| Publication | Date of Publication | Type |
|---|
Solving American option optimal control problems in financial markets using a novel neural network
Journal of Industrial and Management Optimization | 2024-08-26 | Paper |
An efficient global optimal method for cardinality constrained portfolio optimization
INFORMS Journal on Computing | 2024-07-29 | Paper |
On a buffered threshold autoregressive stochastic volatility model
Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
Optimal fixed-time sliding mode control for spacecraft constrained reorientation
IEEE Transactions on Automatic Control | 2024-07-21 | Paper |
Further results on state estimation of multi-agent systems under homologous attacks
Automatica | 2024-07-18 | Paper |
Moderate deviations for stochastic variational inequalities
Optimization | 2024-07-01 | Paper |
Asymptotic Behaviors and Confidence Intervals for the Number of Operating Sensors in a Sensor Network
IEEE Transactions on Information Theory | 2024-03-14 | Paper |
A bipolar-valued fuzzy set is an intersected interval-valued fuzzy set
Information Sciences | 2024-01-18 | Paper |
An alternative method for the optimal switching problem of linear quadratic switched system
Journal of Industrial and Management Optimization | 2023-11-02 | Paper |
Technical note on the existence of solutions for generalized symmetric set-valued quasi-equilibrium problems utilizing improvement set
Optimization | 2023-07-14 | Paper |
Moderate Deviations and Invariance Principles for Sample Average Approximations
SIAM Journal on Optimization | 2023-06-22 | Paper |
Consensus of multi-agent systems with one-sided Lipschitz nonlinearity via nonidentical double event-triggered control subject to deception attacks
Journal of the Franklin Institute | 2023-06-21 | Paper |
Mean-variance portfolio selection with random investment horizon
Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
Stability Analysis for Semi-Infinite Vector Optimization Problems under Functional Perturbations
Numerical Functional Analysis and Optimization | 2022-07-19 | Paper |
A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection
Journal of Applied Statistics | 2022-02-24 | Paper |
Non-exponential discounting portfolio management with habit formation
Mathematical Control and Related Fields | 2021-05-05 | Paper |
Limit analysis for the optimal value of a class of minimax optimization problems
| 2021-02-22 | Paper |
scientific article; zbMATH DE number 7305731 (Why is no real title available?)
| 2021-02-03 | Paper |
Optimality analysis of a class of semi-infinite programming problems
Journal of Optimization Theory and Applications | 2020-08-25 | Paper |
On sparse beamformer design with reverberation
Applied Mathematical Modelling | 2020-02-12 | Paper |
Optimal switching of switched systems with time delay in discrete time
Automatica | 2020-01-20 | Paper |
Asymptotic behaviors of semidefinite programming with a covariance perturbation
Optimization Letters | 2019-10-18 | Paper |
Correction to: ``Synchronization of coupled neural networks with infinite-time distributed delays via quantized intermittent pinning control
Nonlinear Dynamics | 2019-10-02 | Paper |
Synchronization of coupled neural networks with infinite-time distributed delays via quantized intermittent pinning control
Nonlinear Dynamics | 2019-10-02 | Paper |
A descent method for least absolute deviation Lasso problems
Optimization Letters | 2019-06-17 | Paper |
Ergodic control for a mean reverting inventory model
Journal of Industrial and Management Optimization | 2019-02-05 | Paper |
On constrained estimation of graphical time series models
Computational Statistics and Data Analysis | 2018-08-20 | Paper |
A Two-Stage Method for the Design of Near-Field Broadband Beamformer
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
Placement Design of Microphone Arrays in Near-Field Broadband Beamformers
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
Optimal investment of an insurer with regime-switching and risk constraint
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Optimal inventory control with jump diffusion and nonlinear dynamics in the demand
SIAM Journal on Control and Optimization | 2018-01-12 | Paper |
Delayed optimal control of stochastic LQ problem
SIAM Journal on Control and Optimization | 2017-11-02 | Paper |
Fabric defect detection using multi-level tuned-matched Gabor filters
Journal of Industrial and Management Optimization | 2017-06-16 | Paper |
A real option approach to optimal inventory management of retail products
Journal of Industrial and Management Optimization | 2017-06-16 | Paper |
Optimality of \((s,S)\) policies with nonlinear processes
Discrete and Continuous Dynamical Systems. Series B | 2017-04-25 | Paper |
Optimal switching for linear quadratic problem of switched systems in discrete time
Automatica | 2017-03-28 | Paper |
On two novel types of three-way decisions in three-way decision spaces
International Journal of Approximate Reasoning | 2017-02-22 | Paper |
Design of broadband beamformers with smooth actual response in transition region
Pacific Journal of Optimization | 2016-10-14 | Paper |
A novel indoor beamformer design method with obstacles
Pacific Journal of Optimization | 2016-06-24 | Paper |
Multi-dimensional complex-valued Gabor wavelet networks
Mathematical and Computer Modelling | 2015-12-22 | Paper |
The optimal mean variance problem with inflation
Discrete and Continuous Dynamical Systems. Series B | 2015-11-25 | Paper |
scientific article; zbMATH DE number 6472512 (Why is no real title available?)
