22 citations · 33 across the 8 of their papers we have counts for
Showing math.OCShow all
3 papers · 1 filter
math.OC2022
Contextual Ranking and Selection with Gaussian Processes
Sait Cakmak, Siyang Gao, Enlu Zhou
In many real world problems, we are faced with the problem of selecting the best among a finite number of alternatives, where the best alternative is determined based on context sp…
math.OC2020
Solving Bayesian Risk Optimization via Nested Stochastic Gradient Estimation
Sait Cakmak, Di Wu, Enlu Zhou
In this paper, we aim to solve Bayesian Risk Optimization (BRO), which is a recently proposed framework that formulates simulation optimization under input uncertainty. In order to…
math.OC2013★ 2 cited
Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization
Enlu Zhou, Jiaqiao Hu
In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by r…