Enlu Zhou

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A distributed Bayesian data fusion algorithm with uniform consistency	2025-01-21	Paper
Contextual ranking and selection with Gaussian processes and optimal computing budget allocation	2024-11-15	Paper
Risk quantification in stochastic simulation under input uncertainty	2024-09-08	Paper
Data-driven ranking and selection under input uncertainty	2024-07-25	Paper
Motor magnetic field analysis using the edge-based smooth finite element method (ES-FEM)	2024-05-29	Paper
Asymptotically Optimal Sampling Policy for Selecting Top-m Alternatives	2024-03-22	Paper
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data	2024-02-07	Paper
Episodic Bayesian Optimal Control with Unknown Randomness Distributions	2023-08-16	Paper
Data-driven Optimal Computing Budget Allocation under Input Uncertainty	2022-09-23	Paper
A Diffusion Approximation Theory of Momentum Stochastic Gradient Descent in Nonconvex Optimization	2022-06-24	Paper
Contextual Ranking and Selection with Gaussian Processes	2022-01-19	Paper
Domination Measure: A New Metric for Solving Multiobjective Optimization	2021-01-07	Paper
Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space	2020-11-09	Paper
The empirical likelihood approach to quantifying uncertainty in sample average approximation	2019-02-22	Paper
Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes	2019-02-06	Paper
Solving the Dual Problems of Dynamic Programs via Regression	2018-09-14	Paper
Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations	2018-06-27	Paper
Simulation optimization of risk measures with adaptive risk levels	2018-05-25	Paper
A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics	2018-05-18	Paper
A Survey of Some Model-Based Methods for Global Optimization	2017-11-22	Paper
A Lagrangian search method for the \(P\)-median problem	2017-11-02	Paper
Robust ranking and selection with optimal computing budget allocation	2017-10-11	Paper
Optimal Stopping Under Partial Observation: Near-Value Iteration	2017-09-08	Paper
Optimal Stopping of Partially Observable Markov Processes: A Filtering-Based Duality Approach	2017-09-08	Paper
Data-driven Ranking and Selection under Input Uncertainty	2017-08-28	Paper
Solving Continuous-State POMDPs via Density Projection	2017-08-25	Paper
Model-Based Annealing Random Search with Stochastic Averaging	2017-06-30	Paper
Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization	2017-05-16	Paper
Particle Filtering Framework for a Class of Randomized Optimization Algorithms	2017-05-16	Paper
Information Relaxation and Dual Formulation of Controlled Markov Diffusions	2017-05-16	Paper
Solving Multi-Objective Optimization via Adaptive Stochastic Search with Domination Measure	2016-10-20	Paper
Population model-based optimization	2015-09-22	Paper
On the Implementation of a Class of Stochastic Search Algorithms	2015-09-11	Paper
Sequential Monte Carlo simulated annealing	2013-02-01	Paper

Research outcomes over time

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