Fan Zhang
Fan Zhang
Management Science and Engineering, Stanford University
Verified email at stanford.edu - Homepage
Title
Cited by
Cited by
Year
Data-driven optimal transport cost selection for distributionally robust optimization
J Blanchet, Y Kang, K Murthy, F Zhang
2019 winter simulation conference (WSC), 3740-3751, 2019
362019
Optimal transport based distributionally robust optimization: Structural properties and iterative schemes
J Blanchet, K Murthy, F Zhang
arXiv preprint arXiv:1810.02403, 2018
272018
Exact simulation for multivariate Itô diffusions
J Blanchet, F Zhang
Advances in Applied Probability 52 (4), 1003-1034, 2020
242020
Distributionally robust policy evaluation and learning in offline contextual bandits
N Si, F Zhang, Z Zhou, J Blanchet
International Conference on Machine Learning, 8884-8894, 2020
82020
Distributionally Robust Local Non-parametric Conditional Estimation
VA Nguyen, F Zhang, J Blanchet, E Delage, Y Ye
Advances in Neural Information Processing Systems 33, 15232-15242, 2020
82020
A distributionally robust boosting algorithm
J Blanchet, F Zhang, Y Kang, Z Hu
2019 Winter Simulation Conference (WSC), 3728-3739, 2019
42019
Distributional Robust Batch Contextual Bandits
N Si, F Zhang, Z Zhou, J Blanchet
arXiv preprint arXiv:2006.05630, 2020
22020
Optimal scenario generation for heavy-tailed chance constrained optimization
J Blanchet, F Zhang, B Zwart
arXiv preprint arXiv:2002.02149, 2020
22020
Robustifying Conditional Portfolio Decisions via Optimal Transport
VA Nguyen, F Zhang, J Blanchet, E Delage, Y Ye
arXiv preprint arXiv:2103.16451, 2021
2021
Optimal Stochastic Couplings
F Zhang
Stanford University, 2021
2021
Efficient Scenario Generation for Heavy-tailed Chance Constrained Optimization
J Blanchet, F Zhang, B Zwart
arXiv preprint arXiv:2002.02149, 2020
2020
DRA: Distributionally Robust Adversarial Training
N Si, MSE Stanford, F Zhang, T Zhang
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