Helin Zhu

Publication Activity (10 Years)

Years Active: 2013-2020
Publications (10 Years): 8

Top Topics

Diffusion Processes

Simple Examples

Stochastic Simulation

Image Thresholding

Top Venues

IEEE Trans. Autom. Control.

ACM Trans. Model. Comput. Simul.

Publications

Helin Zhu, Tianyi Liu, Enlu Zhou
Risk Quantification in Stochastic Simulation under Input Uncertainty. ACM Trans. Model. Comput. Simul. 30 (1) (2020)
Joshua Q. Hale, Helin Zhu, Enlu Zhou
Domination Measure: A New Metric for Solving Multiobjective Optimization. INFORMS J. Comput. 32 (3) (2020)
Di Wu, Helin Zhu, Enlu Zhou
A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics. SIAM J. Optim. 28 (2) (2018)
Helin Zhu, Joshua Q. Hale, Enlu Zhou
Simulation optimization of risk measures with adaptive risk levels. J. Glob. Optim. 70 (4) (2018)
Fan Ye, Helin Zhu, Enlu Zhou
Weakly Coupled Dynamic Program: Information and Lagrangian Relaxations. IEEE Trans. Autom. Control. 63 (3) (2018)
Helin Zhu, Fan Ye, Enlu Zhou
Solving the Dual Problems of Dynamic Programs via Regression. IEEE Trans. Autom. Control. 63 (5) (2018)
Helin Zhu, Joshua Q. Hale, Enlu Zhou
Optimizing Conditional Value-at-Risk via gradient-based adaptive stochastic search. WSC (2016)
Helin Zhu, Enlu Zhou
Estimation of conditional value-at-risk for input uncertainty with budget allocation. WSC (2015)
Helin Zhu, Fan Ye, Enlu Zhou
True martingales for upper bounds on Bermudan option prices under jump-diffusion processes. WSC (2013)