The following pages link to Ka Fai Cedric Yiu (Q379027):
Displaying 50 items.
- Optimal stochastic differential games with VaR constraints (Q379028) (← links)
- Semi-definite programming based approaches for real-time tractor localization in port container terminals (Q380350) (← links)
- Optimal investment-consumption problem with constraint (Q380510) (← links)
- Manifold relaxations for integer programming (Q380594) (← links)
- (Q511662) (redirect page) (← links)
- On two novel types of three-way decisions in three-way decision spaces (Q511663) (← links)
- Optimal switching for linear quadratic problem of switched systems in discrete time (Q518310) (← links)
- Optimality of \((s,S)\) policies with nonlinear processes (Q523979) (← links)
- Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
- Nonlinear dynamical system modeling via recurrent neural networks and a weighted state space search algorithm (Q549896) (← links)
- (Q652181) (redirect page) (← links)
- Feature extraction of the patterned textile with deformations via optimal control theory (Q652183) (← links)
- An improvement on Marotto's theorem and its applications to chaotification of switching systems (Q712124) (← links)
- New exact penalty function for solving constrained finite min-max problems (Q764635) (← links)
- (Q828996) (redirect page) (← links)
- Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
- Beamspace blind signal separation for speech enhancement (Q833454) (← links)
- A heuristic for the label printing problem (Q875404) (← links)
- The optimal mean variance problem with inflation (Q894986) (← links)
- Multi-dimensional complex-valued Gabor wavelet networks (Q900291) (← links)
- (Q953642) (redirect page) (← links)
- Optimal portfolios under a value-at-risk constraint (Q953643) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Analysis of bullwhip effect in supply chains with heterogeneous decision models (Q1013449) (← links)
- A hybrid method for the design of oversampled uniform DFT filter banks (Q1031114) (← links)
- A robust transform domain echo canceller employing a parallel filter structure (Q1031527) (← links)
- Optimal control problems with a continuous inequality constraint on the state and the control (Q1049085) (← links)
- On the solution of the errors in variables problem using the \(l_ 1\) norm (Q1182622) (← links)
- On constrained estimation of graphical time series models (Q1662855) (← links)
- Ergodic control for a mean reverting inventory model (Q1716996) (← links)
- A hybrid descent method for global optimization (Q1771073) (← links)
- Airfoil design via optimal control theory (Q1780353) (← links)
- Computational methods for aerodynamic shape design (Q1842788) (← links)
- Simultaneous viscous-inviscid coupling via transpiration (Q1902370) (← links)
- Optimality analysis of a class of semi-infinite programming problems (Q2194121) (← links)
- Performance limit of broadband beamformer designs in space and frequency (Q2260667) (← links)
- Correction to: ``Synchronization of coupled neural networks with infinite-time distributed delays via quantized intermittent pinning control'' (Q2275009) (← links)
- Synchronization of coupled neural networks with infinite-time distributed delays via quantized intermittent pinning control (Q2275024) (← links)
- Optimal switching of switched systems with time delay in discrete time (Q2288698) (← links)
- On sparse beamformer design with reverberation (Q2295315) (← links)
- Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
- Fabric defect detection using multi-level tuned-matched Gabor filters (Q2358867) (← links)
- A real option approach to optimal inventory management of retail products (Q2358871) (← links)
- A descent method for least absolute deviation Lasso problems (Q2421445) (← links)
- Optimal insurance in a changing economy (Q2438339) (← links)
- Optimal investment with a value-at-risk constraint (Q2450805) (← links)
- On an exact penalty function method for semi-infinite programming problems (Q2450820) (← links)
- Mean-variance portfolio selection with random investment horizon (Q2691411) (← links)
- A novel indoor beamformer design method with obstacles (Q2813607) (← links)
- Design of broadband beamformers with smooth actual response in transition region (Q2826248) (← links)
