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Statistical analysis and optimal inspection planning for lifetime delayed gamma degradation processes 期刊论文
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, 2021, 页码: 16
Authors:  Li, Zan;  Hu, Qingpei;  Yang, Qingyu;  Yu, Dan
Favorite  |  View/Download:4/0  |  Submit date:2021/10/26
crack initiation  crack propagation  D-optimality  gamma process  inspection planning  
Ergodic inventory control with diffusion demand and general ordering costs 期刊论文
OPERATIONS RESEARCH LETTERS, 2021, 卷号: 49, 期号: 4, 页码: 578-585
Authors:  Wei, Bo;  Yao, Dacheng
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Stochastic inventory model  General ordering costs  Diffusion process  (s, S) policy  Impulse control  
Model averaging prediction for time series models with a diverging number of parameters 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221
Authors:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu
Favorite  |  View/Download:5/0  |  Submit date:2021/10/26
Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  Model averaging  
Least Squares Model Averaging Based on Generalized Cross Validation 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2021, 卷号: 37, 期号: 3, 页码: 495-509
Authors:  Li, Xin-min;  Zou, Guo-hua;  Zhang, Xin-yu;  Zhao, Shang-wei
Favorite  |  View/Download:7/0  |  Submit date:2021/10/26
asymptotic optimality  frequentist model averaging  generalized cross validation  mallows criterion  
Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544
Authors:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng
Favorite  |  View/Download:14/0  |  Submit date:2021/06/01
Mathematical model  Games  Robustness  Uncertainty  Optimal control  Stochastic processes  Differential equations  Forward-backward stochastic differential equation (FBSDE)  linear quadratic optimal control  mean field control  model uncertainty  social functional variation  
Model averaging estimation for high-dimensional covariance matrices with a network structure 期刊论文
ECONOMETRICS JOURNAL, 2021, 卷号: 24, 期号: 1, 页码: 177-197
Authors:  Zhu, Rong;  Zhang, Xinyu;  Ma, Yanyuan;  Zou, Guohua
Favorite  |  View/Download:16/0  |  Submit date:2021/06/01
asymptotic optimality  consistency  covariance regression network model  Mallows criterion  model averaging  
IMPULSE CONTROL WITH DISCONTINUOUS SETUP COSTS: DISCOUNTED COST CRITERION 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 1, 页码: 267-295
Authors:  Xu, Fen;  Yao, Dacheng;  Zhang, Hanqin
Favorite  |  View/Download:27/0  |  Submit date:2021/04/26
inventory  impulse control  quantity-dependent setup cost  (s, S) policy  (s, S(x) : x <= s) policy  
Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 14
Authors:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
Favorite  |  View/Download:16/0  |  Submit date:2021/01/14
Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation  
Technical Note-Constant-Order Policies for Lost-Sales Inventory Models with Random Supply Functions: Asymptotics and Heuristic 期刊论文
OPERATIONS RESEARCH, 2020, 卷号: 68, 期号: 4, 页码: 1063-1073
Authors:  Bu, Jinzhi;  Gong, Xiting;  Yao, Dacheng
Favorite  |  View/Download:42/0  |  Submit date:2020/09/23
inventory  lost sales  random supply function  constant-order policy  lead time  penalty cost  
On weak Pareto optimality of nonatomic routing networks 期刊论文
JOURNAL OF COMBINATORIAL OPTIMIZATION, 2020, 页码: 19
Authors:  Chen, Xujin;  Diao, Zhuo;  Hu, Xiaodong
Favorite  |  View/Download:46/0  |  Submit date:2020/05/24
Nonatomic selfish routing  Nash equilibrium  Weakly Pareto optimal  Multi-commodity network