Prof. LI Duan (李端)

Research Output

  1. 2021
  2. Online published

    Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems

    Leung, M., Wang, J. & Li, D., 14 Jul 2021, (Online published) In: IEEE Transactions on Cybernetics.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  3. Published

    The impact of a reference point determined by social comparison on wealth growth and inequality

    Lou, Y., Strub, M. S., Li, D. & Wang, S., Jun 2021, In: Journal of Economic Dynamics and Control. 127, 104120.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  4. Published

    结合 “向后看” 和 “向前看” 信息的投资组合优化

    黄羿, 祝炜, 朱书尚 & 李端, Apr 2021, In: Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice. 41, 4, p. 861-881

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  5. Published

    A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem

    Huang, X. & Li, D., Jan 2021, Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence (IJCAI-20). Bessiere, C. (ed.). International Joint Conferences on Artificial Intelligence, p. 4527-4533 (IJCAI International Joint Conference on Artificial Intelligence).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)peer-review

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  6. Published

    Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties

    Luo, H., Ding, X., Peng, J., Jiang, R. & Li, D., 2021, In: INFORMS Journal on Computing. 33, 1, p. 180-197

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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  7. 2020
  8. Published

    Preface–Special Issue on Recent Developments in Operations Research: Theory and Applications

    Yue, W., Luh, H. & Li, D., Dec 2020, In: Journal of the Operations Research Society of China. 8, 4, p. 533–535

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)Editorial Preface

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  9. Published

    A note on monotone mean–variance preferences for continuous processes

    Strub, M. S. & Li, D., Jul 2020, In: Operations Research Letters. 48, 4, p. 397-400

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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  10. Published

    Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment

    Strub, M. S. & Li, D., Jan 2020, In: Operations Research. 68, 1, p. 199-213

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 7
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  11. Published

    A LINEAR-TIME ALGORITHM FOR GENERALIZED TRUST REGION SUBPROBLEMS

    Jiang, R. & Li, D., 2020, In: SIAM Journal on Optimization. 30, 1, p. 915-932

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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  12. Published

    On Conic Relaxations of Generalization of the Extended Trust Region Subproblem

    Jiang, R. & Li, D., 2020, Optimization of Complex Systems: Theory, Models, Algorithms and Applications. Thi, H. A. L., Le, H. M. & Dinh, T. P. (eds.). Springer Nature Switzerland AG, p. 145-154 (Advances in Intelligent Systems and Computing; vol. 991).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)peer-review

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  13. Published

    Semidefinite Programming Based Convex Relaxation for Nonconvex Quadratically Constrained Quadratic Programming

    Jiang, R. & Li, D., 2020, Optimization of Complex Systems: Theory, Models, Algorithms and Applications. Thi, H. A. L., Le, H. M. & Dinh, T. P. (eds.). Springer Nature Switzerland AG, p. 213-220 (Advances in Intelligent Systems and Computing; vol. 991).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)peer-review

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  14. 2019
  15. Published

    Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR

    Strub, M. S., Li, D., Cui, X. & Gao, J., Nov 2019, In: Journal of Economic Dynamics and Control. 108, 103751.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 10
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  16. Published

    Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming

    Jiang, R. & Li, D., Oct 2019, In: Journal of Global Optimization. 75, 2, p. 461–494

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  17. Published

    Information aggregation in a financial market with general signal structure

    Lou, Y., Parsa, S., Ray, D., Li, D. & Wang, S., Sep 2019, In: Journal of Economic Theory. 183, p. 594-624

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 4
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  18. Published

    Quadratic convex reformulation for quadratic programming with linear on–off constraints

    Wu, B., Li, D. & Jiang, R., 1 May 2019, In: European Journal of Operational Research. 274, 3, p. 824-836

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  19. Published

    Explicit Solution for Constrained Scale-State Stochastic Linear-Quadratic Control with Multiplicative Noise

    Wu, W., Gao, J., Li, D. & Shi, Y., May 2019, In: IEEE Transactions on Automatic Control. 64, 5, p. 1999-2012

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 4
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  20. Published

    NOVEL REFORMULATIONS AND EFFICIENT ALGORITHMS FOR THE GENERALIZED TRUST REGION SUBPROBLEM

    JIANG, R. & LI, D., 2019, In: SIAM Journal on Optimization. 29, 2, p. 1603-1633

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 8
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  21. 2018
  22. Published

    Optimal order execution using hidden orders

    Chen, Y., Gao, X. & Li, D., Sep 2018, In: Journal of Economic Dynamics and Control. 94, p. 89-116

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  23. SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices

    Jiang, R., Li, D. & Wu, B., Jun 2018, In: Mathematical Programming. 169, 2, p. 531-563

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 11
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  24. Published

    集装箱拼箱中产品包装尺寸标准化问题研究

    支凯强, 王军 & 李端, May 2018, In: 标准科学. 2018年, 5, p. 105-109

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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