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Zhaolin Hu
Zhaolin Hu
Professor at School of Economics and Management, Tongji University
Verified email at tongji.edu.cn - Homepage
Title
Cited by
Cited by
Year
Kullback-Leibler divergence constrained distributionally robust optimization
Z Hu, LJ Hong
Available at Optimization Online 1 (2), 9, 2013
3292013
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
1522014
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
792014
Robust simulation of global warming policies using the DICE model
Z Hu, J Cao, LJ Hong
Management science 58 (12), 2190-2206, 2012
712012
A smooth Monte Carlo approach to joint chance-constrained programs
Z Hu, LJ Hong, L Zhang
IIE Transactions 45 (7), 716-735, 2013
302013
Ambiguous probabilistic programs
Z Hu, LJ Hong, AMC So
Available at Optimization Online, 2013
222013
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
142014
Chance constrained programs with Gaussian mixture models
Z Hu, W Sun, S Zhu
IISE Transactions 54 (12), 1117-1130, 2022
122022
Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences
Z Hu, LJ Hong
2015 Winter Simulation Conference (WSC), 643-654, 2015
112015
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
102011
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
92018
Kullback-Leibler divergence constrained distributionally robust optimization, 2012
Z Hu, LJ Hong
Available at Optimization Online, 0
9
Convex risk measures: efficient computations via monte carlo
Z Hu, Z Dali
Available at SSRN 2758713, 2016
62016
Utility‐based shortfall risk: Efficient computations via Monte Carlo
Z Hu, D Zhang
Naval Research Logistics (NRL) 65 (5), 378-392, 2018
52018
Chance constrained programs with mixture distributions
Z Hu, W Sun, S Zhu
Proc. INFORMS Int. Conf., 1-8, 2018
52018
Kullback-Leibler divergence constrained distributionally robust optimization. Available at Optimization Online, 2013
Z Hu, LJ Hong
32013
Perspective reformulations of semicontinuous quadratically constrained quadratic programs
X Zheng, Y Pan, Z Hu
INFORMS Journal on Computing 33 (1), 163-179, 2021
22021
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
22010
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
12023
Robust Simulation of Stochastic Systems
Z Hu, LJ Hong
12015
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