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A line search penalty-free SQP method for equality-constrained optimization without Maratos effect 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 卷号: 42, 期号: 4, 页码: 3771-3802
作者:  Chen, Zhongwen;  Dai, Yu-Hong;  Zhang, Tauyou
收藏  |  浏览/下载:59/0  |  提交时间:2023/02/07
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
作者:  Bai, Zhong-Zhi;  Wu, Wen-Ting
收藏  |  浏览/下载:109/0  |  提交时间: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
作者:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
收藏  |  浏览/下载:152/0  |  提交时间: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
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:147/0  |  提交时间: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
作者:  Bai, Zhong-Zhi;  Wu, Wen-Ting
收藏  |  浏览/下载:165/0  |  提交时间: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
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:105/0  |  提交时间: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
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:129/0  |  提交时间: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
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:119/0  |  提交时间: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
作者:  Li, Shuo;  Dou, Xialiang;  Gao, Ruiqi;  Ge, Xinzhou;  Qian, Minping;  Wan, Lin
收藏  |  浏览/下载:141/0  |  提交时间: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
作者:  Xin, Bin;  Chen, Lu;  Chen, Jie;  Ishibuchi, Hisao;  Hirota, Kaoru;  Liu, Bo
收藏  |  浏览/下载:154/0  |  提交时间:2018/10/07
Evolutionary multiobjective optimization  interactive multiobjective optimization  multiple criteria decision making  preference information  preference models