| Publication | Date of Publication | Type |
|---|
Realized probability index is a better market timing indicator
Studies in Nonlinear Dynamics and Econometrics | 2026-03-24 | Paper |
System dynamics simulation for supply chain performance under maritime transport disruptions: a case study of Suez Canal blockage
International Transactions in Operational Research | 2026-02-03 | Paper |
Joint optimization of the inventory routing problem considering the recycling of broken bikes in the bike-sharing system
RAIRO. Operations Research | 2025-01-08 | Paper |
Models for dual-channel remanufacturing supply chain with reference price effect under static and dynamic games
RAIRO. Operations Research | 2025-01-08 | Paper |
How to estimate the mortality risk of COVID-19: a new approach with a three-factor decomposition
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
Drone-based hybrid charging for multiple sensors: a distributionally robust optimization approach
Computers & Operations Research | 2024-07-08 | Paper |
Understanding human and machine interaction from decision perspective: an empirical study based on the game of Go
Journal of Systems Science and Complexity | 2024-04-03 | Paper |
Black-Box Attack-Based Security Evaluation Framework for Credit Card Fraud Detection Models
INFORMS Journal on Computing | 2024-03-22 | Paper |
Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
Journal of Econometrics | 2024-02-13 | Paper |
Impacts of reference price effect and corporate social responsibility on the pricing strategy of a remanufacturing supply chain
Journal of Industrial and Management Optimization | 2023-07-21 | Paper |
The interplay between logistics strategy and platform's channel structure design in B2C platform market
European Journal of Operational Research | 2023-07-11 | Paper |
Penalized time-varying model averaging
Journal of Econometrics | 2023-06-29 | Paper |
Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms
INFOR: Information Systems and Operational Research | 2023-05-09 | Paper |
Foreign trade survey data: do they help in forecasting exports and imports?
Journal of Systems Science and Complexity | 2022-12-20 | Paper |
Forecasting interval-valued crude oil prices using asymmetric interval models
Quantitative Finance | 2022-11-18 | Paper |
Financial hedging in two-stage sustainable commodity supply chains
European Journal of Operational Research | 2022-07-22 | Paper |
The behavioral implications of the bilateral gamma process
Physica A | 2022-06-27 | Paper |
Model averaging for interval-valued data
European Journal of Operational Research | 2022-05-20 | Paper |
Estimation of partially linear panel data models with cross-sectional dependence
Journal of Systems Science and Complexity | 2022-04-01 | Paper |
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
Econometric Reviews | 2022-03-09 | Paper |
Model averaging in a multiplicative heteroscedastic model
Econometric Reviews | 2022-03-04 | Paper |
Multi-period portfolio selection with investor views based on scenario tree
Applied Mathematics and Computation | 2022-01-27 | Paper |
Backward stochastic differential equations and nonlinear pricing Parisian (Parasian) options
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
Fractional backward doubly stochastic differential equations with jumps and the related SIPDEs
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
Uncertainty shocks of Trump election in an interval model of stock market
Quantitative Finance | 2021-12-01 | Paper |
The impact of a reference point determined by social comparison on wealth growth and inequality
Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
Blockchain competition: the tradeoff between platform stability and efficiency
European Journal of Operational Research | 2021-11-09 | Paper |
A model of river pollution as a dynamic game with network externalities
European Journal of Operational Research | 2021-06-04 | Paper |
Time-varying model averaging
Journal of Econometrics | 2021-05-04 | Paper |
The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors' information
Mathematical Social Sciences | 2021-04-26 | Paper |
Brexit and its impact on the US stock market
Journal of Systems Science and Complexity | 2021-04-08 | Paper |
Impact of the RMB joining in the SDR basket on its internationalization from the perspective of risk spillover
Journal of Systems Science and Complexity | 2021-04-08 | Paper |
| Distributed algorithms for computing the minimum error of \(\varepsilon\)-optimal solutions in multi-objective optimization | 2021-02-03 | Paper |
A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy
Journal of Mathematical Economics | 2020-09-17 | Paper |
A hierarchical forecasting model for China's foreign trade
Journal of Systems Science and Complexity | 2020-09-15 | Paper |
Portfolio selection under different attitudes in fuzzy environment
Information Sciences | 2020-09-09 | Paper |
Dividend optimization for jump-diffusion model with solvency constraints
Operations Research Letters | 2020-04-07 | Paper |
