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Helin Zhu
Helin Zhu
Senior Manager of Applied Science, Uber
Verified email at uber.com
Title
Cited by
Cited by
Year
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
202*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
272018
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
26*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
242017
Simulation optimization of risk measures with adaptive risk levels
H Zhu, J Hale, E Zhou
Journal of Global Optimization 70 (4), 783-809, 2018
112018
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
92015
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
42017
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
42016
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
42013
Domination measure: a new metric for solving multiobjective optimization
JQ Hale, H Zhu, E Zhou
INFORMS Journal on Computing 32 (3), 565-581, 2020
32020
Estimation of conditional value-at-risk for input uncertainty with budget allocation
H Zhu, E Zhou
2015 Winter Simulation Conference (WSC), 655-666, 2015
22015
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
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