Helin Zhu

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Risk quantification in stochastic simulation under input uncertainty
ACM Transactions on Modeling and Computer Simulation
2024-09-08Paper
Dynamic pricing and matching in ride‐hailing platforms
Naval Research Logistics
2023-10-12Paper
Domination Measure: A New Metric for Solving Multiobjective Optimization
INFORMS Journal on Computing
2021-01-07Paper
Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes
Quantitative Finance
2019-02-06Paper
Solving the Dual Problems of Dynamic Programs via Regression
(available as arXiv preprint)
2018-09-14Paper
Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations
IEEE Transactions on Automatic Control
2018-06-27Paper
Simulation optimization of risk measures with adaptive risk levels
Journal of Global Optimization
2018-05-25Paper
A Bayesian risk approach to data-driven stochastic optimization: formulations and asymptotics
SIAM Journal on Optimization
2018-05-18Paper
Solving Multi-Objective Optimization via Adaptive Stochastic Search with Domination Measure2016-10-20Paper


Research outcomes over time


This page was built for person: Helin Zhu