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The Bang-Bang Property of Time-Varying Optimal Time Control for Null Controllable Heat Equation 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2019, 卷号: 182, 期号: 2, 页码: 588-605
Authors:  Yang, Dong-Hui;  Guo, Bao-Zhu;  Gui, Weihua;  Yang, Chunhua
Favorite  |  View/Download:0/0  |  Submit date:2020/01/10
Heat equation  Bang-bang property  Optimal time control  Optimal norm control  
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
Authors:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
Favorite  |  View/Download:4/0  |  Submit date:2018/11/16
Pairs trading  Optimal policy  Quasi-variational inequalities  93E20  91G80  49L20  
Dedication to Benson 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 177, 期号: 3, 页码: 606-608
Authors:  Chen, Guangya;  Li, Shengjie;  Xu, Jiuping;  Yang, Xinmin
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
Recent Advances 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 177, 期号: 3, 页码: 603-605
Authors:  Chen, Guangya;  Li, Shengjie;  Xu, Jiuping;  Yang, Xinmin
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654
Authors:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
Favorite  |  View/Download:0/0  |  Submit date:2019/12/31
Dedication to Benson 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 177, 期号: 3, 页码: 606
Authors:  Chen, Guangya;  Li, Shengjie;  Xu, Jiuping;  Yang, Xinmin
Favorite  |  View/Download:0/0  |  Submit date:2019/12/31
Recent Advances 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 177, 期号: 3, 页码: 603
Authors:  Chen, Guangya;  Li, Shengjie;  Xu, Jiuping;  Yang, Xinmin
Favorite  |  View/Download:0/0  |  Submit date:2019/12/31
Unique Decomposition and a New Model for the Ground Moving Target Indication Problem 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2017, 卷号: 173, 期号: 1, 页码: 297-312
Authors:  Li, Qingna;  He, Li;  Qi, Lijuan;  Wang, Robert
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
Ground moving target indication  Alternating direction method  Surveillance radar system  Robust principal component analysis  
Robust Optimization for the Loss-Averse Newsvendor Problem 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2016, 卷号: 171, 期号: 3, 页码: 1008-1032
Authors:  Yu, Hui;  Zhai, Jia;  Chen, Guang-Ya
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Robust optimization  Newsvendor problem  Loss aversion  
Nonlinear Stepsize Control Algorithms: Complexity Bounds for First- and Second-Order Optimality 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2016, 卷号: 171, 期号: 3, 页码: 980-997
Authors:  Grapiglia, Geovani Nunes;  Yuan, Jinyun;  Yuan, Ya-xiang
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
Worst-case complexity  Trust-region methods  Regularization methods  Unconstrained optimization