papers
Publications (11)
math.OC2017
A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics
Di Wu, Helin Zhu, Enlu Zhou
q-fin.RM2017
Risk Quantification in Stochastic Simulation under Input Uncertainty
Helin Zhu, Tianyi Liu, Enlu Zhou
q-fin.CP2013
Fast Estimation of True Bounds on Bermudan Option Prices under Jump-diffusion Processes
Helin Zhu, Fan Ye, Enlu Zhou
stat.CO2017
Space-filling design for nonlinear models
Chang-Han Rhee, Enlu Zhou, Peng Qiu
math.OC2016
Solving the Dual Problems of Dynamic Programs via Regression
Helin Zhu, Fan Ye, Enlu Zhou
math.OC2016
Simulation Optimization of Risk Measures with Adaptive Risk Levels
Helin Zhu, Joshua Hale, Enlu Zhou
stat.ME2016
The Empirical Likelihood Approach to Quantifying Uncertainty in Sample Average Approximation
Henry Lam, Enlu Zhou
math.OC2014
Information Relaxation and Dual Formulation of Controlled Markov Diffusions
Fan Ye, Enlu Zhou
math.OC2016
Solving Multi-Objective Optimization via Adaptive Stochastic Search with Domination Measure
Joshua Q Hale, Helin Zhu, Enlu Zhou
math.OC2013
Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization
Enlu Zhou, Jiaqiao Hu
math.OC2014
Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations
Fan Ye, Helin Zhu, Enlu Zhou