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New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
Authors:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
Favorite  |  View/Download:95/0  |  Submit date:2023/02/07
augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact  
Finite-Time Synchronization of Impulsive Dynamical Networks With Strong Nonlinearity 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 8, 页码: 3550-3561
Authors:  Zhu, Shuaibing;  Zhou, Jin;  Lu, Jinhu;  Lu, Jun-An
Favorite  |  View/Download:187/0  |  Submit date:2021/10/26
Synchronization  Symmetric matrices  Nonlinear systems  Couplings  Robustness  Linearization techniques  Finite-time synchronization (FTS)  impulsive network  local synchronization  nonlinearity  
ALTERNATING DIRECTION IMPLICIT SCHEMES FOR THE TWO-DIMENSIONAL TIME FRACTIONAL NONLINEAR SUPER-DIFFUSION EQUATIONS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2019, 卷号: 37, 期号: 3, 页码: 297-315
Authors:  Huang, Jianfei;  Zhao, Yue;  Arshad, Sadia;  Li, Kuangying;  Tang, Yifa
Favorite  |  View/Download:200/0  |  Submit date:2019/03/05
Time fractional super-diffusion equation  Nonlinear system  ADI schemes  Stability  Convergence  
alternatingdirectionimplicitschemesforthetwodimensionaltimefractionalnonlinearsuperdiffusionequations 期刊论文
计算数学英文版, 2019, 卷号: 037, 期号: 003, 页码: 297
Authors:  Jianfei Huang;  Yue Zhao;  Sadia Arshad;  Kuangying Li;  Yifa Tang
Favorite  |  View/Download:186/0  |  Submit date:2020/01/10
Isogeometric analysis of minimal surfaces on the basis of extended Catmull-Clark subdivision 期刊论文
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2018, 卷号: 337, 页码: 128-149
Authors:  Pan, Qing;  Rabczuk, Timon;  Chen, Chong;  Xu, Guoliang;  Pan, Kejia
Favorite  |  View/Download:172/0  |  Submit date:2018/07/30
Isogeometric analysis  Extended Catmull-Clark subdivision  Error estimation  Minimal surfaces  
A stochastic approach to hotel revenue management considering multiple-day stays 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2006, 卷号: 5, 期号: 3, 页码: 545-556
Authors:  Liu, Shuqin;  Lai, Kin Keung;  Dong, Jichang;  Wang, Shou-Yang
Favorite  |  View/Download:115/0  |  Submit date:2018/07/30
revenue management  stochastic programming  semi-absolute deviation