个人简介
教育背景
2008-2011 哲学博士 香港科技大学
2004-2008 理学学士 浙江大学
教学课程
本科生:决策模拟;管理建模与仿真(2012秋);运筹学(2013春)
研究生:高级应用数理统计(硕士课程);随机规划(博士课程,与另一位老师合上);高级运筹学(2012秋)
中德美项目:Applied Statistics(2019春)
研究项目
“高维仿真优化及其在库存物流系统运营中的应用”,负责人,国家自然科学基金面上项目,项目号:72071148,2021/01-2024/12
“随机优化,不确定环境决策”,负责人,国家自然科学基金优秀青年科学基金,项目号:71722009,2018/01-2020/12
“模拟仿真的输入不确定性及其在金融风险管理中的应用”,负责人,国家自然科学基金青年基金,项目号:71201117,2013/01-2015/12
“基于分布鲁棒优化的管理和决策”,负责人,上海市浦江人才计划,项目号:13PJC101, 2013/09-2015/08
“城市群综合交通系统风险辨识与应急管理理论”,参与人,国家自然科学基金重大项目子课题,项目号:71890973
“面向全生命周期的医疗质量安全管理与资源优化配置”,参与人,国家自然科学基金重点项目,项目号:71432007,2015/01-2019/12
教学经历
2018-至今 同济大学经济与管理学院 教授
2014-2017 同济大学经济与管理学院 副教授
2012-2013 同济大学经济与管理学院 讲师
2011-2012 同济大学经济与管理学院 任教
学术经历
2014/08,2012/07-08,Research Fellow,访问香港城市大学商学院管理科学系
2013/07-08,Research Fellow,访问香港科技大学工业工程及物流管理系
2008-2011,香港科技大学,博士在读
多次参加国际学术会议(如INFORMS Annual Meeting, Winter Simulation Conference, INFORMS International Conference, POMS-HK International Conference等)并做报告
研究领域
随机优化;仿真理论和实践;机器学习;金融风险管理;智能决策
近期论文
查看导师新发文章
(温馨提示:请注意重名现象,建议点开原文通过作者单位确认)
Hu, Z., L. J. Hong. 2022. Robust simulation with likelihood-ratio constrained input uncertainty. INFORMS Journal on Computing, 34(4) 2350–2367.
An earlier version: Robust simulation of stochastic systems. [PDF].
Hu, Z., W. Sun^, S. Zhu. 2022. Chance constrained programs with Gaussian mixture models. IISE Transactions, 54(12) 1117-1130. ^学生
Zheng, X., Y. Pan, Z. Hu*. 2021. Perspective reformulations of semi-continuous quadratically constrained quadratic programs. INFORMS Journal on Computing, 33(1) 163-179. *Corresponding author
Hu, Z., D. Zhang. 2018. Utility-based shortfall risk: efficient computations via Monte Carlo. Naval Research Logistics, 65 378–392.
Sun, L., L. J. Hong, Z. Hu. 2014. Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search. Operations Research, 62(6) 1416-1438.
Hong, L. J., Z. Hu, G. Liu. 2014. Monte Carlo methods for value-at-risk and conditional value-at-risk: A review. ACM Transactions on Modeling and Computer Simulation, 24(4) Article 22.
Hong, L. J., Z. Hu*, L. Zhang. 2014. Conditional value-at-risk approximation to value-at-risk constrained programs: A remedy via Monte Carlo. INFORMS Journal on Computing, 26(2) 385-400. *Corresponding author
Hu, Z., L. J. Hong, L. Zhang. 2013. A smooth Monte Carlo approach to joint chance constrained programs. IIE Transactions, 45(7) 716-735.
Hu, Z., J. Cao, L. J. Hong. 2012. Robust simulation of global warming policies using the DICE model. Management Science, 58(12) 2190-2206.
会议论文
Sun, W.^, Z. Hu, L. J. Hong. 2018. Gaussian mixture model-based random search for continuous optimization via simulation. Proceedings of the 2018 Winter Simulation Conference, 2003-2014. ^学生
Hu, Z., L. J. Hong. 2015. Robust simulation of stochastic systems with input uncertainties modeled by statistical divergences. Proceedings of the 2015 Winter Simulation Conference, 643-654.
Sun, L., L. J. Hong, Z. Hu. 2011. Optimization via simulation using Gaussian process-based search. Proceedings of the 2011 Winter Simulation Conference, 4134-4145.
Hu, Z., J. Cao, L. J. Hong. 2010. Robust simulation of environmental policies using the DICE model. Proceedings of the 2010 Winter Simulation Conference, 1295-1305.
工作论文
Hu, Z., L. J. Hong, A. M. C. So. 2013. Ambiguous probabilistic programs. [Optimization Online].
Hu, Z., L. J. Hong. 2012. Kullback-Leibler divergence constrained distributionally robust optimization. [Optimization Online]. Google Scholar引用over 100.
Hu, Z., J. Wei, Z. Huang. On several classes of stochastic optimization models with auxiliary decision variables.
Zhong, Y., J. Du, D. Li, Z. Hu. Reference alternatives based knockout-tournament procedure for ranking and selection.
Wang, Z., Z. Hu. Digital twin driven operations of pre-hospital emergency systems.