Name
Papers
Collaborators
DUAN LI
21
31
Citations 
PageRank 
Referers 
56
12.31
130
Referees 
References 
179
114
Search Limit
100179
Title
Citations
PageRank
Year
Explicit Solution for Constrained Scale-State Stochastic Linear-Quadratic Control with Multiplicative Noise20.412019
SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices.10.362018
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time.10.482017
Quadratic Convex Reformulations for Semicontinuous Quadratic Programming.10.352017
Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise.00.342017
Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance Formulation10.432017
Strong duality in optimization: shifted power reformulation00.342016
Dedicated to the memory of Professor Xiaoling Sun 1963–201400.342016
Mean–variance portfolio optimization with parameter sensitivity control00.342016
Simultaneous Diagonalization of Matrices and its Application in Quadratic Constrained Quadratic Programming00.342016
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability.60.492016
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time.50.502016
Dynamic Trading with Reference Point Adaptation and Loss Aversion10.352015
Behavioral Portfolio Optimization with Social Reference Point.00.342015
Reweighted 1-Minimization for Sparse Solutions to Underdetermined Linear Systems.00.342012
A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P[sub 0] LCPs00.342003
Identification, ranking, and management of risks in a major system acquisition111.182001
Existence and Limiting Behavior of a Non--Interior-Point Trajectory for Nonlinear Complementarity Problems Without Strict Feasibility Condition60.522001
Hierarchical control for large-scale systems with general multiple linear-quadratic structure41.031993
A hierarchical-multiobjective framework for risk management40.781991
Hierarchical multiobjective analysis for large-scale systems: reviews and current status132.721988