Jianjun Gao
Jianjun Gao
Associate Professor, School of Information Management and Engineering, Research Institute for
Verified email at shufe.edu.cn - Homepage
Cited by
Cited by
Optimal multi-period mean–variance policy under no-shorting constraint
X Cui, J Gao, X Li, D Li
European Journal of Operational Research 234 (2), 459-468, 2014
Optimal cardinality constrained portfolio selection
J Gao, D Li
Operations research 61 (3), 745-761, 2013
Time cardinality constrained mean–variance dynamic portfolio selection and market timing: A stochastic control approach
J Gao, D Li, X Cui, S Wang
Automatica 54, 91-99, 2015
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
J Gao, Y Xiong, D Li
European Journal of Operational Research 249 (2), 647-656, 2016
Dynamic mean-LPM and mean-CVaR portfolio optimization in continuous-time
J Gao, K Zhou, D Li, X Cao
SIAM Journal on Control and Optimization 55 (3), 1377-1397, 2017
Five-dimensional seismic reconstruction using parallel square matrix factorization
J Gao, J Cheng, MD Sacchi
IEEE Transactions on Geoscience and Remote Sensing 55 (4), 2124-2135, 2016
Complete statistical characterization of discrete-time LQG and cumulant control
F Qian, J Gao, D Li
IEEE transactions on automatic control 57 (8), 2110-2115, 2011
Cardinality constrained linear-quadratic optimal control
J Gao, D Li
IEEE transactions on automatic control 56 (8), 1936-1941, 2011
A polynomial case of the cardinality-constrained quadratic optimization problem
J Gao, D Li
Journal of Global Optimization 56 (4), 1441-1455, 2013
Polynomially solvable cases of binary quadratic programs
D Li, X Sun, S Gu, J Gao, C Liu
Optimization and Optimal Control, 199-225, 2010
Performance-first control for discrete-time LQG problems
D Li, F Qian, J Gao
IEEE transactions on automatic control 54 (9), 2225-2230, 2009
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
MS Strub, D Li, X Cui, J Gao
Journal of Economic Dynamics and Control 108, 103751, 2019
On duality gap in binary quadratic programming
XL Sun, CL Liu, D Li, JJ Gao
Journal of global optimization 53 (2), 255-269, 2012
Linear–quadratic switching control with switching cost
J Gao, D Li
Automatica 48 (6), 1138-1143, 2012
On cardinality constrained mean-CVaR portfolio optimization
R Cheng, J Gao
The 27th Chinese Control and Decision Conference (2015 CCDC), 1074-1079, 2015
Optimization and control for systems in the big-data era: theory and applications
TM Choi, J Gao, JH Lambert, CK Ng, J Wang
Springer, 2017
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
X Cui, J Gao, Y Shi, S Zhu
European Journal of Operational Research 276 (2), 781-789, 2019
Computational efficient multidimensional singular spectrum analysis for prestack seismic data reconstruction
J Cheng, M Sacchi, J Gao
Geophysics 84 (2), V111-V119, 2019
Dynamic mean–VaR portfolio selection in continuous time
K Zhou, J Gao, D Li, X Cui
Quantitative Finance 17 (10), 1631-1643, 2017
Reachability determination in acyclic Petri nets by cell enumeration approach
D Li, X Sun, J Gao, S Gu, X Zheng
Automatica 47 (9), 2094-2098, 2011
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