93 citations · 177 across the 6 of their papers we have counts for
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math.OC2018★ 5 cited
Analyzing and provably improving fixed budget ranking and selection algorithms
Di Wu, Enlu Zhou
This paper studies the fixed budget formulation of the Ranking and Selection (R&S) problem with independent normal samples, where the goal is to investigate different algorithms' c…
math.OC2017★ 5 cited
Data-driven Ranking and Selection under Input Uncertainty
Di Wu, Yuhao Wang, Enlu Zhou
We consider a simulation-based Ranking and Selection (R&S) problem with input uncertainty, where unknown input distributions can be estimated using input data arriving in batches o…
math.OC2016
A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics
Di Wu, Helin Zhu, Enlu Zhou
A large class of stochastic programs involve optimizing an expectation taken with respect to an underlying distribution that is unknown in practice. One popular approach to address…