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Finite-sample guarantees for Wasserstein distributionally robust optimization : breaking the curse of dimensionality
Gao, Rui - In: Operations research 71 (2023) 6, pp. 2291-2306
Persistent link: https://www.econbiz.de/10014445041
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Optimal robust policy for feature-based newsvendor
Zhang, Luhao; Yang, Jincheng; Gao, Rui - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2315-2329
Persistent link: https://www.econbiz.de/10014519977
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Reliable off-policy evaluation for reinforcement learning
Wang, Jie; Gao, Rui; Zha, Hongyuan - In: Operations research 72 (2024) 2, pp. 699-716
Persistent link: https://www.econbiz.de/10014520884
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Wasserstein distributionally robust optimization and variation regularization
Gao, Rui; Chen, Xi; Kleywegt, Anton J. - In: Operations research 72 (2024) 3, pp. 1177-1191
Persistent link: https://www.econbiz.de/10014557557
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Distributionally robust stochastic optimization with Wasserstein distance
Gao, Rui; Kleywegt, Anton - In: Mathematics of operations research 48 (2023) 2, pp. 603-655
Persistent link: https://www.econbiz.de/10014314839
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Managing longevity risk
Li, Hong - 2015
Persistent link: https://www.econbiz.de/10011373370
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A new evolutionary algorithm for a class of nonlinear bilevel programming problems and its global convergence
Wang, Yuping; Li, Hong; Dang, Chuangyin - In: INFORMS journal on computing : JOC 23 (2011) 4, pp. 618-629
Persistent link: https://www.econbiz.de/10009388745
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MOEA/D + uniform design : a new version of MOEA/D for optimization problems with many objectives
Tan, Yan-yan; Jiao, Yong-chang; Li, Hong; Wang, Xin-kuan - In: Computers & operations research : and their … 40 (2013) 6, pp. 1648-1660
Persistent link: https://www.econbiz.de/10009751540