• Haihui Shen, L. Jeff Hong, and Xiaowei Zhang (2017). Ranking and selection with covariates. In Proceedings of the 2017 Winter Simulation Conference, 2137–2148. PDF
• 石志浩, 沈海辉* (2024). 不确定情景下AGV系统调度算法的离散事件仿真. 系统仿真学报, 36(2):385-404. PDF AGV系统仿真平台

Codes/Software

This repository archives codes and software written or collected by me or my team for the purpose of research in the areas of simulation optimization, ranking & selection, kriging metamodeling, etc.

Presentations

• "Gaussian Process Based Random Search for Continuous Optimization via Simulation", presented at
      - 第十八届管理科学与工程学会协同创新与管理分会年会，合肥，2023年7月19-21日. Slides
  
• "Building Closed-Form Formula for Real-Time Derivative Pricing and Greeks Calculation Using Offline Simulation", presented at
      - 中国运筹学会金融工程与金融风险管理分会第九届学术年会，上海，2019年8月28-30日. Slides
  
• "Knowledge Gradient for Selection with Covariates: Consistency and Computation", presented at
      - 2020 INFORMS Annual Meeting (Virtual), Nov. 7-13, 2020. Video Slides
      - 2019 POMS International Conference in China, Tianjin, Jun. 21-24, 2019. Slides
  
• "Ranking and Selection with Covariates (for Personalized Decision Making)", presented at
      - The 15th International Conference on Service Systems and Service Management, Hangzhou, Jul. 21-22, 2018.
      - The 9th POMS-HK International Conference 2018, Hong Kong, Jan. 6-7, 2018. Slides
      - 2017 Winter Simulation Conference, Las Vegas, Nevada, Dec. 3-6, 2017. Slides
      - 2017 INFORMS Annual Meeting, Houston, Texas, Oct. 21-25, 2017. Slides
  

Team

Current Members

• YANG Xu, PhD student
• Wu Dengnan, master student
• LIU Yuqi, master student
• KE Yating, master student (part-time)
• YANG Ying, master student (part-time)
• CAI Bohan, master student (part-time)
• CHENG Lu, master student (part-time)
• LV Huaixiao, master student (part-time)

Previous Members

• SHAO Yifei, master, SJTU, 2024
  Placement after graduation: Algorithm Engineer, Meituan
• LI Jie, master, SJTU, 2023
  Placement after graduation: Operation, China Tobacco Zhejiang
• SHI Zhihao, master, SJTU, 2022
  Placement after graduation: Management Trainee, Bank of Communications
• YAN yingcui, master, SJTU, 2022 (co-supervised by JIANG Zhibin)
  National Scholarship, SJTU Outstanding Graduates
  Placement after graduation: Algorithm Engineer, Ant Group
• LAI Junyi, master, SJTU, 2021
  SJTU Outstanding Graduates
  Placement after graduation: Algorithm Engineer, Huawei