The following pages link to Duan Li (Q162472):
Displaying 50 items.
- A nonlinear Lagrangian dual for integer programming (Q1870020) (← links)
- Optimal single ordering policy with multiple delivery modes and Bayesian information updates (Q1879784) (← links)
- Zero duality gap for a class of nonconvex optimization problems (Q1897453) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- The impact of a reference point determined by social comparison on wealth growth and inequality (Q2246604) (← links)
- Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming (Q2274889) (← links)
- Information aggregation in a financial market with general signal structure (Q2324817) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- Dynamical analysis on a chronic hepatitis C virus infection model with immune response (Q2351364) (← links)
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106) (← links)
- Tightening a copositive relaxation for standard quadratic optimization problems (Q2376121) (← links)
- Mean-variance analysis of a single supplier and retailer supply chain under a returns policy (Q2383133) (← links)
- A polynomial case of the cardinality-constrained quadratic optimization problem (Q2393087) (← links)
- Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints (Q2458359) (← links)
- An exact algorithm for 0-1 polynomial Knapsack problems (Q2469794) (← links)
- Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters (Q2476209) (← links)
- Probabilistic linearly constrained programming problems with lognormal random variables. (Q2476418) (← links)
- Discrete filled function method for discrete global optimization (Q2487474) (← links)
- Nonlinear integer programming (Q2493143) (← links)
- Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
- Quick response policy with Bayesian information updates (Q2575565) (← links)
- Generalized nonlinear Lagrangian formulation for bounded integer programming (Q2583181) (← links)
- A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- Hybrid strategy in multiperiod mean-variance framework (Q2688929) (← links)
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation (Q2707157) (← links)
- Explicit efficient frontier of a continuous-time mean-variance portfolio selection problem (Q2712239) (← links)
- Monotonicity of fixed point and normal mappings associated with variational inequality and its application (Q2719235) (← links)
- Successive method for general multiple linear-quadratic control problem in discrete time (Q2730179) (← links)
- Nonlinear Lagrangian methods in constrained nonlinear optimization. (Q2735080) (← links)
- Asymptotic strong duality for bounded integer programming: A logarithmic-exponential dual formulation (Q2757656) (← links)
- On a new homotopy continuation trajectory for nonlinear complementary problems. (Q2757673) (← links)
- Locating the least 2-norm solution of linear programs via a path-following method (Q2784443) (← links)
- Simultaneous diagonalization of matrices and its applications in quadratically constrained quadratic programming (Q2817836) (← links)
- Strong duality in optimization: shifted power reformulation (Q2829558) (← links)
- Mean–variance portfolio optimization with parameter sensitivity control<sup>†</sup> (Q2829560) (← links)
- Distance confined path problem and separable integer programming (Q2841138) (← links)
- Optimal cardinality constrained portfolio selection (Q2846429) (← links)
- A note on semidefinite relaxation for 0-1 quadratic knapsack problems (Q2867417) (← links)
- Recent advances in integer programming (Q2923564) (← links)
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
- Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection (Q2983112) (← links)
- Stochastic control for multiperiod mean-variance asset-liability management (Q2992528) (← links)
- OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843) (← links)
- Polynomially Solvable Cases of Binary Quadratic Programs (Q3059290) (← links)
- Global Descent Method for Global Optimization (Q3083326) (← links)
- On The Reduction of Duality Gap in Box Constrained Nonconvex Quadratic Program (Q3105771) (← links)
- Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming (Q3169124) (← links)
- (Q3372331) (← links)