Multi-objective optimisation in flexible assembly job shop scheduling using a distributed ant colony system
European Journal of Operational Research | 2020-01-23 | Paper |
Attention matters: an exploration of relationship between Google search behaviors and crude oil prices
Journal of Systems Science and Complexity | 2019-10-22 | Paper |
Information aggregation in a financial market with general signal structure
Journal of Economic Theory | 2019-09-12 | Paper |
On gamma estimation via matrix kriging
Naval Research Logistics | 2019-08-19 | Paper |
Uniform pricing strategy vs. price differentiation strategy in the presence of cost saving and demand increasing
Journal of Systems Science and Complexity | 2019-06-04 | Paper |
Frequentist model averaging for threshold models
Annals of the Institute of Statistical Mathematics | 2019-05-17 | Paper |
Subsidizing purchases of public interest products: a duopoly analysis under a subsidy scheme
Operations Research Letters | 2019-02-22 | Paper |
A Pareto optimal auction mechanism for carbon emission rights
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Estimation of nonlinear dynamic panel data models with individual effects
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Quality improvement policies in a supply chain with Stackelberg games
Journal of Applied Mathematics | 2019-02-01 | Paper |
Retailers' order strategies in transshipments in disruption risks of supply chains
Journal of Systems Science and Complexity | 2019-01-15 | Paper |
Platform competition in peer-to-peer lending considering risk control ability
European Journal of Operational Research | 2019-01-09 | Paper |
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling
Quantitative Finance | 2018-11-13 | Paper |
Fuzzy views on Black-Litterman portfolio selection model
Journal of Systems Science and Complexity | 2018-11-08 | Paper |
Component ACD model and its application in studying the price-related feedback effect in investor trading behaviors in Chinese stock market
Journal of Systems Science and Complexity | 2018-10-15 | Paper |
Threshold autoregressive models for interval-valued time series data
Journal of Econometrics | 2018-10-12 | Paper |
Contract coordination in dual sourcing supply chain under supply disruption risk
Mathematical Problems in Engineering | 2018-08-27 | Paper |
Supply option contracts with spot market and demand information updating
European Journal of Operational Research | 2018-05-30 | Paper |
| Evolution and development of system science and engineering research | 2018-05-25 | Paper |
A hybrid transfer learning model for crude oil price forecasting
Statistics and Its Interface | 2018-05-14 | Paper |
Mean-risk analysis of wholesale price contracts with stochastic price-dependent demand
Annals of Operations Research | 2018-02-16 | Paper |
| Canonical duality theory for solving non-monotone variational inequality problems | 2018-02-15 | Paper |
| Forecasting research of financial time series based on interval data | 2017-10-20 | Paper |
Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Comparing risks with reference points: a stochastic dominance approach
Insurance Mathematics & Economics | 2016-12-13 | Paper |
A factor decomposing model of water use efficiency at sector level and its application in Beijing
Journal of Systems Science and Complexity | 2016-10-20 | Paper |
The effect of corporate governance on debt financing cost of listed companies
Journal of Systems Science and Complexity | 2016-10-20 | Paper |
A mean-shift algorithm for large-scale planar maximal covering location problems
European Journal of Operational Research | 2016-10-07 | Paper |
Approximate representation of the Pareto frontier in multiparty negotiations: decentralized methods and privacy preservation
European Journal of Operational Research | 2016-10-07 | Paper |
Demand information and spot price information: supply chains trading in spot markets
European Journal of Operational Research | 2016-10-06 | Paper |
Granger causality in risk and detection of extreme risk spillover between financial markets
Journal of Econometrics | 2016-07-04 | Paper |
Heterogeneity, nonlinearity and endogenous market volatility
Journal of Systems Science and Complexity | 2016-06-29 | Paper |
Buyback contracts with price-dependent demands: effects of demand uncertainty
European Journal of Operational Research | 2016-06-27 | Paper |
More than a second channel? Supply chain strategies in B2B spot markets
European Journal of Operational Research | 2016-06-27 | Paper |
Distributed continuous-time approximate projection protocols for shortest distance optimization problems
Automatica | 2016-05-20 | Paper |
Role of -pseudo-univex functions in vector variational-like inequality problems
Journal of Systems Science and Complexity | 2016-04-04 | Paper |
A descent method for mixed variational inequalities
Journal of Systems Science and Complexity | 2016-03-10 | Paper |
Model averaging based on leave-subject-out cross-validation
Journal of Econometrics | 2016-03-01 | Paper |
The role of Japanese candlestick in DVAR model
Journal of Systems Science and Complexity | 2016-01-14 | Paper |
