Yijie Peng

Yijie Peng is an Associate Professor in the Business Department at Peking University. Their contact information includes an email address: pengyijie@gsm.pku.edu.cn, and a phone number: 010-62747529. Their professional profile can be accessed at http://en.gsm.pku.edu.cn/faculty/pengyijie/. No additional details regarding research interests or existing biography are provided.

Yijie Peng is a researcher at Peking University with expertise in Simulation, Bayesian Learning, Artificial Intelligence, Healthcare, and Financial Engineering. Their work focuses on developing advanced methodologies for stochastic control, optimization, and data-driven modeling. Key contributions include the application of Monte Carlo simulation for maximum likelihood estimation, the development of unbiased stochastic derivative estimators, and the integration of deep reinforcement learning in inventory management. Peng's research also explores digital twin validation, noise optimization in neural networks, and context-dependent ranking and selection under Bayesian frameworks. These efforts aim to enhance decision-making in complex systems across healthcare and financial domains.