Helin Zhu

According to our database, Helin Zhu authored at least 9 papers between 2013 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

Risk Quantification in Stochastic Simulation under Input Uncertainty.

Helin Zhu, Tianyi Liu, Enlu Zhou

ACM Trans. Model. Comput. Simul., 2020

Domination Measure: A New Metric for Solving Multiobjective Optimization.

Joshua Q. Hale, Helin Zhu, Enlu Zhou

INFORMS J. Comput., 2020

2018

Solving the Dual Problems of Dynamic Programs via Regression.

Helin Zhu, Fan Ye, Enlu Zhou

IEEE Trans. Autom. Control., 2018

Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations.

Fan Ye, Helin Zhu, Enlu Zhou

IEEE Trans. Autom. Control., 2018

A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics.

Di Wu, Helin Zhu, Enlu Zhou

SIAM J. Optim., 2018

Simulation optimization of risk measures with adaptive risk levels.

Helin Zhu, Joshua Q. Hale, Enlu Zhou

J. Glob. Optim., 2018

2016

Optimizing Conditional Value-at-Risk via gradient-based adaptive stochastic search.

Helin Zhu, Joshua Q. Hale, Enlu Zhou

Proceedings of the Winter Simulation Conference, 2016

2015

Estimation of conditional value-at-risk for input uncertainty with budget allocation.

Helin Zhu, Enlu Zhou

Proceedings of the 2015 Winter Simulation Conference, 2015

2013

True martingales for upper bounds on Bermudan option prices under jump-diffusion processes.

Helin Zhu, Fan Ye, Enlu Zhou

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013