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Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 276, 期号: 2, 页码: 781-789
作者:  Cui, Xiangyu;  Gao, Jianjun;  Shi, Yun;  Zhu, Shushang
收藏  |  浏览/下载:37/0  |  提交时间:2019/08/22
An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1608-1629
作者:  Wang, Xiang;  Li, Xing;  Zhang, Lei-Hong;  Li, Ren-Cang
收藏  |  浏览/下载:19/0  |  提交时间:2019/08/22
Performance of Different Risk Indicators in a Multi-Period Polynomial Portfolio Selection Problem Based on the Credibility Measure 期刊论文
ENTROPY, 2019, 卷号: 21, 期号: 5
作者:  Zhou, Jian;  Shen, Jie;  Zhao, Ziheng;  Gu, Yujie;  Zhao, Mingxuan
收藏  |  浏览/下载:23/0  |  提交时间:2019/08/22
Scenario-based heuristic to two-stage stochastic program for the parallel machine ScheLoc problem 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, 2019, 卷号: 57, 期号: 6, 页码: 1706-1723
作者:  Liu, Ming;  Liu, Xin;  Zhang, E.;  Chu, Feng;  Chu, Chengbin
收藏  |  浏览/下载:20/0  |  提交时间:2019/08/22
Preface: Special Issue on Optimization Algorithms and Applications 期刊论文
Journal of the Operations Research Society of China, 2019, 卷号: 7, 期号: 1, 页码: 1-3
作者:  Ge Dongdong;  Wen Zaiwen;  Yuan Yaxiang
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
A tractable discrete fractional programming: application to constrained assortment optimization 期刊论文
JOURNAL OF COMBINATORIAL OPTIMIZATION, 2018, 卷号: 36, 期号: 2, 页码: 400-415
作者:  Xie, Tian;  Ge, Dongdong
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
A Nonasymptotic Approach to Analyzing Kidney Exchange Graphs 期刊论文
OPERATIONS RESEARCH, 2018, 卷号: 66, 期号: 4, 页码: 918-935
作者:  Ding, Yichuan;  Ge, Dongdong;  He, Simai;  Ryan, Christopher Thomas
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 4, 页码: 719-735
作者:  Zheng, Xiaojin;  Pan, Yutong;  Cui, Xueting
收藏  |  浏览/下载:7/0  |  提交时间:2019/08/22
Explicit Solution for Constrained Optimal Execution Problem with General Correlated Market Depth 期刊论文
JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2018, 卷号: 6, 期号: 1, 页码: 159-174
作者:  Wu, Wei-Ping;  Gao, Jian-Jun
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
ON DOUBLY POSITIVE SEMIDEFINITE PROGRAMMING RELAXATIONS 会议论文
作者:  Fu, Taoran;  Ge, Dongdong;  Ye, Yinyu
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22


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