Time-consistent investment strategy under partial information
Insurance Mathematics & Economics | 2015-12-14 | Paper |
The ``six-element'' analysis method for the research on the characteristics of terrorist activities
Annals of Operations Research | 2015-11-13 | Paper |
A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting
Annals of Operations Research | 2015-11-13 | Paper |
Characterizations of semi-prequasi-invexity
Journal of Systems Science and Complexity | 2015-11-10 | Paper |
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach
Automatica | 2015-08-21 | Paper |
A vague set based decision support approach for evaluating research funding programs
European Journal of Operational Research | 2015-07-28 | Paper |
Fuzzy probabilistic rough set model on two universes and its applications
International Journal of Approximate Reasoning | 2015-07-10 | Paper |
Network analysis of terrorist activities
Journal of Systems Science and Complexity | 2015-04-27 | Paper |
Forecasting container throughput of Qingdao Port with a hybrid model
Journal of Systems Science and Complexity | 2015-04-27 | Paper |
Nonparametric quantile frontier estimation under shape restriction
European Journal of Operational Research | 2015-02-18 | Paper |
A fuzzy multi-objective model for capacity allocation and pricing policy of provider in data communication service with different QoS levels
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2015-02-04 | Paper |
Optimal selection of cleaner products in a green supply chain with risk aversion
Journal of Industrial and Management Optimization | 2015-02-03 | Paper |
Did speculative activities contribute to high crude oil prices during 1993 to 2008?
Journal of Systems Science and Complexity | 2014-11-21 | Paper |
Fuzzy-based network bandwidth design under demand uncertainty
Journal of Systems Science and Complexity | 2014-11-11 | Paper |
A weighted product method for bidding strategies in multi-attribute auctions
Journal of Systems Science and Complexity | 2014-11-11 | Paper |
Stochastic stability in one-way flow networks
Mathematical Social Sciences | 2014-10-08 | Paper |
The impact of warrants introduction: sign effect or magnitude effect?
Journal of Systems Science and Complexity | 2014-01-27 | Paper |
A new approach to model financial markets
Journal of Systems Science and Complexity | 2014-01-27 | Paper |
Modeling the impact of partial information sharing in a three-echelon supply chain
Asia-Pacific Journal of Operational Research | 2013-12-27 | Paper |
Optimality and duality for nonsmooth multiobjective optimization problems with generalized V-r-invexity
Journal of Applied Analysis | 2013-12-02 | Paper |
Higher-order duality for a class of nondifferentiable multiobjective programming problems involving generalized type I and related functions
Journal of Systems Science and Complexity | 2013-08-02 | Paper |
Better than dynamic mean-variance: time inconsistency and free cash flow stream
Mathematical Finance | 2013-02-28 | Paper |
| scientific article; zbMATH DE number 6135074 (Why is no real title available?) | 2013-02-07 | Paper |
Optimal ordering and pricing strategies in the presence of a B2B spot market
European Journal of Operational Research | 2012-12-29 | Paper |
Genetic algorithm-based multi-criteria project portfolio selection
Annals of Operations Research | 2012-11-15 | Paper |
A new scoring function in multi-criteria decision-making based on vague sets
Journal of Systems Science and Mathematical Sciences | 2012-10-05 | Paper |
Research on optimal financial and production decisions in a cash-constrained supply chain
Journal of Systems Science and Mathematical Sciences | 2012-10-05 | Paper |
The effects of a manager's measurement on an agent's performance
Journal of Systems Science and Mathematical Sciences | 2012-10-05 | Paper |
Dynamic optimal portfolio with maximum absolute deviation model
Journal of Global Optimization | 2012-10-01 | Paper |
A derivative for semipreinvex functions and its applications in semipreinvex programming
Springer Optimization and Its Applications | 2012-09-14 | Paper |
Optimal order lot sizing and pricing with free shipping
European Journal of Operational Research | 2012-08-16 | Paper |
Characterization of stable cartel in price leadership model
Journal of Systems Science and Mathematical Sciences | 2012-06-01 | Paper |
An analysis of the effect of carbon tariff on the economy of developing countries and response
Journal of Systems Science and Mathematical Sciences | 2012-06-01 | Paper |
Business cycle tracer: a new approach to business cycle analysis
Journal of Systems Science and Mathematical Sciences | 2012-06-01 | Paper |
A unified framework for population-based metaheuristics
Annals of Operations Research | 2011-11-17 | Paper |
Quality investment and price decision in a risk-averse supply chain
European Journal of Operational Research | 2011-08-10 | Paper |
Risk management of supply and cash flows in supply chains
International Series in Operations Research & Management Science | 2011-07-08 | Paper |
Generalized convexity and vector optimization.
