The following pages link to Duan Li (Q162472):
Displaying 50 items.
- Dynamic Trading with Reference Point Adaptation and Loss Aversion (Q3465581) (← links)
- (Q3494679) (← links)
- Peeling Off a Nonconvex Cover of an Actual Convex Problem: Hidden Convexity (Q3503206) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- The uncertainty sensitivity index method (USIM) and its extension (Q3812061) (← links)
- (Q3822010) (← links)
- (Q4017590) (← links)
- A decomposition method for optimization of large-system reliability (Q4018964) (← links)
- (Q4026468) (← links)
- Perturbation feedback control in general multiple linear-quadratic control problems (Q4223716) (← links)
- (Q4228005) (← links)
- On general multiple linear-quadratic control problems (Q4279987) (← links)
- (Q4322789) (← links)
- Saddle point generation in nonlinear nonconvex optimization (Q4378893) (← links)
- (Q4407580) (← links)
- A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P<sub>0</sub>LCPs (Q4441944) (← links)
- (Q4495732) (← links)
- Existence and Limiting Behavior of a Non--Interior-Point Trajectory for Nonlinear Complementarity Problems Without Strict Feasibility Condition (Q4537770) (← links)
- Dynamic mean–VaR portfolio selection in continuous time (Q4555169) (← links)
- Optimal two-stage ordering policy with Bayesian information updating (Q4661088) (← links)
- (Q4667374) (← links)
- (Q4681452) (← links)
- Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems (Q4899025) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- (Q4925764) (← links)
- Performance-First Control for Discrete-Time LQG Problems (Q4974748) (← links)
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties (Q4995064) (← links)
- (Q5047751) (← links)
- Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment (Q5130491) (← links)
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
- On Conic Relaxations of Generalization of the Extended Trust Region Subproblem (Q5214417) (← links)
- Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise (Q5223703) (← links)
- Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem (Q5231678) (← links)
- Variance minimization approach for a class of dual control problems (Q5266991) (← links)
- Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation (Q5273716) (← links)
- Convergence of the Iterative Hammerstein System Identification Algorithm (Q5273920) (← links)
- Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
- Cardinality Constrained Linear-Quadratic Optimal Control (Q5347818) (← links)
- Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
- Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control (Q5352923) (← links)
- Behavioral Portfolio Optimization with Social Reference Point (Q5356991) (← links)
- Portfolio selection with marginal risk control (Q5411509) (← links)
- A revised Taha's algorithm for polynomial 0-1 programming (Q5426969) (← links)
- (Q5453754) (← links)
- Constructing Generalized Mean Functions Using Convex Functions with Regularity Conditions (Q5470243) (← links)
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
- An efficient algorithm for nonlinear integer programming problems arising in series–parallel reliability systems (Q5481688) (← links)
- (Q5494172) (← links)
- (Q5702602) (← links)
- Multiple objectives and non-separability in stochastic dynamic programming (Q5749148) (← links)
