Qiji J. Zhu

Available identifiers

zbMath Open zhu.qiji-jimMaRDI QIDQ504793

List of research outcomes

Publication	Date of Publication	Type
Scalar and Vector Risk in the General Framework of Portfolio Theory	2023-10-30	Paper
Entropy Maximization in Finance	2020-07-21	Paper
Convex Duality and Financial Mathematics	2018-06-29	Paper
A variational approach to Lagrange multipliers	2017-01-17	Paper
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance	2016-06-15	Paper
Optimal Trend Following Trading Rules	2016-05-19	Paper
Jack Warga (1922--2011)	2014-04-15	Paper
Variational methods in the presence of symmetry	2013-10-10	Paper
Trend Following Trading under a Regime Switching Model	2010-11-10	Paper
Vector majorization and a robust option replacement trading strategy	2008-06-25	Paper
Nonsmooth analysis on smooth manifolds	2007-05-02	Paper
https://portal.mardi4nfdi.de/entity/Q3422503	2007-02-13	Paper
Mathematical analysis of investment systems	2007-01-09	Paper
Variational methods in convex analysis	2006-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q5701779	2005-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q5701780	2005-11-04	Paper
Techniques of variational analysis	2005-08-03	Paper
MULTIDIRECTIONAL MEAN VALUE INEQUALITIES AND WEAK MONOTONICITY	2005-04-29	Paper
A variational proof of Birkhoff's theorem on doubly stochastic matrices	2004-11-01	Paper
https://portal.mardi4nfdi.de/entity/Q4464212	2004-05-27	Paper
An Extended Extremal Principle with Applications to Multiobjective Optimization	2004-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q2776675	2003-11-27	Paper
Multiobjective optimization problem with variational inequality constraints	2003-07-13	Paper
Necessary Conditions for Constrained Optimization Problems in Smooth Banach Spaces and Applications	2003-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q4263357	2002-04-07	Paper
Clarke-Ledyaev mean value inequalities in smooth Banach spaces	2001-01-07	Paper
Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints	2000-10-18	Paper
Hamilton–Jacobi theory for a generalized optimal stopping time problem	2000-08-14	Paper
Implicit multifunction theorems	2000-08-13	Paper
Production set of failure prone flexible manufacturing systems1	2000-08-07	Paper
A survey of subdifferential calculus with applications	2000-03-12	Paper
Viscosity coderivatives and their limiting behavior in smooth Banach spaces.	2000-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4236156	1999-07-19	Paper
The equivalence of several basic theorems for subdifferentials	1999-05-09	Paper
Partially smooth variational principles and applications	1999-03-30	Paper
A limiting example for the local “fuzzy” sum rule in nonsmooth analysis	1998-09-10	Paper
Necessary conditions for constrained optimization problems with semicontinuous and continuous data	1998-03-30	Paper
On the characterization of properly relaxed delayed controls	1997-07-06	Paper
Variational analysis in nonreflexive spaces and applications to control problems with l1 perturbations	1997-06-22	Paper
Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems	1997-06-12	Paper
Viscosity Solutions and Viscosity Subderivatives in Smooth Banach Spaces with Applications to Metric Regularity	1996-11-19	Paper
https://portal.mardi4nfdi.de/entity/Q4887266	1996-08-01	Paper
A relaxation theorem for a Banach space integral-inclusion with delays and shifts	1995-10-30	Paper
Piecewise deterministic Markov process model for flexible manufacturing systems with preventive maintenance	1994-09-29	Paper
The Equivalence of Extremals in Different Representations of Unbounded Control Problems	1994-08-14	Paper
A proper relaxation of shifted and delayed controls	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4025101	1993-02-18	Paper
On the solution set of differential inclusions in Banach space	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q4730364	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3739855	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3683424	1984-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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