| Dynamic pricing and matching in ride‐hailing platforms C Yan, H Zhu, N Korolko, D Woodard Naval Research Logistics (NRL) 67 (8), 705-724, 2020 | 382 | 2020 |
| A Bayesian risk approach to data-driven stochastic optimization: Formulations and asymptotics D Wu, H Zhu, E Zhou SIAM Journal on Optimization 28 (2), 1588-1612, 2018 | 49 | 2018 |
| Risk quantification in stochastic simulation under input uncertainty H Zhu, T Liu, E Zhou ACM Transactions on Modeling and Computer Simulation (TOMACS) 30 (1), 1-24, 2020 | 46 | 2020 |
| Weakly coupled dynamic program: Information and lagrangian relaxations F Ye, H Zhu, E Zhou IEEE Transactions on Automatic Control 63 (3), 698-713, 2017 | 27 | 2017 |
| Simulation optimization of risk measures with adaptive risk levels H Zhu, J Hale, E Zhou Journal of Global Optimization 70, 783-809, 2018 | 13 | 2018 |
| Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes H Zhu, F Ye, E Zhou Quantitative Finance 15 (11), 1885-1900, 2015 | 12 | 2015 |
| Domination measure: a new metric for solving multiobjective optimization JQ Hale, H Zhu, E Zhou INFORMS Journal on Computing 32 (3), 565-581, 2020 | 8 | 2020 |
| Solving the dual problems of dynamic programs via regression H Zhu, F Ye, E Zhou IEEE Transactions on Automatic Control 63 (5), 1340-1355, 2017 | 6 | 2017 |
| Optimizing conditional value-at-risk via gradient-based adaptive stochastic search H Zhu, J Hale, E Zhou 2016 Winter Simulation Conference (WSC), 726-737, 2016 | 4 | 2016 |
| Estimation of conditional value-at-risk for input uncertainty with budget allocation H Zhu, E Zhou 2015 Winter Simulation Conference (WSC), 655-666, 2015 | 3 | 2015 |
| True martingales for upper bounds on Bermudan option prices under jump-diffusion processes H Zhu, F Ye, E Zhou 2013 Winter Simulations Conference (WSC), 113-124, 2013 | 2 | 2013 |
| An Efficient Regression Approach to Solving the Dual Problems of Dynamic Programs H Zhu, F Ye, E Zhou IFAC-PapersOnLine 50 (1), 6140-6147, 2017 | | 2017 |
| Efficient computation in stochastic optimization and simulation: Dynamic programs, risk quantification, and risk optimization H Zhu Georgia Institute of Technology, 2016 | | 2016 |
