Yanchu Liu

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9211-0340

Lingnan College, Sun Yat-sen University, Guangzhou, China

Publications

• Information Relaxation and a Duality-Driven Algorithm for Stochastic Dynamic Programs — Operations Research 2024
• On the Variance of Single-Run Unbiased Stochastic Derivative Estimators — INFORMS Journal on Computing 2020 (name-matched, not ORCID-linked)
• American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach — Operations Research 2014