| Publication | Date of Publication | Type |
|---|
Analysis of retailer's competitive preference in closed-loop supply chain under different recycling channels
Asia-Pacific Journal of Operational Research | 2026-02-26 | Paper |
Multi-view data clustering via dynamical optimization of consensus Laplacian matrix
East Asian Journal on Applied Mathematics | 2025-11-17 | Paper |
Precommitted strategies with initial-time and intermediate-time value-at-risk constraints
Journal of Optimization Theory and Applications | 2024-11-12 | Paper |
Finding and analyzing the minimum set of driver nodes in control of Boolean networks
Advances in Complex Systems | 2024-10-30 | Paper |
Adaptive online mean-variance portfolio selection with transaction costs
Quantitative Finance | 2024-04-12 | Paper |
A high-order norm-product regularized multiple kernel learning framework for kernel optimization
Information Sciences | 2024-03-06 | Paper |
State estimation of Boolean control networks under stochastic disturbances with random delay in measurements
International Journal of Robust and Nonlinear Control | 2024-02-06 | Paper |
Zero-sum stochastic games with the average-value-at-risk criterion
Top | 2023-10-26 | Paper |
Stabilization and Reconstruction of Sampled-Data Boolean Control Networks Under Noisy Sampling Interval
IEEE Transactions on Automatic Control | 2023-09-26 | Paper |
Online portfolio selection with state-dependent price estimators and transaction costs
European Journal of Operational Research | 2023-07-11 | Paper |
An average-value-at-risk criterion for Markov decision processes with unbounded costs
Frontiers of Mathematics in China | 2023-03-14 | Paper |
Optimal pairs trading strategies: a stochastic mean-variance approach
Journal of Optimization Theory and Applications | 2023-01-23 | Paper |
A Columnwise Update Algorithm for Sparse Stochastic Matrix Factorization
SIAM Journal on Matrix Analysis and Applications | 2022-12-19 | Paper |
Generalized optimal liquidation problems across multiple trading venues
Journal of Industrial and Management Optimization | 2022-08-23 | Paper |
Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility
Journal of Industrial and Management Optimization | 2022-06-09 | Paper |
A modified orthogonal matching pursuit for construction of sparse probabilistic Boolean networks
Applied Mathematics and Computation | 2022-05-19 | Paper |
Stabilization of Aperiodic Sampled-Data Boolean Control Networks: A Delay Approach
IEEE Transactions on Automatic Control | 2022-02-24 | Paper |
Channel leadership and recycling channel in closed-loop supply chain: the case of recycling price by the recycling party
Journal of Industrial and Management Optimization | 2021-11-23 | Paper |
Discrimination of attractors with noisy nodes in Boolean networks
Automatica | 2021-11-19 | Paper |
Adaptive online portfolio selection with transaction costs
European Journal of Operational Research | 2021-11-09 | Paper |
Joint inspection and inventory control for deteriorating items with time-dependent demand and deteriorating rate
Annals of Operations Research | 2021-11-08 | Paper |
Optimal pairs trading with dynamic mean-variance objective
Mathematical Methods of Operations Research | 2021-11-02 | Paper |
A Column-Wise Update Algorithm for Sparse Stochastic Matrix Factorization
(available as arXiv preprint) | 2021-10-20 | Paper |
Effect of institutional deleveraging on option valuation problems
Journal of Industrial and Management Optimization | 2021-09-10 | Paper |
How correlation risk in basket credit derivatives might be priced and managed?
