Duan Li | Academic Influence

Duan Li's AcademicInfluence.com Rankings

Duan Li

Computer Science

#8304

World Rank

#8730

Historical Rank

Computational Linguistics

#1822

World Rank

#1841

Historical Rank

Machine Learning

#3367

World Rank

#3407

Historical Rank

Artificial Intelligence

#3665

World Rank

#3717

Historical Rank

computer-science Degrees

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Computer Science

Duan Li's Degrees

Masters Computer Science Stanford University
Bachelors Computer Science Tsinghua University

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Duan Li's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation (2000) (976)
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000) (951)
On Restart Procedures for the Conjugate Gradient Method (2004) (477)
Mean-variance analysis of a single supplier and retailer supply chain under a returns policy (2008) (215)
Convergence of the iterative Hammerstein system identification algorithm (2004) (205)
Nonlinear Integer Programming (2006) (203)
Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation (2004) (166)
Asset and liability management under a continuous-time mean–variance optimization framework (2006) (162)
Channel coordination in supply chains with agents having mean-variance objectives (2008) (161)
OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (2006) (152)
BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (2012) (150)
On Properties of Preinvex Functions (2001) (139)
Optimal two-stage ordering policy with Bayesian information updating (2003) (130)
Mean–Variance Analysis for the Newsvendor Problem (2008) (130)
Reweighted 1-Minimization for Sparse Solutions to Underdetermined Linear Systems (2012) (126)
Near-Subconvexlikeness in Vector Optimization with Set-Valued Functions (2001) (124)
Optimal returns policy for supply chain with e-marketplace (2004) (124)
Optimal Cardinality Constrained Portfolio Selection (2013) (115)
Optimal multi-period mean-variance policy under no-shorting constraint (2014) (107)
Zero duality gap for a class of nonconvex optimization problems (1995) (94)
Monotonicity of Fixed Point and Normal Mappings Associated with Variational Inequality and Its Application (2000) (87)
Quick response policy with Bayesian information updates (2006) (82)
Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (2014) (74)
Identification, ranking, and management of risks in a major system acquisition (2001) (72)
Safety-first dynamic portfolio selection (1998) (67)
A New Filled Function Method for Global Optimization (2004) (66)
Normal vector identification and interactive tradeoff analysis using minimax formulation in multiobjective optimization (2002) (63)
On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization (2005) (62)
Optimal single ordering policy with multiple delivery modes and Bayesian information updates (2004) (61)
Recent Advances in Mathematical Programming with Semi-continuous Variables and Cardinality Constraint (2013) (61)
Hierarchical multiobjective analysis for large-scale systems: Review and current status (1988) (60)
The envelope approach for multiobjeetive optimization problems (1987) (60)
Discrete Filled Function Method for Discrete Global Optimization (2005) (59)
MEAN‐VARIANCE POLICY FOR DISCRETE‐TIME CONE‐CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM‐VARIANCE SIGNED SUPERMARTINGALE MEASURE (2014) (58)
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection (2013) (56)
Optimal Maintenance‐Related Decision Making for Deteriorating Water Distribution Systems: 1. Semi‐Markovian Model for a Water Main (1992) (55)
On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization (2007) (55)
Robust portfolio selection under downside risk measures (2009) (53)
Price Wall or War: The Pricing Strategies for Retailers (2009) (53)
Multi-period portfolio selection for asset-liability management with uncertain investment horizon (2008) (52)
Selection of Probability Distributions in Characterizing Risk of Extreme Events (1994) (51)
Probabilistic linear programming problems with exponential random variables: A technical note (1998) (51)
Variance minimization approach for a class of dual control problems (2002) (49)
Capacity Reliability of Water Distribution Networks and Optimum Rehabilitation Decision Making (1996) (49)
Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations (2011) (47)
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (2016) (46)
MULTIOBJECTIVE DYNAMIC PROGRAMMING: THE STATE OF THE ART (1989) (45)
Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization (1999) (44)
