Research Reports
当前位置: 中文主页 >> 论文(Publications) >> Research ReportsJia 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

