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SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices. | 1 | 0.36 | 2018 |
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time. | 1 | 0.48 | 2017 |
Quadratic Convex Reformulations for Semicontinuous Quadratic Programming. | 1 | 0.35 | 2017 |
Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise. | 0 | 0.34 | 2017 |
Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance Formulation | 1 | 0.43 | 2017 |
Strong duality in optimization: shifted power reformulation | 0 | 0.34 | 2016 |
Dedicated to the memory of Professor Xiaoling Sun 1963–2014 | 0 | 0.34 | 2016 |
Mean–variance portfolio optimization with parameter sensitivity control | 0 | 0.34 | 2016 |
Simultaneous Diagonalization of Matrices and its Application in Quadratic Constrained Quadratic Programming | 0 | 0.34 | 2016 |
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. | 6 | 0.49 | 2016 |
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time. | 5 | 0.50 | 2016 |
Dynamic Trading with Reference Point Adaptation and Loss Aversion | 1 | 0.35 | 2015 |
Behavioral Portfolio Optimization with Social Reference Point. | 0 | 0.34 | 2015 |
Reweighted 1-Minimization for Sparse Solutions to Underdetermined Linear Systems. | 0 | 0.34 | 2012 |
A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P[sub 0] LCPs | 0 | 0.34 | 2003 |
Identification, ranking, and management of risks in a major system acquisition | 11 | 1.18 | 2001 |
Existence and Limiting Behavior of a Non--Interior-Point Trajectory for Nonlinear Complementarity Problems Without Strict Feasibility Condition | 6 | 0.52 | 2001 |
Hierarchical control for large-scale systems with general multiple linear-quadratic structure | 4 | 1.03 | 1993 |
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