| Data-driven optimal transport cost selection for distributionally robust optimization J Blanchet, Y Kang, K Murthy, F Zhang 2019 winter simulation conference (WSC), 3740-3751, 2019 | 45 | 2019 |
| Optimal transport-based distributionally robust optimization: Structural properties and iterative schemes J Blanchet, K Murthy, F Zhang Mathematics of Operations Research 47 (2), 1500-1529, 2022 | 44 | 2022 |
| Exact simulation for multivariate Itô diffusions J Blanchet, F Zhang Advances in Applied Probability 52 (4), 1003-1034, 2020 | 37 | 2020 |
| Distributionally robust policy evaluation and learning in offline contextual bandits N Si, F Zhang, Z Zhou, J Blanchet International Conference on Machine Learning, 8884-8894, 2020 | 37 | 2020 |
| Doubly robust data-driven distributionally robust optimization J Blanchet, Y Kang, F Zhang, F He, Z Hu arXiv preprint arXiv:1705.07168, 2017 | 15 | 2017 |
| Distributional robust batch contextual bandits N Si, F Zhang, Z Zhou, J Blanchet arXiv preprint arXiv:2006.05630, 2020 | 13 | 2020 |
| Distributionally Robust Local Non-parametric Conditional Estimation VA Nguyen, F Zhang, J Blanchet, E Delage, Y Ye Advances in Neural Information Processing Systems 33, 15232-15242, 2020 | 13 | 2020 |
| A distributionally robust boosting algorithm J Blanchet, F Zhang, Y Kang, Z Hu 2019 Winter Simulation Conference (WSC), 3728-3739, 2019 | 6 | 2019 |
| Robustifying conditional portfolio decisions via optimal transport VA Nguyen, F Zhang, J Blanchet, E Delage, Y Ye arXiv preprint arXiv:2103.16451, 2021 | 5 | 2021 |
| Yinyu Ye. Robustifying conditional portfolio decisions via optimal transport VA Nguyen, F Zhang, J Blanchet, E Delage arXiv preprint arXiv:2103.16451, 2021 | 5 | 2021 |
| Optimal scenario generation for heavy-tailed chance constrained optimization J Blanchet, F Zhang, B Zwart arXiv preprint arXiv:2002.02149, 2020 | 2 | 2020 |
| Optimal Stochastic Couplings F Zhang Stanford University, 2021 | | 2021 |
| Efficient Scenario Generation for Heavy-tailed Chance Constrained Optimization J Blanchet, F Zhang, B Zwart arXiv preprint arXiv:2002.02149, 2020 | | 2020 |
| DRA: Distributionally Robust Adversarial Training N Si, MSE Stanford, F Zhang, T Zhang | | |
Jose BlanchetStanford UniversityVerified email at stanford.edu
