The following pages link to Jian-Jun Gao (Q1655927):
Displaying 29 items.
- (Q321013) (redirect page) (← links)
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Linear-quadratic switching control with switching cost (Q445146) (← links)
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- A polynomial case of convex integer quadratic programming problems with box integer constraints (Q496616) (← links)
- Reachability determination in acyclic Petri nets by cell enumeration approach (Q644287) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Optimization in curbing risk contagion among financial institutes (Q1797111) (← links)
- Betting market equilibrium with heterogeneous beliefs: a prospect theory-based model (Q2076920) (← links)
- On continuous-time constrained stochastic linear-quadratic control (Q2174000) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- A polynomial case of the cardinality-constrained quadratic optimization problem (Q2393087) (← links)
- Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Optimal Cardinality Constrained Portfolio Selection (Q2846429) (← links)
- Stochastic control for multiperiod mean-variance asset-liability management (Q2992528) (← links)
- Polynomially Solvable Cases of Binary Quadratic Programs (Q3059290) (← links)
- (Q4925764) (← links)
- Performance-First Control for Discrete-Time LQG Problems (Q4974748) (← links)
- Modern optimization theory and applications (Q5064210) (← links)
- Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise (Q5223703) (← links)
- (Q5319249) (← links)
- Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
- Cardinality Constrained Linear-Quadratic Optimal Control (Q5347818) (← links)
- Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control (Q5352923) (← links)
- Gain Enhancement of Printed Log-Periodic Dipole Array Antenna Using Director Cell (Q5372686) (← links)
- Modeling and Parameter Extraction Techniques of Silicon-Based Radio Frequency Devices (Q5885530) (← links)
- Limited attention allocation in a stochastic linear quadratic system with multiplicative noise (Q6668115) (← links)
