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Multi-objective approaches to portfolio optimization with market impact costs 期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke
收藏  |  浏览/下载：59/0  |  提交时间：2023/02/07
Portfolio optimization  Market impact cost  Multi-objective optimization  Evolutionary computation  Memetic algorithm  
Differentially private distributed algorithms for stochastic aggregative games 期刊论文
AUTOMATICA, 2022, 卷号: 142, 页码: 13
作者:  Wang, Jimin;  Zhang, Ji-Feng;  He, Xingkang
收藏  |  浏览/下载：29/0  |  提交时间：2023/02/07
Differential privacy  Stochastic aggregative games  Distributed algorithms  Stochastic approximation  
Model-Free Reinforcement Learning by Embedding an Auxiliary System for Optimal Control of Nonlinear Systems 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2022, 卷号: 33, 期号: 4, 页码: 1520-1534
作者:  Xu, Zhenhui;  Shen, Tielong;  Cheng, Daizhan
收藏  |  浏览/下载：84/0  |  提交时间：2022/06/21
Mathematical model  Trajectory  Heuristic algorithms  Optimal control  System dynamics  Artificial neural networks  Convergence  Approximate optimal control design  auxiliary trajectory  completely model-free  integral reinforcement learning (IRL)  
Order Reduced Schemes for the Fourth Order Eigenvalue Problems on Multi-Connected Planar Domains 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 4, 页码: 920-944
作者:  Xi, Yingxia;  Ji, Xia;  Zhang, Shuo
收藏  |  浏览/下载：114/0  |  提交时间：2022/04/02
Multilevel mixed element method  fourth order eigenvalue problem  multi-connected planar domain  
Algorithms for the metric ring star problem with fixed edge-cost ratio 期刊论文
JOURNAL OF COMBINATORIAL OPTIMIZATION, 2021, 卷号: 42, 期号: 3, 页码: 499-523
作者:  Chen, Xujin;  Hu, Xiaodong;  Jia, Xiaohua;  Tang, Zhongzheng;  Wang, Chenhao;  Zhang, Ying
收藏  |  浏览/下载：125/0  |  提交时间：2022/04/02
Ring star  Approximation algorithms  Heuristics  Local search  Connected facility location  
Atomic Dynamic Flow Games: Adaptive vs. Nonadaptive Agents 期刊论文
OPERATIONS RESEARCH, 2021, 页码: 17
作者:  Cao, Zhigang;  Chen, Bo;  Chen, Xujin;  Wang, Changjun
收藏  |  浏览/下载：116/0  |  提交时间：2022/04/02
selfish atomic routing  deterministic queuing  adaptive routing  subgame perfect equilibrium  Nash equilibrium  
Asymptotically Efficient Recursive Identification of FIR Systems With Binary-Valued Observations 期刊论文
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2021, 卷号: 51, 期号: 5, 页码: 2687-2700
作者:  Zhang, Hang;  Wang, Ting;  Zhao, Yanlong
收藏  |  浏览/下载：174/0  |  提交时间：2021/06/01
Finite impulse response filters  Convergence  Approximation algorithms  Adaptive control  Projection algorithms  Estimation  Control systems  Asymptotic efficiency  binary-valued observations  convergence  Cramé  r–  Rao (CR) lower bound  identification  
On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2021, 页码: 24
作者:  Dong, Zhi-Long;  Peng, Jiming;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载：147/0  |  提交时间：2021/04/26
financial network  systemic risk  mixed integer programming  coefficient strengthening  sequential linear optimization  
A kernel non-negative matrix factorization framework for single cell clustering 期刊论文
APPLIED MATHEMATICAL MODELLING, 2021, 卷号: 90, 页码: 875-888
作者:  Jiang, Hao;  Yi, Ming;  Zhang, Shihua
收藏  |  浏览/下载：123/0  |  提交时间：2021/04/26
Single cell RNA-sequencing  Kernel non-negative matrix factorization  Cellular heterogeneity  
Spectral Method for Phase Retrieval: An Expectation Propagation Perspective 期刊论文
IEEE TRANSACTIONS ON INFORMATION THEORY, 2021, 卷号: 67, 期号: 2, 页码: 1332-1355
作者:  Ma, Junjie;  Dudeja, Rishabh;  Xu, Ji;  Maleki, Arian;  Wang, Xiaodong
收藏  |  浏览/下载：158/0  |  提交时间：2021/04/26
Phase measurement  Message passing  Tools  Signal processing algorithms  Prediction algorithms  Numerical models  Approximation algorithms  Phase retrieval  spectral method  coded diffraction pattern  expectation propagation (EP)  approximate message passing (AMP)  state evolution  orthogonal AMP  vector AMP