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Explicit expressions to counterparty credit exposures for Forward and European Option 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14
Authors:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yanlong
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Counterparty credit exposure  Explicit expressions  Forward  European Option  
Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints 期刊论文
IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, 2020, 卷号: 7, 期号: 1, 页码: 74-84
Authors:  Li, Xiuxian;  Xie, Lihua;  Hong, Yiguang
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Continuous-time algorithms  coupled inequality constraints  distributed convex optimization  multiagent networks  nonsmooth analysis  
Analysis of compressed distributed adaptive filters 期刊论文
AUTOMATICA, 2020, 卷号: 112, 页码: 10
Authors:  Xie, Siyu;  Guo, Lei
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Sparse signal  Compressive sensing  Distributed adaptive filters  Consensus strategies  Compressed information condition  Stochastic stability  
Distributed Optimization for Resource Allocation Problems Under Large Delays 期刊论文
IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, 2019, 卷号: 66, 期号: 12, 页码: 9448-9457
Authors:  Wang, Xue-Fang;  Hong, Yiguang;  Sun, Xi-Ming;  Liu, Kun-Zhi
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Distributed optimization  large delays  Lyapunov functionals  resource allocation  
Adaptive Exact Penalty Design for Constrained Distributed Optimization 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 11, 页码: 4661-4667
Authors:  Zhou, Hongbing;  Zeng, Xianlin;  Hong, Yiguang
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Optimization  Distributed algorithms  Linear programming  Convex functions  Adaptive control  Convergence  Adaptive algorithms  Adaptive algorithm  convex and nondifferentiable function  distributed optimization  exact penalty method  
Applying Ricci flow to high dimensional manifold learning 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2019, 卷号: 62, 期号: 9, 页码: 14
Authors:  Li, Yangyang;  Lu, Ruqian
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manifold learning  Ricci flow  Ricci curvature  dimension reduction  curvature estimation  
Distributed Energy Resource Coordination Over Time-Varying Directed Communication Networks 期刊论文
IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, 2019, 卷号: 6, 期号: 3, 页码: 1124-1134
Authors:  Yang, Tao;  Wu, Di;  Fang, Huazhen;  Ren, Wei;  Wang, Hong;  Hong, Yiguang;  Johansson, Karl Henrik
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Distributed coordination  energy storage (ES)  multiagent systems  multistep optimization  push-sum and gradient method  smart grid  
OptQuant: Distributed training of neural networks with optimized quantization mechanisms 期刊论文
NEUROCOMPUTING, 2019, 卷号: 340, 页码: 233-244
Authors:  He, Li;  Zheng, Shuxin;  Chen, Wei;  Ma, Zhi-Ming;  Liu, Tie-Yan
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Distributed machine learning  Deep learning  Stochastic gradient descent  Gradient quantization  
Distributed Computation of Linear Matrix Equations: An Optimization Perspective 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 5, 页码: 1858-1873
Authors:  Zeng, Xianlin;  Liang, Shu;  Hong, Yiguang;  Chen, Jie
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Constrained convex optimization  distributed computation  least squares solution  linear matrix equation  substitutional decomposition  
Sliced Rotated Sphere Packing Designs 期刊论文
TECHNOMETRICS, 2019, 卷号: 61, 期号: 1, 页码: 66-76
Authors:  He, Xu
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Design of experiment  Expected improvement  Maximin distance  Nested design  Sequential design