| 2015-08-14 | Paper |
Optimal dividend strategy with transaction costs for an upward jump model
Quantitative Finance | 2015-04-08 | Paper |
Performance limit of broadband beamformer designs in space and frequency
Journal of Optimization Theory and Applications | 2015-03-11 | Paper |
Optimal investment with a value-at-risk constraint
Journal of Industrial and Management Optimization | 2014-05-16 | Paper |
On an exact penalty function method for semi-infinite programming problems
Journal of Industrial and Management Optimization | 2014-05-16 | Paper |
Optimal insurance in a changing economy
Mathematical Control and Related Fields | 2014-03-11 | Paper |
A smoothing approach for the optimal parameter selection problem with continuous inequality constraint
Optimization Methods & Software | 2013-12-19 | Paper |
A fast algorithm for the optimal design of high accuracy windows in signal processing
Optimization Methods & Software | 2013-12-19 | Paper |
Optimal investment-reinsurance with dynamic risk constraint and regime switching
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
A least-squares indoor beamformer design
Pacific Journal of Optimization | 2013-11-15 | Paper |
Optimal investment-consumption problem with constraint
Journal of Industrial and Management Optimization | 2013-11-14 | Paper |
Manifold relaxations for integer programming
Journal of Industrial and Management Optimization | 2013-11-14 | Paper |
Semi-definite programming based approaches for real-time tractor localization in port container terminals
Numerical Algebra, Control and Optimization | 2013-11-13 | Paper |
Optimal stochastic differential games with VaR constraints
Discrete and Continuous Dynamical Systems. Series B | 2013-11-12 | Paper |
A decomposition method for optimal portfolios with regime-switching and risk constraint
Risk and Decision Analysis | 2013-05-23 | Paper |
New exact penalty function for solving constrained finite min-max problems
Applied Mathematics and Mechanics. (English Edition) | 2012-03-13 | Paper |
Feature extraction of the patterned textile with deformations via optimal control theory
Discrete and Continuous Dynamical Systems. Series B | 2011-12-13 | Paper |
Nonlinear dynamical system modeling via recurrent neural networks and a weighted state space search algorithm
Journal of Industrial and Management Optimization | 2011-07-19 | Paper |
Evaluating American put options on zero-coupon bonds by a penalty method
Journal of Computational and Applied Mathematics | 2011-06-14 | Paper |
Optimal portfolios with stress analysis and the effect of a CVaR constraint
| 2011-02-23 | Paper |
An improvement on Marotto's theorem and its applications to chaotification of switching systems
Chaos, Solitons and Fractals | 2010-10-28 | Paper |
A new hybrid descent method with application to the optimal design of finite precision FIR filters
Optimization Methods & Software | 2010-10-12 | Paper |
Optimal portfolios with regime switching and value-at-risk constraint
Automatica | 2010-06-17 | Paper |
Optimal control problems with a continuous inequality constraint on the state and the control
Automatica | 2010-01-08 | Paper |
A hybrid method for the design of oversampled uniform DFT filter banks
Signal Processing | 2009-10-29 | Paper |
A robust transform domain echo canceller employing a parallel filter structure
Signal Processing | 2009-10-29 | Paper |
Beamspace blind signal separation for speech enhancement
Optimization and Engineering | 2009-08-12 | Paper |
Analysis of bullwhip effect in supply chains with heterogeneous decision models
Journal of Industrial and Management Optimization | 2009-04-20 | Paper |
Optimal portfolios under a value-at-risk constraint
Journal of Economic Dynamics and Control | 2008-11-06 | Paper |
A heuristic for the label printing problem
Computers & Operations Research | 2007-04-13 | Paper |
Optimal inventory control of lumpy demand items using (s,S) policies with a maximum issue quantity restriction and opportunistic replenishments
International Journal of Production Research | 2006-07-13 | Paper |
Airfoil design via optimal control theory
Journal of Industrial and Management Optimization | 2005-06-07 | Paper |
A hybrid descent method for global optimization
Journal of Global Optimization | 2005-04-07 | Paper |
On the Optimal Control Method for Airfoil and Cascade Analysis
SIAM Journal on Scientific Computing | 1996-04-15 | Paper |
Simultaneous viscous-inviscid coupling via transpiration
Journal of Computational Physics | 1996-04-01 | Paper |
Computational methods for aerodynamic shape design
Mathematical and Computer Modelling | 1995-08-15 | Paper |
Aspects of the transpiration model for aerofoil design
International Journal for Numerical Methods in Fluids | 1994-05-08 | Paper |
On the solution of the errors in variables problem using the \(l_ 1\) norm
BIT | 1992-06-28 | Paper |