Nonconvex Optimization and Its Applications | 2011-02-16 | Paper |
| scientific article; zbMATH DE number 5846277 (Why is no real title available?) | 2011-02-05 | Paper |
Stability of international environmental agreements in leadership model
Journal of Systems Science and Complexity | 2010-12-14 | Paper |
| Price range volatility -- a new indicator for risk measurement | 2010-11-05 | Paper |
| Portfolio optimization based on fuzzy decision making | 2010-11-05 | Paper |
| A modified penalty function method for minimization with inequality constraints | 2010-09-20 | Paper |
Coordination of supply chains by option contracts: a cooperative game theory approach
European Journal of Operational Research | 2010-09-09 | Paper |
| A kernel principal components analysis based on least squares fuzzy support vector machine methodology with variable penalty factors for credit classification | 2010-07-08 | Paper |
Vague soft sets and their properties
Computers & Mathematics with Applications | 2010-06-28 | Paper |
Solving a type of biobjective bilevel programming problem using NSGA-II
Computers & Mathematics with Applications | 2010-06-28 | Paper |
Characterizations of \(r\)-convex functions
Journal of Optimization Theory and Applications | 2010-05-19 | Paper |
AVE-CPFR working chains on the basis of selection model of collaborative credit-granting guarantee approaches
International Journal of Information Technology & Decision Making | 2010-05-19 | Paper |
The valuation of convertible bonds with numeraire changes
Acta Mathematicae Applicatae Sinica. English Series | 2010-04-23 | Paper |
A modified least squares support vector machine classifier with application to credit risk analysis
International Journal of Information Technology & Decision Making | 2010-03-19 | Paper |
Price and lead time decisions in dual-channel supply chains
European Journal of Operational Research | 2010-03-18 | Paper |
| scientific article; zbMATH DE number 5674943 (Why is no real title available?) | 2010-02-25 | Paper |
| A study on a kind of linear programming methods in portfolio selection | 2010-02-12 | Paper |
Robust portfolio selection under downside risk measures
Quantitative Finance | 2009-12-07 | Paper |
Dynamic portfolio optimization with risk control for absolute deviation model
European Journal of Operational Research | 2009-11-16 | Paper |
A cutting plane algorithm for MV portfolio selection model
Applied Mathematics and Computation | 2009-11-13 | Paper |
| Information spillovers among global refined products markets -- an empirical study based on the CCF method and cointegration theory | 2009-11-11 | Paper |
Forecasting China's foreign trade volume with a kernel-based hybrid econometric-AI ensemble learning approach
Journal of Systems Science and Complexity | 2009-10-23 | Paper |
From hedging to speculation -- an explanation based on prospect theory
Journal of Systems Science and Complexity | 2009-10-15 | Paper |
Designing a hybrid intelligent mining system for credit risk evaluation
Journal of Systems Science and Complexity | 2009-10-15 | Paper |
| Neural network metalearning for parallel textual information retrieval | 2009-10-08 | Paper |
AN INTEGRATED DECISION SUPPORT FRAMEWORK FOR MACROECONOMIC POLICY MAKING BASED ON EARLY WARNING THEORIES
International Journal of Information Technology & Decision Making | 2009-08-10 | Paper |
| scientific article; zbMATH DE number 5585989 (Why is no real title available?) | 2009-07-23 | Paper |
| scientific article; zbMATH DE number 5585989 (Why is no real title available?) | 2009-07-23 | Paper |
Dynamic inventory management with cash flow constraints
Naval Research Logistics | 2009-03-03 | Paper |
A Bias-Variance-Complexity Trade-Off Framework for Complex System Modeling
Computational Science and Its Applications - ICCSA 2006 | 2009-01-27 | Paper |
Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing
Optimization | 2009-01-23 | Paper |
Hybridizing Exponential Smoothing and Neural Network for Financial Time Series Predication
Computational Science – ICCS 2006 | 2009-01-20 | Paper |
An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring
European Journal of Operational Research | 2009-01-08 | Paper |
An EMD-Based Neural Network Ensemble Learning Model for World Crude Oil Spot Price Forecasting
