刘嘉  (副教授)

电子邮箱:

入职时间:2017-03-31

学历:博士研究生毕业

性别:男

学位:博士

在职信息:在职

毕业院校:西安交通大学

   

Research Reports

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Jia Liu, Zhiping Chen, Huifu Xu, Multistage Utility Preference Robust Optimization, 2021.9, v2 revised 21 Feb 2023, http://arxiv.org/abs/2109.04789

 

Jia Liu, Abdel Lisser, Zhiping Chen, Distributionally robust geometric programs with probabilistic constraints, working paper, 2017, v2 updated in 2019.http://www.optimization-online.org/DB_FILE/2019/07/7290.pdf

  

Jia Liu; Shen Peng; Abdel Lisser; Chance constrained nonlinear optimization with skewed distributions and dependent rows, 2022, https://optimization-online.org/2022/01/8754/


Jia Liu; Jiaxin Wei; International portfolio optimization with chance constraints, 投稿中, 2022 , download pdf


Tian Xia; Jia Liu; Abdel Lisser; Distributionally robust chance constrained games under Wasserstein ball, 2022, download pdf


[10]    Tian Xia; Jia Liu; Abdel Lisser; Distributionally robust chance constrained Markov decision process with Kullback-Leibler divergence, 2022 , download pdf