IMA Journal of Management Mathematics | 2021-07-13 | Paper |
On correlated defaults and incomplete information
Journal of Industrial and Management Optimization | 2021-06-09 | Paper |
Control of Boolean networks: hardness results and algorithms for tree structured networks
Journal of Theoretical Biology | 2020-10-28 | Paper |
A \(C\)-eigenvalue problem for tensors with applications to higher-order multivariate Markov chains
Computers & Mathematics with Applications | 2020-10-05 | Paper |
A Modified Orthogonal Matching Pursuit for Construction of Sparse Probabilistic Boolean Networks
(available as arXiv preprint) | 2020-08-22 | Paper |
Trading strategy with stochastic volatility in a limit order book market
Decisions in Economics and Finance | 2020-07-08 | Paper |
On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems
Fuzzy Optimization and Decision Making | 2020-05-06 | Paper |
Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients
Journal of Computational and Applied Mathematics | 2020-02-18 | Paper |
On orthogonal feature extraction model with applications in medical prognosis
Applied Mathematical Modelling | 2020-02-05 | Paper |
A Markov-driven portfolio execution strategy with market impact
Numerical Mathematics: Theory, Methods and Applications | 2019-09-20 | Paper |
Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales
Journal of Industrial and Management Optimization | 2019-06-21 | Paper |
On infectious model for dependent defaults
Risk and Decision Analysis | 2019-03-12 | Paper |
GPS trajectory data segmentation based on probabilistic logic
International Journal of Approximate Reasoning | 2019-02-20 | Paper |
A new multivariate Markov chain model for adding a new categorical data sequence
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Mechanism design of fashion virtual enterprise under monitoring strategy
Mathematical Problems in Engineering | 2019-02-08 | Paper |
On the number of driver nodes for controlling a Boolean network when the targets are restricted to attractors
Journal of Theoretical Biology | 2019-02-06 | Paper |
Interacting default intensity with a hidden Markov process
Quantitative Finance | 2018-11-19 | Paper |
Interacting default intensity with a hidden Markov process
Quantitative Finance | 2018-11-19 | Paper |
Market-making strategy with asymmetric information and regime-switching
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
A higher-order interactive hidden Markov model and its applications
OR Spectrum | 2018-06-20 | Paper |
A semi-smooth Newton method for inverse problem with uniform noise
Journal of Scientific Computing | 2018-06-01 | Paper |
Discrimination of singleton and periodic attractors in Boolean networks
Automatica | 2017-11-17 | Paper |
Optimal strategy for limit order book submissions in high frequency trading
East Asian Journal on Applied Mathematics | 2017-10-23 | Paper |
| Optimal Liquidation Problems in a Randomly-Terminated Horizon | 2017-09-18 | Paper |
A real option approach to optimal inventory management of retail products
Journal of Industrial and Management Optimization | 2017-06-16 | Paper |
Minimizing equilibrium expected sojourn time via performance-based mixed threshold demand allocation in a multiple-server queueing environment
Journal of Industrial and Management Optimization | 2017-06-16 | Paper |
Impact of reorder option in supply chain coordination
Journal of Industrial and Management Optimization | 2017-06-15 | Paper |
Hidden Markov models with threshold effects and their applications to oil price forecasting
Journal of Industrial and Management Optimization | 2017-06-12 | Paper |
Salesforce contract design, joint pricing and production planning with asymmetric overconfidence sales agent
Journal of Industrial and Management Optimization | 2017-06-12 | Paper |
A real option approach for investment opportunity valuation
Journal of Industrial and Management Optimization | 2017-05-22 | Paper |
Inducing high service capacities in outsourcing \textit{via} penalty and competition
International Journal of Production Research | 2017-03-01 | Paper |
Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model
Automatica | 2016-11-14 | Paper |
Sparse solution of nonnegative least squares problems with applications in the construction of probabilistic Boolean networks.
Numerical Linear Algebra with Applications | 2016-07-19 | Paper |
A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems
SIAM Journal on Matrix Analysis and Applications | 2016-04-04 | Paper |
On eigen-matrix translation method for classification of biological data
Journal of Systems Science and Complexity | 2016-01-14 | Paper |
Credit portfolio management using two-level particle swarm optimization
Information Sciences | 2015-09-23 | Paper |
On using physico-chemical properties of amino acids in string kernels for protein classification via support vector machines
Journal of Systems Science and Complexity | 2015-08-14 | Paper |
On modeling credit defaults: a probabilistic Boolean network approach
Risk and Decision Analysis | 2014-08-22 | Paper |
On construction of sparse probabilistic Boolean networks.
