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Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2022, 卷号: 13, 期号: 3, 页码: SC87-SC98
Authors:  Wang, Xiangyu;  Xia, Jianming;  Xu, Zuo Quan;  Yang, Zhou
Favorite  |  View/Download：15/0  |  Submit date：2023/02/07
SSD-minimal  stochastic dominance  Skorokhod lemma  complete market  risk minimizing  
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2021, 卷号: 12, 期号: 3, 页码: 1054-1111
Authors:  Wang, Xiangyu;  Xia, Jianming
Favorite  |  View/Download：70/0  |  Submit date：2022/04/02
expected utility maximization  stochastic dominance  tail risk management  risk sharing  quantile formulation  
对流扩散方程三角形有限元解的一致估计 期刊论文
数学的实践与认识, 2011, 卷号: 041, 期号: 021, 页码: 232
Authors:  林群;  王宏;  周俊明;  张书华;  陈竑焘
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建立国家科技报告体系势在必行 期刊论文
科技导报北京, 2011, 卷号: 029, 期号: 021, 页码: 15
Authors:  冯长根;  饶子和;  王陇德;  姚建年;  邓中翰;  陈赛娟;  李大鹏;  许智宏;  刘德培;  程津培;  钟南山;  袁驷;  彭先觉;  姒建敏;  龚克;  郑南宁;  陈运泰;  杜祥琬;  张泽;  干勇;  朱道本;  韦钰;  沈岩;  旭日干;  詹文龙;  赵忠贤;  杨卫;  郭雷;  王光谦;  姚献平;  王鸣;  徐秋芳;  陆大道;  郑度;  刘旭;  魏复盛;  柯炳生;  谢俊奇;  肖金城;  王金南
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Optimal investment for an insurer: The martingale approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2007, 卷号: 40, 期号: 2, 页码: 322-334
Authors:  Wang, Zengwu;  Xia, Jianming;  Zhang, Lihong
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mean-variance efficient portfolio  martingale approach  forward-backward stochastic differential equation (FBSDE)  insurer  
SW型先行景气指数建设的实证研究 期刊论文
中国管理科学, 2007, 卷号: 015, 期号: 004, 页码: 116
Authors:  王金明;  程建华;  杨晓光
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Boundary feedback stabilization of a three-layer sandwich beam: Riesz basis approach 期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2006, 卷号: 12, 期号: 1, 页码: 12-34
Authors:  Wang, JM;  Guo, BZ;  Chentouf, B
Favorite  |  View/Download：59/0  |  Submit date：2018/07/30
Riesz basis  sandwich beam  exponential stability  exact controllability  
The well-posedness and stability of a beam equation with conjugate variables assigned at the same boundary point 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 卷号: 50, 期号: 12, 页码: 2087-2093
Authors:  Guo, BZ;  Wang, JM
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boundary control  Euler-Bernoulli beam  C-o-semigroup  Riesz basis  stability  
On the C-0-semigroup generation and exponential stability resulting from a shear force feedback on a rotating beam 期刊论文
SYSTEMS & CONTROL LETTERS, 2005, 卷号: 54, 期号: 6, 页码: 557-574
Authors:  Guo, BZ;  Wang, JM;  Yung, SP
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Riesz basis  C-0-semigroup  differentiable semigroup  stability  
Conical partition algorithm for maximizing the sum of dc ratios 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2005, 卷号: 31, 期号: 2, 页码: 253-270
Authors:  Dai, Y;  Shi, JM;  Wang, SY
Favorite  |  View/Download：64/0  |  Submit date：2018/07/30
cutting plane  fractional programming  global optimization  outer approximation  sum of ratios