Publications
Stochastic Localization Methods for Convex Discrete Optimization via Simulation
Zhang, Haixiang & Zheng, Zeyu & Lavaei, Javad. (2023). Stochastic Localization Methods for Convex Discrete Optimization via Simulation. Operations Research. 10.1287/opre.2022.0030.
No Panic in Pandemic: The Impact of Individual Choice on Public Health Policy and Vaccine Priority.
Bai, Miao and Cui, Ying and Kong, Guangwen and Zhang, Zhenhuan, No Panic in Pandemic: The Impact of Individual Choice on Public Health Policy and Vaccine Priority (January 10, 2021). University of Connecticut School of Business Research Paper No. 21-02, Available at SSRN: https://ssrn.com/abstract=3763514 or http://dx.doi.org/10.2139/ssrn.3763514
On Efficient and Scalable Computation of the Nonparametric Maximum Likelihood Estimator in Mixture Models
Zhang, Y., Cui, Y., Sen, B., & Toh, K. (2022). On Efficient and Scalable Computation of the Nonparametric Maximum Likelihood Estimator in Mixture Models. ArXiv. /abs/2208.07514
Solving Nonsmooth Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
Liu, Junyi & Cui, Ying & Pang, Jong-Shi. (2020). Solving Nonsmooth Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization.
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse
Li, H., & Cui, Y. (2022). A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse. ArXiv. /abs/2204.01269
Matching queues with reneging: a product form solution
Castro, Francisco & Nazerzadeh, Hamid & Yan, Chiwei. (2020). Matching queues with reneging: a product form solution. Queueing Systems. 96. 10.1007/s11134-020-09662-y.
Dynamic pricing and matching in ride-hailing platforms
Yan, Chiwei & Zhu, Helin & Korolko, Nikita & Woodard, Dawn. (2019). Dynamic pricing and matching in ride‐hailing platforms. Naval Research Logistics (NRL). 67. 10.1002/nav.21872.
Randomized FIFO Mechanisms
Castro, F., Ma, H., Nazerzadeh, H., & Yan, C. (2021). Randomized FIFO Mechanisms. ArXiv. /abs/2111.10706
A Dynamic Model for Airline Fleeting and Scheduling
Yan, Chiwei & Ghate, Archis. (2022). A Dynamic Model for Airline Fleeting and Scheduling. SSRN Electronic Journal. 10.2139/ssrn.4197493.
A new complexity metric for nonconvex rank-one generalized matrix completion
Zhang, Haixiang & Yalcin, Baturalp & Lavaei, Javad & Sojoudi, Somayeh. (2023). A new complexity metric for nonconvex rank-one generalized matrix completion. Mathematical Programming. 10.1007/s10107-023-02008-5.