J. J. Gao

Available identifiers

zbMath Open gao.jianjunMaRDI QIDQ1655927

List of research outcomes

Publication	Date of Publication	Type
Limited attention allocation in a stochastic linear quadratic system with multiplicative noise	2025-01-21	Paper
Modeling and Parameter Extraction Techniques of Silicon-Based Radio Frequency Devices	2023-04-03	Paper
Survey on multi-period mean-variance portfolio selection model	2022-09-27	Paper
Modern optimization theory and applications	2022-03-21	Paper
Betting market equilibrium with heterogeneous beliefs: a prospect theory-based model	2022-02-22	Paper
On continuous-time constrained stochastic linear-quadratic control	2020-04-17	Paper
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR	2019-11-21	Paper
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise	2019-07-18	Paper
Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection	2019-03-12	Paper
Optimization in curbing risk contagion among financial institutes	2018-10-17	Paper
Explicit solution for constrained optimal execution problem with general correlated market depth	2018-08-10	Paper
Gain Enhancement of Printed Log-Periodic Dipole Array Antenna Using Director Cell	2017-10-27	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
Performance-First Control for Discrete-Time LQG Problems	2017-08-08	Paper
Dynamic mean-LPM and mean-CVaR portfolio optimization in continuous-time	2017-05-24	Paper
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time	2016-10-07	Paper
Stochastic control for multiperiod mean-variance asset-liability management	2016-08-10	Paper
A polynomial case of convex integer quadratic programming problems with box integer constraints	2015-09-22	Paper
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach	2015-08-21	Paper
Optimal multi-period mean-variance policy under no-shorting constraint	2015-02-03	Paper
Optimal cardinality constrained portfolio selection	2013-09-05	Paper
A polynomial case of the cardinality-constrained quadratic optimization problem	2013-08-07	Paper
Continuous-time mean-variance portfolio selection with finite transaction	2013-06-12	Paper
On duality gap in binary quadratic programming	2012-10-01	Paper
Linear-quadratic switching control with switching cost	2012-08-24	Paper
Reachability determination in acyclic Petri nets by cell enumeration approach	2011-11-03	Paper
Polynomially solvable cases of binary quadratic programs	2010-12-08	Paper
Fixed point theorems for the generalized contractive mappings and mapping pairs in cone metric spaces	2009-07-22	Paper

Research outcomes over time

This page was built for person: J. J. Gao