East Asian Journal on Applied Mathematics | 2014-04-04 | Paper |
On perturbation bounds for the joint stationary distribution of multivariate Markov chain models.
East Asian Journal on Applied Mathematics | 2014-04-04 | Paper |
On optimal cash management under a stochastic volatility model.
East Asian Journal on Applied Mathematics | 2014-04-04 | Paper |
Construction of probabilistic Boolean networks from a prescribed transition probability matrix: a maximum entropy rate approach.
East Asian Journal on Applied Mathematics | 2014-04-04 | Paper |
On generating optimal sparse probabilistic Boolean networks with maximum entropy from a positive stationary distribution.
East Asian Journal on Applied Mathematics | 2014-04-04 | Paper |
Incentive effects of multiple-server queueing networks: the principal-agent perspective
East Asian Journal on Applied Mathematics | 2014-04-04 | Paper |
Optimal insurance in a changing economy
Mathematical Control and Related Fields | 2014-03-11 | Paper |
On pricing basket credit default swaps
Quantitative Finance | 2014-03-04 | Paper |
Modeling genetic regulatory networks: a delay discrete dynamical model approach
Journal of Systems Science and Complexity | 2014-01-27 | Paper |
Optimal investment-reinsurance with dynamic risk constraint and regime switching
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
Markov chains. Models, algorithms and applications
International Series in Operations Research & Management Science | 2013-08-09 | Paper |
Repulsion pressure model and numerical simulation for spiral phyllotactic patterns of plants
Mathematical Biosciences | 2013-03-12 | Paper |
Risk measures and behaviors for bonds under stochastic interest rate models
Mathematical and Computer Modelling | 2013-01-24 | Paper |
Correlation kernels for support vector machines classification with applications in cancer data
Computational & Mathematical Methods in Medicine | 2012-10-10 | Paper |
Perturbation analysis for the sign functions of regular matrix pairs.
Numerical Linear Algebra with Applications | 2012-06-07 | Paper |
Regularized orthogonal linear discriminant analysis
Pattern Recognition | 2012-05-02 | Paper |
Simultaneous cartoon and texture reconstruction for image restoration by bivariate function
Applicable Analysis | 2011-08-16 | Paper |
A smoothing Newton's method for the construction of a damped vibrating system from noisy test eigendata
Numerical Linear Algebra with Applications | 2011-06-29 | Paper |
| On high-dimensional Markov chain models for categorical data sequences with applications | 2011-06-07 | Paper |
| A note on the station property of high-dimensional Markov chain models | 2011-05-24 | Paper |
Approximate inverse-free preconditioners for Toeplitz matrices
Applied Mathematics and Computation | 2011-04-19 | Paper |
On network-based kernel methods for protein-protein interactions with applications in protein functions prediction
Journal of Systems Science and Complexity | 2011-04-05 | Paper |
A matrix perturbation method for computing the steady-state probability distributions of probabilistic Boolean networks with gene perturbations
Journal of Computational and Applied Mathematics | 2011-03-09 | Paper |
Backward errors for eigenproblem of two kinds of structured matrices
Journal of Computational and Applied Mathematics | 2010-10-25 | Paper |
| Cardinality of binary operations: a remark on the ubiquitous sum | 2010-08-19 | Paper |
Generating probabilistic Boolean networks from a prescribed stationary distribution
Information Sciences | 2010-07-20 | Paper |
Optimal portfolios with regime switching and value-at-risk constraint
Automatica | 2010-06-17 | Paper |
On optimal screening and quarantining policy in a network of prisons
Communications in Information and Systems | 2010-03-12 | Paper |
Optimal service capacity in a multiple-server queueing system: a game theory approach
Journal of Industrial and Management Optimization | 2010-03-11 | Paper |
Modeling default data via an interactive hidden Markov model
Computational Economics | 2010-02-01 | Paper |
