| Publication | Date of Publication | Type |
|---|
| Measuring financial systemic risk: net liability clearing mechanism and contagion effect | 2024-08-29 | Paper |
| Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem | 2024-02-27 | Paper |
| The self-coordination mean-variance strategy in continuous time | 2024-01-22 | Paper |
| Hybrid strategy in multiperiod mean-variance framework | 2023-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5047751 | 2022-11-17 | Paper |
| Risk and potential: an asset allocation framework with applications to robo-advising | 2022-09-27 | Paper |
| The impact of a reference point determined by social comparison on wealth growth and inequality | 2021-11-16 | Paper |
| Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties | 2021-06-23 | Paper |
| A note on monotone mean-variance preferences for continuous processes | 2021-04-07 | Paper |
| A Linear-Time Algorithm for Generalized Trust Region Subproblems | 2021-03-11 | Paper |
| Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method | 2020-11-25 | Paper |
| Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment | 2020-11-04 | Paper |
| On Conic Relaxations of Generalization of the Extended Trust Region Subproblem | 2020-02-07 | Paper |
| Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR | 2019-11-21 | Paper |
| Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming | 2019-10-01 | Paper |
| Information aggregation in a financial market with general signal structure | 2019-09-12 | Paper |
| Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem | 2019-08-27 | Paper |
| Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise | 2019-07-18 | Paper |
| Quadratic convex reformulation for quadratic programming with linear on-off constraints | 2019-01-09 | Paper |
| Dynamic mean–VaR portfolio selection in continuous time | 2018-11-19 | Paper |
| Portfolio management with robustness in both prediction and decision: a mixture model based learning approach | 2018-11-02 | Paper |
| Discrete-time behavioral portfolio selection under cumulative prospect theory | 2018-08-13 | Paper |
| Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework | 2018-08-09 | Paper |
| SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices | 2018-06-25 | Paper |
| A Theoretical Analysis of Sparse Recovery Stability of Dantzig Selector and LASSO | 2017-11-10 | Paper |
| Behavioral Portfolio Optimization with Social Reference Point | 2017-09-12 | Paper |
| Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control | 2017-09-08 | Paper |
| Cardinality Constrained Linear-Quadratic Optimal Control | 2017-08-25 | Paper |
| Quadratic Convex Reformulations for Semicontinuous Quadratic Programming | 2017-08-16 | Paper |
| Performance-First Control for Discrete-Time LQG Problems | 2017-08-08 | Paper |
| Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation | 2017-07-12 | Paper |
| Convergence of the Iterative Hammerstein System Identification Algorithm | 2017-07-12 | Paper |
| Variance minimization approach for a class of dual control problems | 2017-06-20 | Paper |
| Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time | 2017-05-24 | Paper |
| Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection | 2017-05-16 | Paper |
| Test problem generator for unconstrained global optimization | 2016-11-10 | Paper |
| Strong duality in optimization: shifted power reformulation | 2016-11-08 | Paper |
| Mean–variance portfolio optimization with parameter sensitivity control† | 2016-11-08 | Paper |
| Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time | 2016-10-07 | Paper |
| Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability | 2016-10-07 | Paper |
| Bounded rationality as a source of loss aversion and optimism: a study of psychological adaptation under incomplete information | 2016-09-22 | Paper |
| Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming | 2016-09-02 | Paper |
| Stochastic control for multiperiod mean-variance asset-liability management | 2016-08-10 | Paper |
| New reformulations for probabilistically constrained quadratic programs | 2016-06-24 | Paper |
| Dynamic Trading with Reference Point Adaptation and Loss Aversion | 2016-01-22 | Paper |
| Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach | 2015-08-21 | Paper |
| Active allocation of systematic risk and control of risk sensitivity in portfolio optimization | 2015-07-28 | Paper |
| Dynamical analysis on a chronic hepatitis C virus infection model with immune response | 2015-06-23 | Paper |
| Optimal multi-period mean-variance policy under no-shorting constraint | 2015-02-03 | Paper |
| Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach | 2015-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2923564 | 2014-11-03 | Paper |
| Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach | 2014-09-18 | Paper |
| Portfolio selection with marginal risk control | 2014-04-23 | Paper |
| Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure | 2014-03-04 | Paper |
| A note on semidefinite relaxation for 0-1 quadratic knapsack problems | 2013-12-19 | Paper |
| Recent advances in mathematical programming with semi-continuous variables and cardinality constraint | 2013-11-27 | Paper |
| Optimal Cardinality Constrained Portfolio Selection | 2013-09-05 | Paper |
| A polynomial case of the cardinality-constrained quadratic optimization problem | 2013-08-07 | Paper |
| Tightening a copositive relaxation for standard quadratic optimization problems | 2013-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925764 | 2013-06-12 | Paper |
| BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM | 2013-02-28 | Paper |
| Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems | 2013-01-04 | Paper |
| Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs | 2012-12-29 | Paper |
| On reduction of duality gap in quadratic knapsack problems | 2012-12-07 | Paper |
| Linear-quadratic switching control with switching cost | 2012-08-24 | Paper |
| Improved estimation of duality gap in binary quadratic programming using a weighted distance measure | 2012-08-16 | Paper |
| On The Reduction of Duality Gap in Box Constrained Nonconvex Quadratic Program | 2012-01-09 | Paper |
| Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation | 2011-11-07 | Paper |
| Reachability determination in acyclic Petri nets by cell enumeration approach | 2011-11-03 | Paper |
| Global descent methods for unconstrained global optimization | 2011-06-28 | Paper |
| OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS | 2011-06-09 | Paper |
| Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming | 2011-04-27 | Paper |
| Global Descent Method for Global Optimization | 2011-03-21 | Paper |
| Polynomially Solvable Cases of Binary Quadratic Programs | 2010-12-08 | Paper |
| Asset-liability management under the safety-first principle | 2010-02-15 | Paper |
| Robust portfolio selection under downside risk measures | 2009-12-07 | Paper |
| Unified theory of augmented Lagrangian methods for constrained global optimization | 2009-09-02 | Paper |
| Multi-period portfolio selection for asset-liability management with uncertain investment horizon | 2009-05-26 | Paper |
| Peeling Off a Nonconvex Cover of an Actual Convex Problem: Hidden Convexity | 2008-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5453754 | 2008-04-03 | Paper |
| Probabilistic linearly constrained programming problems with lognormal random variables. | 2008-03-19 | Paper |
| Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters | 2008-03-18 | Paper |
| An exact algorithm for 0-1 polynomial Knapsack problems | 2008-02-11 | Paper |
| A revised Taha's algorithm for polynomial 0-1 programming | 2007-11-16 | Paper |
| Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints | 2007-10-31 | Paper |
| Mean-variance analysis of a single supplier and retailer supply chain under a returns policy | 2007-10-05 | Paper |
| Discrete global descent method for discrete global optimization and nonlinear integer programming | 2007-04-26 | Paper |
| On KKT points of homogeneous programs | 2007-03-06 | Paper |
| Asset and liability management under a continuous-time mean-variance optimization framework | 2007-01-09 | Paper |
| A new path-following algorithm for nonlinear \(P_*\) complementarity problems | 2006-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5494172 | 2006-10-17 | Paper |
| An efficient algorithm for nonlinear integer programming problems arising in series–parallel reliability systems | 2006-08-10 | Paper |
| OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION | 2006-06-12 | Paper |
| Nonlinear integer programming | 2006-06-12 | Paper |
| Constructing Generalized Mean Functions Using Convex Functions with Regularity Conditions | 2006-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3372331 | 2006-02-20 | Paper |
| Generalized nonlinear Lagrangian formulation for bounded integer programming | 2006-01-13 | Paper |
| Quick response policy with Bayesian information updates | 2005-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5702602 | 2005-11-02 | Paper |
| Discrete filled function method for discrete global optimization | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4681452 | 2005-06-23 | Paper |
| Hidden convex minimization | 2005-06-09 | Paper |
| An exact solution method for reliability optimization in complex systems | 2005-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4667374 | 2005-04-19 | Paper |
| Optimal two-stage ordering policy with Bayesian information updating | 2005-04-04 | Paper |
