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ON GREEDY RANDOMIZED AUGMENTED KACZMARZ METHOD FOR SOLVING LARGE SPARSE INCONSISTENT LINEAR SYSTEMS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 卷号: 43, 期号: 6, 页码: A3892-A3911
Authors:  Bai, Zhong-Zhi;  Wu, Wen-Ting
Favorite  |  View/Download:13/0  |  Submit date:2022/04/02
system of linear equations  inconsistency  augmented linear system  Kaczmarz method  randomized iteration  convergence property  
Time-Inconsistent Stochastic LQ Problem with Regime Switching 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
Authors:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
Favorite  |  View/Download:40/0  |  Submit date:2020/09/23
Forward-backward stochastic difference equation  open-loop equilibrium control  regime switching  stochastic linear-quadratic problem  time inconsistency  
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:43/0  |  Submit date:2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
On partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems 期刊论文
LINEAR ALGEBRA AND ITS APPLICATIONS, 2019, 卷号: 578, 页码: 225-250
Authors:  Bai, Zhong-Zhi;  Wu, Wen-Ting
Favorite  |  View/Download:57/0  |  Submit date:2020/01/10
System of linear equations  Inconsistency  Kaczmarz method  Randomized iteration  Convergence property  
MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2019, 卷号: 57, 期号: 1, 页码: 533-569
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:45/0  |  Submit date:2019/12/13
time inconsistency  stochastic linear-quadratic optimal control  mean-field optimal control  forward-backward stochastic difference equation  equilibrium solution  
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:49/0  |  Submit date:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
Authors:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:49/0  |  Submit date:2018/10/07
Forward-backward stochastic difference equation  mean-field theory  stochastic linear-quadratic optimal control  time inconsistency  
A remark on copy number variation detection methods 期刊论文
PLOS ONE, 2018, 卷号: 13, 期号: 4, 页码: 11
Authors:  Li, Shuo;  Dou, Xialiang;  Gao, Ruiqi;  Ge, Xinzhou;  Qian, Minping;  Wan, Lin
Favorite  |  View/Download:53/0  |  Submit date:2018/07/30
Interactive Multiobjective Optimization: A Review of the State-of-the-Art 期刊论文
IEEE ACCESS, 2018, 卷号: 6, 页码: 41256-41279
Authors:  Xin, Bin;  Chen, Lu;  Chen, Jie;  Ishibuchi, Hisao;  Hirota, Kaoru;  Liu, Bo
Favorite  |  View/Download:62/0  |  Submit date:2018/10/07
Evolutionary multiobjective optimization  interactive multiobjective optimization  multiple criteria decision making  preference information  preference models  
ANALYSIS OF THE MEAN FIELD FREE ENERGY FUNCTIONAL OF ELECTROLYTE SOLUTION WITH NONHOMOGENOUS BOUNDARY CONDITIONS AND THE GENERALIZED PB/PNP EQUATIONS WITH INHOMOGENEOUS DIELECTRIC PERMITTIVITY 期刊论文
SIAM JOURNAL ON APPLIED MATHEMATICS, 2018, 卷号: 78, 期号: 2, 页码: 1131-1154
Authors:  Liu, Xuejiao;  Qiao, Yu;  Lu, Benzhou
Favorite  |  View/Download:48/0  |  Submit date:2018/07/30
free energy functional  electrolyte  boundary conditions  variable dielectric  generalized Poisson-Nernst-Planck/Poisson-Boltzmann equations  energy law