A higher-order Markov model for the Newsboy's problem
The Journal of the Operational Research Society | 2009-10-15 | Paper |
Iterative Algorithms Based on Decoupling of Deblurring and Denoising for Image Restoration
SIAM Journal on Scientific Computing | 2009-09-28 | Paper |
| A valuation model for perpetual convertible bonds with Markov regime-switching models | 2009-08-03 | Paper |
A tandem queueing system with applications to pricing strategy
Journal of Industrial and Management Optimization | 2009-04-20 | Paper |
Super‐resolution image reconstruction using multisensors
Numerical Linear Algebra with Applications | 2009-02-09 | Paper |
Inverse Toeplitz preconditioners for Hermitian Toeplitz systems
Numerical Linear Algebra with Applications | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5368425 (Why is no real title available?) | 2008-11-18 | Paper |
| scientific article; zbMATH DE number 5363578 (Why is no real title available?) | 2008-11-10 | Paper |
Block Diagonal and Schur Complement Preconditioners for Block-Toeplitz Systems with Small Size Blocks
SIAM Journal on Matrix Analysis and Applications | 2008-11-06 | Paper |
Pricing exotic options under a high-order Markovian regime switching model
Journal of Applied Mathematics and Decision Sciences | 2008-07-28 | Paper |
Efficient Reconstruction of Piecewise Constant Images Using Nonsmooth Nonconvex Minimization
SIAM Journal on Imaging Sciences | 2008-04-01 | Paper |
A fast algorithm for the spread of HIV in a system of prisons
Mathematical and Computer Modelling | 2008-02-22 | Paper |
| On multi-dimensional Markov chain models | 2008-02-22 | Paper |
Higher-order multivariate Markov chains and their applications
Linear Algebra and its Applications | 2008-01-03 | Paper |
A Control Model for Markovian Genetic Regulatory Networks
Transactions on Computational Systems Biology V | 2007-09-10 | Paper |
| scientific article; zbMATH DE number 5151952 (Why is no real title available?) | 2007-05-11 | Paper |
A semi-supervised regression model for mixed numerical and categorical variables
Pattern Recognition | 2007-04-19 | Paper |
| scientific article; zbMATH DE number 5117478 (Why is no real title available?) | 2007-01-22 | Paper |
A direct method for solving block-Toeplitz with near-circulant-block systems with applications to hybrid manufacturing systems
Numerical Linear Algebra with Applications | 2006-12-06 | Paper |
Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models
Computational Economics | 2006-10-25 | Paper |
A hybrid algorithm for queueing systems
Calcolo | 2006-09-28 | Paper |
Boundary value methods for solving transient solutions of Markovian queueing networks
Applied Mathematics and Computation | 2006-04-28 | Paper |
Markov chains: models, algorithms and applications
International Series in Operations Research & Management Science | 2006-04-06 | Paper |
A linear programming approach for determining optimal advertising policy
IMA Journal of Management Mathematics | 2006-04-06 | Paper |
On a multivariate Markov chain model for credit risk measurement
Quantitative Finance | 2006-03-08 | Paper |
| scientific article; zbMATH DE number 2242727 (Why is no real title available?) | 2006-01-03 | Paper |
Iterative methods for manufacturing systems of two stations in tandem
Applied Mathematics Letters | 2005-09-27 | Paper |
Factorized Banded Inverse Preconditioners for Matrices with Toeplitz Structure
SIAM Journal on Scientific Computing | 2005-09-22 | Paper |
| scientific article; zbMATH DE number 2161798 (Why is no real title available?) | 2005-04-26 | Paper |
Hidden Markov models and their applications to customer relationship management
IMA Journal of Management Mathematics | 2005-04-11 | Paper |
Customer lifetime value: stochastic optimization approach
The Journal of the Operational Research Society | 2005-04-04 | Paper |
An inventory model with returns and lateral transshipments
The Journal of the Operational Research Society | 2005-04-04 | Paper |
A note on the stability of Toeplitz matrix inversion formulas.
