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Conditional value-at-risk appr...
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INFORMS journal on computing : JOC
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A smooth Monte Carlo approach to joint chance-constrained programs
Hu, Zhaolin
;
Hong, L. Jeff
;
Zhang, Liwei
- In:
IIE transactions / Institute of Industrial Engineers, …
45
(
2013
)
7
,
pp. 716-735
Persistent link: https://www.econbiz.de/10010102440
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Robust simulation with likelihood-ratio constrained input uncertainty
Hu, Zhaolin
;
Hong, L. Jeff
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
4
,
pp. 2350-2367
Persistent link: https://www.econbiz.de/10013362754
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3
Robust simulation of global warming policies using the DICE model
Hu, Zhaolin
;
Cao, Jing
;
Hong, L. Jeff
- In:
Management science : journal of the Institute for …
58
(
2012
)
12
,
pp. 2190-2206
Persistent link: https://www.econbiz.de/10009701861
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4
Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search
Sun, Lihua
;
Hong, L. Jeff
;
Hu, Zhaolin
- In:
Operations research
62
(
2014
)
6
,
pp. 1416-1438
Persistent link: https://www.econbiz.de/10010471837
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5
Utility-based shortfall risk : efficient computations via Monte Carlo
Hu, Zhaolin
;
Zhang, Dali
- In:
Naval research logistics : an international journal
65
(
2018
)
5
,
pp. 378-392
Persistent link: https://www.econbiz.de/10011969327
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Perspective reformulations of semicontinuous quadratically constrained quadratic programs
Zheng, Xiaojin
;
Pan, Yutong
;
Hu, Zhaolin
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 163-179
Persistent link: https://www.econbiz.de/10012496370
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7
Reference alternatives based knockout-tournament procedure for ranking and selection
Zhong, Ying
;
Du, Jianzhong
;
Li, Deng-Feng
;
Hu, Zhaolin
- In:
European journal of operational research : EJOR
320
(
2025
)
3
,
pp. 628-641
Persistent link: https://www.econbiz.de/10015085336
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8
Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems
Wang, Yun
;
Zhang, Liwei
- In:
Mathematical methods of operations research
70
(
2009
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003905233
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9
Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
Zhang, Liwei
;
Guo, Shaoyan
;
Wu, Jia
;
Hao, Shoulin
- In:
Mathematical methods of operations research
78
(
2013
)
3
,
pp. 373-404
Persistent link: https://www.econbiz.de/10010227445
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10
The augmented Langrangian method for a type of inverse quadratic programming problems over second-order cones
Zhang, Yi
;
Zhang, Liwei
;
Wu, Yue
- In:
Top : transactions in operations research
22
(
2014
)
1
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pp. 45-79
Persistent link: https://www.econbiz.de/10010347849
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