Soft Computing Applications in Business | 2009-01-07 | Paper |
An Evolutionary Programming Based Knowledge Ensemble Model for Business Risk Identification
Soft Computing Applications in Business | 2009-01-07 | Paper |
| The research on singular stochastic control problem with stopping | 2008-11-24 | Paper |
| A possibilistic mean {V}a{R} model for portfolio selection | 2008-11-18 | Paper |
Generalized convexity and vector optimization
Nonconvex Optimization and Its Applications | 2008-10-30 | Paper |
Fuzzy portfolio optimization. Theory and methods
Lecture Notes in Economics and Mathematical Systems | 2008-07-08 | Paper |
Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach
Insurance Mathematics & Economics | 2008-06-25 | Paper |
On the parameterized OWA operators for fuzzy MCDM based on vague set theory
Fuzzy Optimization and Decision Making | 2008-03-11 | Paper |
| Generalized type I invexity and duality in nondifferentiable multiobjective variational problems | 2008-02-22 | Paper |
| Performance analysis of communication networks based on conditional value-at-risk | 2008-02-15 | Paper |
| An online learning algorithm with adaptive forgetting factors for feedforward neural networks in financial time series forecasting | 2008-02-15 | Paper |
Theorems of the alternative for multifunctions.
Opsearch | 2008-01-25 | Paper |
On non-smooth -invex functions and vector variational-like inequality
Optimization Letters | 2008-01-04 | Paper |
V-invex functions and vector optimization.
Springer Optimization and Its Applications | 2007-12-17 | Paper |
Neural network-based mean-variance-skewness model for portfolio selection
Computers & Operations Research | 2007-10-10 | Paper |
Credit Risk Evaluation with Least Square Support Vector Machine
Rough Sets and Knowledge Technology | 2007-09-07 | Paper |
Foreign-exchange-rate forecasting with artificial neural networks
International Series in Operations Research & Management Science | 2007-09-07 | Paper |
On managerial decision problem of the auction sites
Journal of Systems Science and Complexity | 2007-05-24 | Paper |
Optimal starting price for eBay-like online auctions
Journal of Systems Science and Complexity | 2007-01-25 | Paper |
Testing for long memory in the Asian foreign exchange rates
Journal of Systems Science and Complexity | 2007-01-25 | Paper |
| A genetic algorithm for portfolio selection problems. | 2007-01-19 | Paper |
| Criteria, models and strategies in portfolio selection | 2007-01-19 | Paper |
| Progress in risk measurement | 2007-01-19 | Paper |
| scientific article; zbMATH DE number 5116834 (Why is no real title available?) | 2007-01-19 | Paper |
| A model for portofolio selection based on investment efficiency | 2007-01-19 | Paper |
| Impact on the efficient frontier of portofolio of varying capital structure. | 2007-01-19 | Paper |
Algorithms and Computation
Lecture Notes in Computer Science | 2006-11-14 | Paper |
Static hedging with uncertain quantity and departure from the cost-of-carry valuation
Acta Mathematicae Applicatae Sinica. English Series | 2006-10-24 | Paper |
Risk analysis of a pay to delay capacity reservation contract
Optimization Methods & Software | 2006-08-10 | Paper |
Vector variational-like inequalities and non-smooth vector optimization problems
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2006-06-09 | Paper |
| Multiperiod portfolio selection on a minimax rule | 2006-02-21 | Paper |
A linear programming algorithm for optimal portfolio selection with transaction costs
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2006-02-14 | Paper |
A fuzzy set based approach to generalized landscape theory of aggregation
New Generation Computing | 2006-01-16 | Paper |
On convergence of a semi-analytical method for American option pricing
Journal of Mathematical Analysis and Applications | 2005-12-16 | Paper |
Computational Science – ICCS 2005
Lecture Notes in Computer Science | 2005-11-30 | Paper |
Computational Science – ICCS 2005
Lecture Notes in Computer Science | 2005-11-30 | Paper |
Computational Science – ICCS 2005
Lecture Notes in Computer Science | 2005-11-30 | Paper |
Advances in Neural Networks – ISNN 2005
Lecture Notes in Computer Science | 2005-11-23 | Paper |
Forecasting stock market movement direction with support vector machine
Computers & Operations Research | 2005-09-02 | Paper |
