The following pages link to Duan Li (Q162472):
Displaying 50 items.
- (Q181182) (redirect page) (← links)
- New reformulations for probabilistically constrained quadratic programs (Q296982) (← links)
- Bounded rationality as a source of loss aversion and optimism: a study of psychological adaptation under incomplete information (Q315588) (← links)
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
- Test problem generator for unconstrained global optimization (Q337165) (← links)
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- On zero duality gap in nonconvex quadratic programming problems (Q421278) (← links)
- An exact solution method for unconstrained quadratic 0--1 programming: a geometric approach (Q427399) (← links)
- Improved estimation of duality gap in binary quadratic programming using a weighted distance measure (Q439501) (← links)
- Linear-quadratic switching control with switching cost (Q445146) (← links)
- On duality gap in binary quadratic programming (Q454277) (← links)
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Global descent methods for unconstrained global optimization (Q548179) (← links)
- On restart procedures for the conjugate gradient method (Q596670) (← links)
- Reachability determination in acyclic Petri nets by cell enumeration approach (Q644287) (← links)
- Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation (Q644906) (← links)
- (Q693130) (redirect page) (← links)
- On reduction of duality gap in quadratic knapsack problems (Q693132) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- Unified theory of augmented Lagrangian methods for constrained global optimization (Q839330) (← links)
- Asset-liability management under the safety-first principle (Q846949) (← links)
- A new path-following algorithm for nonlinear \(P_*\) complementarity problems (Q853548) (← links)
- Asset and liability management under a continuous-time mean-variance optimization framework (Q860504) (← links)
- On KKT points of homogeneous programs (Q868557) (← links)
- Discrete global descent method for discrete global optimization and nonlinear integer programming (Q878221) (← links)
- Multi-period portfolio selection for asset-liability management with uncertain investment horizon (Q1018907) (← links)
- Hierarchical generating method for large-scale multiobjective systems (Q1078516) (← links)
- Hierarchical multiobjective analysis for large-scale systems: Review and current status (Q1098801) (← links)
- New approach for nonseparable dynamic programming problems (Q1117146) (← links)
- Extension of dynamic programming to nonseparable dynamic optimization problems (Q1179356) (← links)
- Exponential transformation in convexifying a noninferior frontier and exponential generating method (Q1273169) (← links)
- Hierarchical control for large-scale systems with general multiple linear-quadratic structure (Q1314762) (← links)
- Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems (Q1327182) (← links)
- Cost smoothing in discrete-time linear-quadratic control (Q1356155) (← links)
- Successive optimization method via parametric monotone composition formulation (Q1583689) (← links)
- Near-subconvexlikeness in vector optimization with set-valued functions (Q1608147) (← links)
- Adaptive differential dynamic programming for multiobjective optimal control (Q1614332) (← links)
- SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices (Q1646573) (← links)
- Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
- Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447) (← links)
- Quadratic convex reformulation for quadratic programming with linear on-off constraints (Q1755375) (← links)
- An exact solution method for reliability optimization in complex systems (Q1772968) (← links)
- Hidden convex minimization (Q1781965) (← links)
- Iterative parametric dynamic programming and its application in reliability optimization (Q1804781) (← links)
- Probabilistic linear programming problems with exponential random variables: a technical note (Q1806871) (← links)
- Zero duality gap in integer programming: \(P\)-norm surrogate constraint method (Q1807931) (← links)
- Strict feasibility conditions in nonlinear complementarity problems (Q1841578) (← links)
- Optimality condition and branch and bound algorithm for constrained redundancy optimization in series systems (Q1863879) (← links)
- A globally convergent and efficient method for unconstrained discrete-time optimal control (Q1864797) (← links)
