Publications
The Non-Markovian Nature of Nested Logit Choice
Li, Selena & Udwani, Rajan. (2022). The Non-Markovian Nature of Nested Logit Choice. SSRN Electronic Journal. 10.2139/ssrn.3420257.
Immediacy Provision and Matchmaking
An, Yu and Zheng, Zeyu, Immediacy Provision and Matchmaking (January 19, 2022). Available at SSRN: https://ssrn.com/abstract=2868280 or http://dx.doi.org/10.2139/ssrn.2868280
Dynamic Pricing with External Information and Inventory Constraint
Li, Xiaocheng & Zheng, Zeyu. (2019). Dynamic Pricing with External Information and Inventory Constraint. SSRN Electronic Journal. 10.2139/ssrn.3458662.
Learning to Simulate Sequentially Generated Data via Neural Networks and Wasserstein Training
Zhu, Tingyu & Liu, Haoyu & Zheng, Zeyu. (2023). Learning to Simulate Sequentially Generated Data via Neural Networks and Wasserstein Training. ACM Transactions on Modeling and Computer Simulation. 10.1145/3583070.
Gradient-Based Simulation Optimization Algorithms via Multi-Resolution System Approximations
Xu, Jingxu & Zheng, Zeyu. (2023). Gradient-Based Simulation Optimization Algorithms via Multi-Resolution System Approximations. INFORMS Journal on Computing. 35. 10.1287/ijoc.2023.1279.
A Doubly Stochastic Simulator with Applications in Arrivals Modeling and Simulation
Yufeng, Zheng & Zheng, Zeyu. (2020). Doubly Stochastic Generative Arrivals Modeling.
A Breakpoints Based Method for the Maximum Diversity and Dispersion Problems
Hochbaum, D. S., Liu, Z., & Goldschmidt, O. (2023). A Breakpoints Based Method for the Maximum Diversity and Dispersion Problems. In Proceedings of the SIAM Conference on Applied and Computational Discrete Algorithms (ACDA23) (pp. 189-200). Society for Industrial and Applied Mathematics. https://doi.org/10.1137/1.9781611977714.17
Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
, , . Interbank lending with benchmark rates: Pareto optima for a class of singular control games. Mathematical Finance. 2021; 31: 1357– 1393. https://doi.org/10.1111/mafi.12325