| Optimal single ordering policy with multiple delivery modes and Bayesian information updates | 2004-09-23 | Paper |
| On restart procedures for the conjugate gradient method | 2004-08-10 | Paper |
| A new filled function method for global optimization | 2004-03-15 | Paper |
| A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P0LCPs | 2004-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407580 | 2003-11-10 | Paper |
| A nonlinear Lagrangian dual for integer programming | 2003-05-04 | Paper |
| A globally convergent and efficient method for unconstrained discrete-time optimal control | 2003-03-23 | Paper |
| Optimality condition and branch and bound algorithm for constrained redundancy optimization in series systems | 2003-03-12 | Paper |
| Adaptive differential dynamic programming for multiobjective optimal control | 2002-09-05 | Paper |
| Near-subconvexlikeness in vector optimization with set-valued functions | 2002-08-12 | Paper |
| Existence and Limiting Behavior of a Non--Interior-Point Trajectory for Nonlinear Complementarity Problems Without Strict Feasibility Condition | 2002-06-23 | Paper |
| Semistrictly preinvex functions | 2002-05-27 | Paper |
| Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method | 2002-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2735080 | 2001-12-13 | Paper |
| Asymptotic Strong Duality for Bounded Integer Programming: A Logarithmic-Exponential Dual Formulation | 2001-11-26 | Paper |
| On a New Homotopy Continuation Trajectory for Nonlinear Complementarity Problems | 2001-11-26 | Paper |
| Successive method for general multiple linear-quadratic control problem in discrete time | 2001-08-05 | Paper |
| On properties of preinvex functions | 2001-07-12 | Paper |
| Monotonicity of Fixed Point and Normal Mappings Associated with Variational Inequality and Its Application | 2001-06-21 | Paper |
| \(p\)th power Lagrangian method for integer programming | 2001-06-14 | Paper |
| Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation | 2001-03-29 | Paper |
| Symmetric duality for a class of multiobjective programming | 2001-02-28 | Paper |
| Strict feasibility conditions in nonlinear complementarity problems | 2001-02-18 | Paper |
| Successive optimization method via parametric monotone composition formulation | 2001-02-06 | Paper |
| Perturbation feedback control in general multiple linear-quadratic control problems | 2000-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4495732 | 2000-01-01 | Paper |
| Probabilistic linear programming problems with exponential random variables: a technical note | 1999-12-20 | Paper |
| Zero duality gap in integer programming: \(P\)-norm surrogate constraint method | 1999-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4228005 | 1999-07-21 | Paper |
| Exponential transformation in convexifying a noninferior frontier and exponential generating method | 1998-12-06 | Paper |
| Saddle point generation in nonlinear nonconvex optimization | 1998-03-05 | Paper |
| Cost smoothing in discrete-time linear-quadratic control | 1997-08-18 | Paper |
| Iterative parametric dynamic programming and its application in reliability optimization | 1996-04-18 | Paper |
| Convexification of a noninferior frontier | 1996-03-04 | Paper |
| Zero duality gap for a class of nonconvex optimization problems | 1995-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322789 | 1995-08-15 | Paper |
| Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems | 1995-02-05 | Paper |
| On general multiple linear-quadratic control problems | 1994-06-22 | Paper |
| Hierarchical control for large-scale systems with general multiple linear-quadratic structure | 1994-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026468 | 1993-02-21 | Paper |
| A decomposition method for optimization of large-system reliability | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4017590 | 1993-01-16 | Paper |
| Extension of dynamic programming to nonseparable dynamic optimization problems | 1992-06-26 | Paper |
| Multiple objectives and non-separability in stochastic dynamic programming | 1990-01-01 | Paper |
| On the minimax solution of multiple linear-quadratic problems | 1990-01-01 | Paper |
| Multilevel methodology for a class of non-separable optimization problems | 1990-01-01 | Paper |
| New approach for nonseparable dynamic programming problems | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3494679 | 1990-01-01 | Paper |
| Hierarchical multiobjective analysis for large-scale systems: Review and current status | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3812061 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3822010 | 1988-01-01 | Paper |
| Hierarchical generating method for large-scale multiobjective systems | 1987-01-01 | Paper |