Supply contract model with service level constraint
Journal of Industrial and Management Optimization | 2005-09-01 | Paper |
Duality in vector optimization in Banach spaces with generalized convexity
Journal of Global Optimization | 2005-06-23 | Paper |
COMPUTATIONAL COMPLEXITY OF ARBITRAGE IN FRICTIONAL SECURITY MARKET
International Journal of Foundations of Computer Science | 2005-06-22 | Paper |
CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
Conical partition algorithm for maximizing the sum of dc ratios
Journal of Global Optimization | 2005-06-09 | Paper |
A minimax portfolio selection strategy with equilibrium
European Journal of Operational Research | 2005-06-01 | Paper |
| scientific article; zbMATH DE number 2165725 (Why is no real title available?) | 2005-05-06 | Paper |
Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions
Annals of Operations Research | 2005-04-22 | Paper |
| scientific article; zbMATH DE number 2148571 (Why is no real title available?) | 2005-03-21 | Paper |
Second order symmetric duality for nonlinear multiobjective mixed integer programming
European Journal of Operational Research | 2005-02-09 | Paper |
A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
Numerische Mathematik | 2005-01-19 | Paper |
On fuzzy portfolio selection problems
Fuzzy Optimization and Decision Making | 2005-01-17 | Paper |
Information transformation in a supply chain: a simulation study
Computers & Operations Research | 2004-11-19 | Paper |
A general approach based on autocorrelation to determine input variables of neural networks for time series forecasting
Journal of Systems Science and Complexity | 2004-10-21 | Paper |
Forecasting NIKKEI 225 index with support vector machine
Journal of Systems Science and Complexity | 2004-06-18 | Paper |
\(\mathcal L\)-matrices and solvability of linear complementarity problems by a linear program
Top | 2004-06-18 | Paper |
Portfolio selection theory with different interest rates for borrowing and lending
Journal of Global Optimization | 2004-03-15 | Paper |
<i>S</i>-strictly quasi-concave vector maximisation
Bulletin of the Australian Mathematical Society | 2003-11-17 | Paper |
| Optimal portfolio selection of assets with transaction costs and no short sales | 2003-09-12 | Paper |
Optimality conditions for proper efficient solutions of vector set-valued optimization.
Journal of Mathematical Analysis and Applications | 2003-09-04 | Paper |
On the existence and connectedness of solution sets of vector variational inequalities
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
A minimax rule for portfolio selection in frictional markets
Mathematical Methods of Operations Research | 2003-06-26 | Paper |
A trust-region algorithm for equality-constrained optimization via a reduced dimension approach.
Journal of Computational and Applied Mathematics | 2003-05-19 | Paper |
Symmetric duality for a class of multiobjective fractional programming problems.
Journal of Mathematical Analysis and Applications | 2003-02-11 | Paper |
A bi-level formula and quasi-Newtonian algorithm for stochastic equilibrium network design problem with elastic demand
Journal of Systems Science and Complexity | 2002-08-20 | Paper |
Near-subconvexlikeness in vector optimization with set-valued functions
Journal of Optimization Theory and Applications | 2002-08-12 | Paper |
On-line preemptive scheduling on uniform machines
Journal of Systems Science and Complexity | 2002-05-14 | Paper |
Portfolio selection and asset pricing
Lecture Notes in Economics and Mathematical Systems | 2002-04-11 | Paper |
A price duopoly game model with uncertain parameters
Journal of Systems Science and Complexity | 2002-03-20 | Paper |
A compromise solution to mutual funds portfolio selection with transaction costs
European Journal of Operational Research | 2002-02-27 | Paper |
A trust region algorithm for bilevel programming problems
Chinese Science Bulletin | 2002-02-18 | Paper |
Two theorems on multilevel programming problems with dominated objective functions
Applied Mathematics Letters | 2002-01-02 | Paper |
| scientific article; zbMATH DE number 1932363 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1932370 (Why is no real title available?) | 2002-01-01 | Paper |
Bilevel programs with multiple followers.
