Helin Zhu

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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


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