A convexification method for a class of global optimization problems with applications to reliability optimization (2001) (43)
A decomposition method for optimization of large-system reliability (1992) (43)
Semistrictly Preinvex Functions (2001) (42)
Multiobjective Decision‐Tree Analysis (1990) (41)
Discrete global descent method for discrete global optimization and nonlinear integer programming (2007) (40)
Optimality Condition and Branch and Bound Algorithm for Constrained Redundancy Optimization in Series Systems (2002) (40)
Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming (2015) (39)
Dynamic Mean-Risk Portfolio Selection with Multiple Risk Measures in Continuous-Time (2014) (39)
Unified theory of augmented Lagrangian methods for constrained global optimization (2009) (39)
Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation (2011) (38)
Capacity reliability of water distribution networks (1993) (37)
Nonlinear portfolio selection using approximate parametric Value-at-Risk (2013) (37)
Local Convexification of the Lagrangian Function in Nonconvex Optimization (2000) (37)
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach (2015) (37)
Dynamic Trading with Reference Point Adaptation and Loss Aversion (2015) (37)
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (2014) (36)
Prospect theory and trading patterns (2013) (36)
Roy’s Safety‐First Portfolio Principle in Financial Risk Management of Disastrous Events (2012) (36)
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (2014) (35)
The Envelope Approach for Multiobjective Optimization Problems (1985) (35)
Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters (2008) (35)
MULTIOBJECTIVE METHODOLOGY FOR HIGHWAY SAFETY RESOURCE ALLOCATION (2000) (35)
Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information (2013) (34)
Hierarchical generating method for large-scale multiobjective systems (1987) (34)
On general multiple linear-quadratic control problems (1993) (34)
Multiple objectives and non-separability in stochastic dynamic programming (1990) (33)
New approach for nonseparable dynamic programming problems (1990) (33)
On the minimax solution of multiple linear-quadratic problems (1990) (33)
Optimal maintenance-related decision making for deteriorating water distribution systems: 2. Multilevel decomposition approach (1992) (33)
On zero duality gap in nonconvex quadratic programming problems (2012) (32)
Discrete-time behavioral portfolio selection under cumulative prospect theory (2015) (31)
Convexification, Concavification and Monotonization in Global Optimization (2001) (30)
Success Guarantee of Dual Search in Integer Programming: p-th Power Lagrangian Method (2000) (30)
Cardinality Constrained Linear-Quadratic Optimal Control (2011) (30)
Convexification of a noninferior frontier (1996) (30)
Asset-Liability Management Under the Safety-First Principle (2009) (29)
Zero duality gap in integer programming: P-norm surrogate constraint method (1999) (29)
A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P[sub 0] LCPs (2002) (29)
Adaptive differential dynamic programming for multiobjective optimal control (2002) (28)
SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices (2016) (27)
BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability (2019) (26)
An Exact Solution Method for Reliability Optimization in Complex Systems (2005) (26)
Discrete-Time Mean-CVaR Portfolio Selection and Time-Consistency Induced Term Structure of the CVaR (2017) (26)
pth Power Lagrangian Method for Integer Programming (2000) (26)
Improvement of Highway Safety I: Identification of Causal Factors Through Fault‐Tree Modeling1 (1995) (25)
Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework (2017) (25)
Existence of a Saddle Point in Nonconvex Constrained Optimization (2001) (25)
An exact solution method for unconstrained quadratic 0–1 programming: a geometric approach (2012) (25)
Convexification and existence of a saddle point in a pth-power reformulation for nonconvex constrained optimization☆ (2001) (25)
Portfolio management with robustness in both prediction and decision: A mixture model based learning approach (2014) (25)
A polynomial case of the cardinality-constrained quadratic optimization problem (2013) (24)
Using beat frequency lasers to measure micro-displacement and gravity: a discussion. (1988) (24)
APPROXIMATING CATASTROPHIC RISK THROUGH STATISTICS OF EXTREMES (1991) (24)
On a New Homotopy Continuation Trajectory for Nonlinear Complementarity Problems (2001) (24)
Time consistent behavioral portfolio policy for dynamic mean–variance formulation (2014) (23)
Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem (2017) (23)
Value-Estimation Function Method for Constrained Global Optimization (1999) (23)
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (2012) (23)
Portfolio selection with marginal risk control (2010) (23)
Extension of dynamic programming to nonseparable dynamic optimization problems (1991) (22)
Asymptotic Strong Duality for Bounded Integer Programming: A Logarithmic-Exponential Dual Formulation (2000) (22)
RISK OF EXTREME EVENTS IN A MULTIOBJECTIVE FRAMEWORK (1992) (22)
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (2018) (21)
Nonsmooth Equation Based BFGS Method for Solving KKT Systems in Mathematical Programming (2001) (21)
Saddle point generation in nonlinear nonconvex optimization (1997) (21)
Polynomially Solvable Cases of Binary Quadratic Programs (2010) (21)
On duality gap in binary quadratic programming (2012) (21)
Strict Feasibility Conditions in Nonlinear Complementarity Problems (2000) (20)
An Enhanced Mean-Variance Framework for Robo-Advising Applications (2019) (19)
Explicit Efficient Frontier of a Continuous-Time Mean Variance Portfolio Selection Problem (1998) (18)
Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (2017) (18)
Hidden Convex Minimization (2005) (18)
A hierarchical-multiobjective framework for risk management (1991) (18)
Multilevel methodology for a class of non-separable optimization problems (1990) (17)
Peeling Off a Nonconvex Cover of an Actual Convex Problem: Hidden Convexity (2007) (17)
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (2013) (17)
Iterative Parametric Dynamic Programming and Its Application in Reliability Optimization (1995) (17)
Convergent Lagrangian and Contour Cut Method for Nonlinear Integer Programming with a Quadratic Objective Function (2006) (16)
Nonlinear Integer Programming (International Series in Operations Research & Management Science) (2006) (16)
OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (2008) (16)
Computing exact solution to nonlinear integer programming: Convergent Lagrangian and objective level cut method (2007) (16)
Hierarchical control for large-scale systems with general multiple linear-quadratic structure (1993) (15)
Test problem generator for unconstrained global optimization (2014) (15)
Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control (2012) (15)
Exact Algorithm for Concave Knapsack Problems: Linear Underestimation and Partition Method (2005) (15)
Successive method for general multiple linear-quadratic control problem in discrete time (2000) (14)
Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment (2019) (14)
A Globally Convergent and Efficient Method for Unconstrained Discrete-Time Optimal Control (2002) (13)
An efficient algorithm for nonlinear integer programming problems arising in series–parallel reliability systems (2006) (12)
Linear-quadratic switching control with switching cost (2012) (12)
Behavior patterns of investment strategies under Roy’s safety-first principle (2010) (12)
Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method (2002) (12)
Closed-loop optimal control law for discrete-time LQG problems with a mean-variance objective (2004) (12)
Global Descent Method for Global Optimization (2010) (12)
Global descent methods for unconstrained global optimization (2011) (12)
Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming (2010) (12)
Exponential Transformation in Convexifying a Noninferior Frontier and Exponential Generating Method (1998) (11)
Mean-variance control for discrete-time LQG problems (2003) (11)
A New Solution Approach to Salukvadze's Problem (1990) (11)
Two-level Linear Programming Approach to Solve Fuzzy Matrix Games with Fuzzy Pay-offs (2003) (11)
Towards Strong Duality in Integer Programming (2006) (11)
Dynamic mean–VaR portfolio selection in continuous time (2017) (11)
Existence and Limiting Behavior of a Non--Interior-Point Trajectory for Nonlinear Complementarity Problems Without Strict Feasibility Condition (2001) (11)
Convergent Lagrangian and domain cut method for nonlinear knapsack problems (2009) (10)
A New Path-Following Algorithm for Nonlinear P*Complementarity Problems (2006) (10)
Separable Relaxation for Nonconvex Quadratic Integer Programming: Integer Diagonalization Approach (2010) (10)
A Note on Monotone Mean-Variance Preferences for Continuous Processes (2019) (10)
On The Reduction of Duality Gap in Box Constrained Nonconvex Quadratic Program (2011) (10)
Optimal nominal dual control for discrete-time LQG problem with unknown parameters (2003) (10)