Systems Science and Mathematical Sciences | 2001-07-11 | Paper |
Sensitivity analysis in bilevel linear programming
Systems Science and Mathematical Sciences | 2001-07-11 | Paper |
| scientific article; zbMATH DE number 1423407 (Why is no real title available?) | 2000-06-04 | Paper |
| scientific article; zbMATH DE number 1696647 (Why is no real title available?) | 2000-01-01 | Paper |
A new descent algorithm for solving quadratic bilevel programming problems.
Acta Mathematicae Applicatae Sinica. English Series | 2000-01-01 | Paper |
Multiple criteria models for evaluation of competitive bids
IMA Journal of Mathematics Applied in Business and Industry | 2000-01-01 | Paper |
Sensitivity analysis of nonnegative irreducible matrices
Applied Mathematics Letters | 1999-11-25 | Paper |
Global efficiency in multiobjective programming<sup>*</sup>
Optimization | 1999-11-22 | Paper |
Connectedness of super efficient sets in vector optimization of set-valued maps
Mathematical Methods of Operations Research | 1999-10-05 | Paper |
ε-approximate solutions in multiobjective optimization
Optimization | 1999-02-02 | Paper |
A type of minimax inequality for vector-valued mappings
Journal of Mathematical Analysis and Applications | 1999-01-06 | Paper |
A minimax inequality for vector-valued mappings
Applied Mathematics Letters | 1999-01-01 | Paper |
Super efficiency in vector optimization of set-valued maps
Progress in Natural Science | 1998-01-01 | Paper |
Two types of duality in multiobjective fractional programming
Bulletin of the Australian Mathematical Society | 1997-08-05 | Paper |
Paréto equilibria in multicriteria metagames
Top | 1996-08-01 | Paper |
| scientific article; zbMATH DE number 857674 (Why is no real title available?) | 1996-07-31 | Paper |
| scientific article; zbMATH DE number 850978 (Why is no real title available?) | 1996-03-04 | Paper |
| scientific article; zbMATH DE number 800146 (Why is no real title available?) | 1996-02-04 | Paper |
A hierarchical optimization model of resource allocation
Optimization | 1995-09-05 | Paper |
Optimality conditions and an algorithm for linear-quadratic bilevel programs$fr1:<sup>1</sup>$f:<sup>1</sup>partially supported by nsfc and madis. this paper was prepared during the first author's visiting universitat de barcelona. he is grateful to the f
Optimization | 1995-04-20 | Paper |
Scalarization and lagrange duality in multiobjective optimization
Optimization | 1995-03-27 | Paper |
Optimality conditions for multiobjecttve and nonsmooth minimisation in abstract spaces
Bulletin of the Australian Mathematical Society | 1995-02-26 | Paper |
Lagrange multipliers and saddle points in multiobjective programming
Journal of Optimization Theory and Applications | 1994-12-04 | Paper |
Existence of a Pareto equilibrium
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
| scientific article; zbMATH DE number 500378 (Why is no real title available?) | 1994-03-17 | Paper |
| scientific article; zbMATH DE number 411258 (Why is no real title available?) | 1993-09-16 | Paper |
Second-order necessary and sufficient conditions in multiobjective programming<sup>∗</sup>
Numerical Functional Analysis and Optimization | 1992-09-27 | Paper |
A result on scalarization
Applied Mathematics Letters | 1992-09-26 | Paper |
| scientific article; zbMATH DE number 27251 (Why is no real title available?) | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 26859 (Why is no real title available?) | 1992-06-27 | Paper |
An existence theorem for a Pareto equilibrium
Applied Mathematics Letters | 1992-06-25 | Paper |
A gap between multiobjective optimization and scalar optimization
Journal of Optimization Theory and Applications | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4130199 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4202032 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4072279 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3947009 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4066649 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3954669 (Why is no real title available?) | 1984-01-01 | Paper |
Spatially Randomized Designs Can Enhance Policy Evaluation
(available as arXiv preprint) | N/A | Paper |
