Kullback-Leibler divergence constrained distributionally robust optimization Z Hu, LJ Hong Available at Optimization Online 1 (2), 9, 2013 | 414 | 2013 |
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review LJ Hong, Z Hu, G Liu ACM Transactions on Modeling and Computer Simulation (TOMACS) 24 (4), 1-37, 2014 | 173 | 2014 |
Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search L Sun, LJ Hong, Z Hu Operations Research 62 (6), 1416-1438, 2014 | 90 | 2014 |
Robust simulation of global warming policies using the DICE model Z Hu, J Cao, LJ Hong Management science 58 (12), 2190-2206, 2012 | 74 | 2012 |
A smooth Monte Carlo approach to joint chance-constrained programs Z Hu, LJ Hong, L Zhang IIE Transactions 45 (7), 716-735, 2013 | 32 | 2013 |
Ambiguous probabilistic programs Z Hu, LJ Hong, AMC So Available at Optimization Online, 2013 | 24 | 2013 |
Chance constrained programs with Gaussian mixture models Z Hu, W Sun, S Zhu IISE Transactions 54 (12), 1117-1130, 2022 | 16 | 2022 |
Conditional value-at-risk approximation to value-at-risk constrained programs: A remedy via Monte Carlo LJ Hong, Z Hu, L Zhang INFORMS Journal on Computing 26 (2), 385-400, 2014 | 16 | 2014 |
Gaussian mixture model-based random search for continuous optimization via simulation W Sun, Z Hu, LJ Hong 2018 Winter Simulation Conference (WSC), 2003-2014, 2018 | 11 | 2018 |
Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences Z Hu, LJ Hong 2015 Winter Simulation Conference (WSC), 643-654, 2015 | 11 | 2015 |
Optimization via simulation using Gaussian process-based search L Sun, LJ Hong, Z Hu Proceedings of the 2011 Winter Simulation Conference (WSC), 4134-4145, 2011 | 11 | 2011 |
Convex risk measures: efficient computations via monte carlo Z Hu, Z Dali Available at SSRN 2758713, 2016 | 8 | 2016 |
Utility‐based shortfall risk: Efficient computations via Monte Carlo Z Hu, D Zhang Naval Research Logistics (NRL) 65 (5), 378-392, 2018 | 6 | 2018 |
Chance constrained programs with mixture distributions Z Hu, W Sun, S Zhu Proc. INFORMS Int. Conf., 1-8, 2018 | 5 | 2018 |
Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty Z Hu, LJ Hong INFORMS Journal on Computing 34 (4), 2350-2367, 2022 | 2 | 2022 |
Perspective reformulations of semicontinuous quadratically constrained quadratic programs X Zheng, Y Pan, Z Hu INFORMS Journal on Computing 33 (1), 163-179, 2021 | 2 | 2021 |
Robust simulation of environmental policies using the DICE model Z Hu, J Cao, LJ Hong Proceedings of the 2010 Winter Simulation Conference, 1295-1305, 2010 | 2 | 2010 |
A discrete-event simulation study for pre-hospital emergency systems Z Wang, Z Hu Journal of Simulation, 1-21, 2024 | 1 | 2024 |
Chance Constrained Program with Quadratic Randomness: A Unified Approach Based on Gaussian Mixture Distribution X Pang, S Zhu, Z Hu arXiv preprint arXiv:2303.00555, 2023 | 1 | 2023 |
Robust Simulation of Stochastic Systems Z Hu, LJ Hong | 1 | 2015 |