Optimal Multiperiod Mean-Variance Policy Under No-Shorting Constraint (2012) (10)
Evaluating Risk of Extreme Events for Univariate‐Loss Functions (1994) (10)
The uncertainty sensitivity index method (USIM) and its extension (1988) (10)
Probabilistic Linearly Constrained Programming Problems with Lognormal Random Variables (2005) (9)
Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming (2016) (9)
Discrete-Time Behavioral Portfolio Selection Under Prospect Theory (2014) (9)
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise (2019) (9)
Distribution Analyzer and Risk Evaluator (DARE) Using Fault Trees (1990) (9)
A Robust Set-Valued Scenario Approach for Handling Modeling Risk in Portfolio Optimization (2015) (9)
Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties (2020) (8)
ACTIVE DUAL CONTROL FOR LINEAR-QUADRATIC GAUSSIAN SYSTEM WITH UNKNOWN PARAMETERS (2002) (8)
Cost smoothing in discrete-time linear-quadratic control (1997) (8)
Iterative Parametric Minimax Method for a Class of Composite Optimization Problems (1996) (8)
Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems (2021) (8)
Factor-risk-constrained mean-variance portfolio selection: formulation and global optimization solution approach (2011) (8)
Performance-First Control for Discrete-Time LQG Problems (2009) (7)
Logarithmic-exponential penalty formulation for integer programming (1999) (7)
A nonlinear Lagrangian dual for integer programming (2002) (7)
Convex Relaxations with Second Order Cone Constraints for Nonconvex Quadratically Constrained Quadratic Programming (2016) (7)
Information aggregation in a financial market with general signal structure (2019) (7)
A Linear-Time Algorithm for Generalized Trust Region Subproblems (2018) (6)
The impact of improved vehicle design on highway safety (1996) (6)
Decomposition Technique in Multiobjective Discrete-Time Dynamic Problems: The Envelope Approach (1988) (6)
Reachability determination in acyclic Petri nets by cell enumeration approach (2011) (6)
Classical mean-variance model revisited: pseudo efficiency (2015) (6)
Multiperiod mean-variance portfolio optimization with general correlated returns (2014) (6)
Risk-Based Evaluation of Flood Warning and Preparedness Systems. Volume 1 - Overview. (1996) (5)
Mean–variance portfolio optimization with parameter sensitivity control† (2016) (5)
Successive Optimization Method via Parametric Monotone Composition Formulation* (2000) (5)
Reference Point Formation in Social Networks, Wealth Growth, and Inequality (2017) (5)
Symmetric duality for a class of multiobjective programming (2000) (5)
Constructing Generalized Mean Functions Using Convex Functions with Regularity Conditions (2006) (5)
Variance Minimization in Stochastic Systems (2003) (5)
Mitigation of Curse of Dimensionality in Dynamic Programming (2008) (5)
Tight MIQP Reformulations for Semi-Continuous Quadratic Programming: Lift-and-Convexification Approach (2015) (5)
Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems (1994) (5)
Risk of Extreme Flood Losses under Uncertain Physical Conditions (1994) (5)
Generalized Nonlinear Lagrangian Formulation for Bounded Integer Programming (2005) (4)
A linear-time algorithm for generalized trust region problems (2018) (4)
Strong duality in optimization: shifted power reformulation (2016) (4)
An exact algorithm for 0-1 polynomial knapsack problems (2007) (4)
Time Cardinality Constrained Mean-Variance Dynamic Portfolio Selection (2009) (4)
On the relationship between the integer and continuous solutions of convex programs (2001) (4)
Nonlinear Lagrangian Methods in Constrained Nonlinear Optimization (2001) (4)
A Hierarchical Generating Method with Feasible Decomposition (1987) (4)
Exact determination and sensitivity analysis of a risk measure of extreme events (1992) (4)
On the characteristics of extreme values for series systems (1993) (4)
Tightening a copositive relaxation for standard quadratic optimization problems (2013) (4)
Optimal Flood Warning Threshold: A Case Study in Connellsville, Pennsylvania (1992) (3)
On-line adjustment in general multiple linear-quadratic control (1993) (3)
New reformulations for probabilistically constrained quadratic programs (2014) (3)
Hierarchical Multiobjective Analysis for Large-Scale Systems: Current Status (1987) (3)
Adaptive robust tracking for uncertain system (2010) (3)
A revised Taha's algorithm for polynomial 0-1 programming (2007) (3)
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure (2012) (3)
When Prospect Theory Preference Meets Mean-Reverting Asset Returns: A Dynamic Asset Allocation Model (2017) (3)
