The following pages link to Enlu Zhou (Q496595):
Displaying 29 items.
- Population model-based optimization (Q496596) (← links)
- A Lagrangian search method for the \(P\)-median problem (Q1675643) (← links)
- The empirical likelihood approach to quantifying uncertainty in sample average approximation (Q1728245) (← links)
- Simulation optimization of risk measures with adaptive risk levels (Q1753134) (← links)
- Sequential Monte Carlo simulated annealing (Q1937969) (← links)
- Robust ranking and selection with optimal computing budget allocation (Q2409209) (← links)
- On the Implementation of a Class of Stochastic Search Algorithms (Q2942501) (← links)
- Information Relaxation and Dual Formulation of Controlled Markov Diffusions (Q2982547) (← links)
- Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization (Q2983111) (← links)
- Particle Filtering Framework for a Class of Randomized Optimization Algorithms (Q2983207) (← links)
- Domination Measure: A New Metric for Solving Multiobjective Optimization (Q3386783) (← links)
- Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations (Q4567121) (← links)
- A Survey of Some Model-Based Methods for Global Optimization (Q4593607) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics (Q4641673) (← links)
- Solving Continuous-State POMDPs via Density Projection (Q4978804) (← links)
- A Diffusion Approximation Theory of Momentum Stochastic Gradient Descent in Nonconvex Optimization (Q5084492) (← links)
- Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space (Q5131717) (← links)
- Model-Based Annealing Random Search with Stochastic Averaging (Q5270721) (← links)
- Optimal Stopping Under Partial Observation: Near-Value Iteration (Q5353126) (← links)
- Optimal Stopping of Partially Observable Markov Processes: A Filtering-Based Duality Approach (Q5353388) (← links)
- Solving the Dual Problems of Dynamic Programs via Regression (Q5375218) (← links)
- Asymptotically Optimal Sampling Policy for Selecting Top-<i>m</i> Alternatives (Q6119007) (← links)
- Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data (Q6188508) (← links)
- Motor magnetic field analysis using the edge-based smooth finite element method (ES-FEM) (Q6545945) (← links)
- Data-driven ranking and selection under input uncertainty (Q6579660) (← links)
- Risk quantification in stochastic simulation under input uncertainty (Q6600074) (← links)
- Contextual ranking and selection with Gaussian processes and optimal computing budget allocation (Q6639391) (← links)
- A distributed Bayesian data fusion algorithm with uniform consistency (Q6667930) (← links)