Applied Mathematics Letters | 2005-03-07 | Paper |
Exact algorithms for singular tridiagonal systems with applications to Markov chains
Applied Mathematics and Computation | 2005-01-17 | Paper |
Higher-order Markov chain models for categorical data sequences
Naval Research Logistics | 2005-01-11 | Paper |
Preconditioning regularized least squares problems arising from high-resolution image reconstruction from low-resolution frames
Linear Algebra and its Applications | 2004-11-23 | Paper |
An optimization algorithm for clustering using weighted dissimilarity measures
Pattern Recognition | 2004-11-22 | Paper |
| scientific article; zbMATH DE number 2103887 (Why is no real title available?) | 2004-09-28 | Paper |
| scientific article; zbMATH DE number 2089286 (Why is no real title available?) | 2004-08-12 | Paper |
Fast inversion of triangular Toeplitz matrices
Theoretical Computer Science | 2004-08-06 | Paper |
| scientific article; zbMATH DE number 2069432 (Why is no real title available?) | 2004-05-27 | Paper |
| scientific article; zbMATH DE number 2069439 (Why is no real title available?) | 2004-05-27 | Paper |
| scientific article; zbMATH DE number 2064174 (Why is no real title available?) | 2004-05-18 | Paper |
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
IMA Journal of Management Mathematics | 2004-05-18 | Paper |
Building higher-order Markov chain models with EXCEL
International Journal of Mathematical Education in Science and Technology | 2004-01-01 | Paper |
Iterative methods for queuing systems with batch arrivals and negative customers
BIT | 2003-12-04 | Paper |
| scientific article; zbMATH DE number 1990819 (Why is no real title available?) | 2003-10-13 | Paper |
| scientific article; zbMATH DE number 1990855 (Why is no real title available?) | 2003-10-13 | Paper |
| scientific article; zbMATH DE number 1990890 (Why is no real title available?) | 2003-10-13 | Paper |
Iterative methods for flexible manufacturing systems
Applied Mathematics and Computation | 2003-09-15 | Paper |
An inventory model for manufacturing systems with delivery time guarantees.
Computers & Operations Research | 2003-09-07 | Paper |
Discrete wavelet transforms for Toeplitz matrices.
Linear Algebra and its Applications | 2003-08-25 | Paper |
| scientific article; zbMATH DE number 1827972 (Why is no real title available?) | 2002-11-13 | Paper |
Stochastic neural network models for quadratic assignment problems
International Mathematical Journal | 2001-06-26 | Paper |
Circulant preconditioners for stochastic automata networks
Numerische Mathematik | 2001-06-26 | Paper |
| Markovian approximation for manufacturing systems of unreliable machines in tandem | 2001-04-17 | Paper |
| scientific article; zbMATH DE number 1576689 (Why is no real title available?) | 2001-03-14 | Paper |
Circulant approximation for preconditioning in stochastic automata networks
Computers & Mathematics with Applications | 2000-09-20 | Paper |
| scientific article; zbMATH DE number 956800 (Why is no real title available?) | 1997-05-25 | Paper |
Toeplitz-Circulant Preconditioners for Toeplitz Systems and their Applications to Queueing Networks with Batch Arrivals
SIAM Journal on Scientific Computing | 1997-03-25 | Paper |
| scientific article; zbMATH DE number 912598 (Why is no real title available?) | 1997-01-19 | Paper |
Optimal trigonometric preconditioners for elliptic and queueing problems
Southeast Asian Bulletin of Mathematics | 1996-12-15 | Paper |