Risk and Potential: An Asset Allocation Framework with Applications to Robo-Advising (2019) (3)
Convexification of Nonsmooth Monotone Functions1 (2007) (3)
Risk Management within a Hierarchical Multiobjective Framework (1989) (3)
Multiobjective Decision-Tree Analysis in Industrial Systems (1990) (2)
Effective algorithms for optimal portfolio deleveraging problem with cross impact (2020) (2)
Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints (2006) (2)
Continuous-time Mean-Variance Portfolio Selection with Finite Transactions (2012) (2)
Multiobjective Analysis of Large-Scale Systems (2003) (2)
An exact algorithm for factor model in portfolio selection with roundlot constraints (2009) (2)
Optimal Order Exposure in a Limit Order Market (2017) (2)
Market Timing Strategy in Dynamic Portfolio Selection: A Mean-Variance Formulation (2012) (2)
Optimal Flood Warning Threshold and a Case Study in Milton, Pennsylvania (1991) (2)
A Theoretical Analysis of Sparse Recovery Stability of Dantzig Selector and LASSO (2017) (2)
Perturbation feedback control in general multiple linear-quadratic control problems (1998) (2)
Revised Progressive-Hedging-Algorithm Based Two-layer Solution Scheme for Bayesian Reinforcement Learning (2019) (2)
Optimal order execution using hidden orders (2018) (2)
A Novel Method for Reachability Determination in Petri Nets (2009) (2)
On Conditions for Strict Feasibility inNonlinear Complementarity Problems 1 (2000) (2)
Factor Model Based Clustering Approach for Cardinality Constrained Portfolio Selection (2014) (2)
GUARANTEED PERFORMANCE CONTROL FOR DISCRETE-TIME LQG PROBLEMS (2005) (2)
Successive Convex Approximations to Cardinality-Constrained Quadratic Programs: A DC Approach ✩ (2012) (2)
On reduction of duality gap in quadratic knapsack problems (2012) (2)
A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem (2020) (2)
Quadratic convex reformulation for quadratic programming with linear on-off constraints (2019) (2)
Preface: Special issue of Journal of Global Optimization for the 8th international conference on optimization: techniques and applications (2013) (2)
Nonseparable Dynamic Programming in Discrete Time Systems (1991) (2)
An Analysis of the Barzilai and Borwein Gradient Method for Unsymmetric Linear Equations (2005) (2)
Posterior analysis in assessing risk of extreme events: a conjugate family approach (1993) (2)
Portfolio Management with Dual Robustness in Prediction and Optimization: A Mixture Model Based Learning Approach (2013) (1)
Does Reference Point Updating Lead to Time-Inconsistent Investment? (2017) (1)
Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise (2017) (1)
Stochastic Control for Optimal Execution: Fast Approximation Solution Scheme Under Nested Mean-semi Deviation and Conditional Value at Risk (2017) (1)
Resolving Time Inconsistency in Financial Decision Problems With Non-Expectation Operator: From Internal Conflict to Internal Harmony by Strategy of Self-Coordination (2017) (1)
Semidefinite Programming Based Convex Relaxation for Nonconvex Quadratically Constrained Quadratic Programming (2019) (1)
Research on Dual Control (2005) (1)
A Total Unimodularity Based Branch-and-Bound Method for Integer Programming (2006) (1)
The reliability of water distribution systems (1993) (1)
On LQ control of discrete-time switched system with switching cost (2009) (1)
Cardinality constrained linear-quadratic optimal control: Lower bounding scheme via scalar state space by semidefinite programming (2007) (1)
New Dual Formulations in Constrained Integer Programming (2000) (1)
Estimating Detention Pond Efficiency by a Derived Distribution Approach (1993) (1)
Using Multiobjective Optimization As a Separation Strategy for Nonseparable Problems (1994) (1)
Dynamic Mean-VaR Portfolio Selection in Continuous Time (2016) (1)
New Implicit Enumeration Method for Polynomial 0-1 Programming (2007) (1)
Distance confined path problem and separable integer programming (2013) (1)
Flood loss assessment with integrated measures (1994) (1)
The Hardware Design of Three-channel EIG Monitoring System Based on S3C2410X and GPRS (2007) (0)
Convergent Lagrangian Methods for Separable Nonlinear Integer Programming: Objective Level Cut and Domain Cut Methods (2005) (0)
Special Issue of Journal of Global Optimization on Optimization Techniques and Applications (2005) (0)
Time-Varying Trade-Offs In Multiobjective Dynamic Programming (2000) (0)
Identification of Hidden Convex Minimization Problems (2005) (0)
Recent Advances in Mathematical Programming with Semi-continuous Variables and Cardinality Constraint (2013) (0)
Editorial (2005) (0)
Dedicated to the memory of Professor Xiaoling Sun (1963–2014) (2016) (0)
Time Consistency Issue in Multi-Objective Optimization† (2011) (0)
Preface: Special issue of Journal of Global Optimization for the 8th international conference on optimization: techniques and applications (2012) (0)
A polynomial case of the cardinality-constrained quadratic optimization problem (2012) (0)
An Exact Solution Method for Reliabilty Optimization Problems in Complex Systems (0)
Locating Sparse Solutions of Underdetermined Linear Systems via the Reweighted ` 1 -Method (2012) (0)
Active dual control for unknown parameters linear-quadratic Gaussian system with unknown parameters (2002) (0)
Global optimality for general multiple linear quadratic control in discrete time systems (1999) (0)
Some Heredity of Quotient Space (2006) (0)
Convexification and Monotone Optimization (2005) (0)
Tightening a copositive relaxation for standard quadratic optimization problems (2012) (0)
On Conic Relaxations of Generalization of the Extended Trust Region Subproblem (2019) (0)
ELECTRONIC MARKET PLACE FOR RETURNED PRODUCTS IN THE PUBLISHING INDUSTRY: A SIMULATION ANALYS IS (2001) (0)
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (2013) (0)
Achieving Zero Duality Gap in Nonconvex Optimization through Convexification (1995) (0)
On KKT Points of Homogeneous Programs (2006) (0)
A note on semidefinite relaxation for 0-1 quadratic knapsack problems (2013) (0)
General multiple linear-quadratic control in discrete-time (1996) (0)
Fuzzy Linear Programming Technique for Multidimensional Analysis of Preferences in Multiattribute Group Decision-making Under Fuzzy Environments (2003) (0)
Use Normal Vector and Gradient Projection to Support Interactive Trade-off Analysis in Multiobjective Optimisation (2001) (0)
On Stability of Multiobjective Dynamic Programming with Fuzzy Numbers (2002) (0)
An exact solution method for unconstrained quadratic 0–1 programming: a geometric approach (2011) (0)
On duality gap in binary quadratic programming (2011) (0)
On reduction of duality gap in quadratic knapsack problems (2012) (0)
On zero duality gap in nonconvex quadratic programming problems (2011) (0)
Multiobjective Control of The Risk of Extreme Events In Dynamic Systems (1992) (0)
Quantification of risk of extreme and catastrophic events (1990) (0)
Water infrastructure risk ranking and filtering method (1994) (0)
Proceedings of the 5th International Conference on Optimization techniques and applications (ICOTA 2001, Hong Kong) (2001) (0)
A Four-Level Hierarchical Control Scheme for Large-scale General Multiple Linear-Quadratic Control Problems (1993) (0)
MODELING AND MULTIOBJECTIVE DECISION MAKING FOR CONFLICT RESOLUTION. (1986) (0)
Risk-Based Evaluation of Flood Warning and Preparedness Systems. Volume 2 - Technical (1995) (0)
Toward an Optimal Maintenance Framework for Deteriorating Water Distribution Systems (1991) (0)
Reliability-Based Rehabilitation of Water Infrastructure (2013) (0)
A Note on KKT Points of Homogeneous Programs (2005) (0)
Some Properties Concerning Completely Hyperreductive Operators (1993) (0)
Stochastic Control for Optimal Execution: Fast Approximation Solution Scheme Under Nested Mean-semi Deviation and Conditional Value at Risk (2017) (0)
Margin Calculation of Multi-Leg Option Strategies (2017) (0)
The impact of a reference point determined by social comparison on wealth growth and inequality (2021) (0)
Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems (2020) (0)
Hybrid strategy in multiperiod mean-variance framework (2022) (0)
Risk and Potential: A Perspective from Mean-Variance Induced Utility Functions (2020) (0)
Classical Mean Variance Model Revisited: Pseudo Efficiency (2009) (0)
Resolving Time Inconsistency of Decision Problem with Non-expectation Operator: From Internal Conflict to Internal Harmony by Strategy of Self-Coordination (2020) (0)
Behavioral Portfolio Optimization with Social Reference Point (2015) (0)
Counter-Cyclical Margins for Option Portfolios (2022) (0)
Loss Aversion: A Medium where Better Environment Translates into Inferior Performance (2008) (0)
Revisiting the Efficiency of Competitive Markets: The Incentive to Social Communication (2017) (0)
Time Inconsistency, Self-Control and Internal Harmony: A Planner-Doer Game Framework (2014) (0)
Time consistent in efficiency dynamic mean–variance policy (2022) (0)
Numerical Simulation for Delimiting Ammonia Leakage Diffusion Risk Zone (2016) (0)
Value Estimation Approach to the Iri-Imai Method for Constrained Convex Optimization (2005) (0)

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