Xia, Tian; Liu, Jia; Lisser, Abdel Distributionally robust chance constrained Markov decision process with Kullback-Leibler divergence. arXiv:2305.02167 Preprint, arXiv:2305.02167 [math.OC] (2023). MSC: 90C40 BibTeX Cite \textit{T. Xia} et al., ``Distributionally robust chance constrained Markov decision process with Kullback-Leibler divergence'', Preprint, arXiv:2305.02167 [math.OC] (2023) Full Text: arXiv OA License
Liu, Jia; Lisser, Abdel; Chen, Zhiping Distributionally robust chance constrained geometric optimization. (English) Zbl 1510.90198 Math. Oper. Res. 47, No. 4, 2950-2988 (2022). MSC: 90C17 90C25 90C30 PDFBibTeX XMLCite \textit{J. Liu} et al., Math. Oper. Res. 47, No. 4, 2950--2988 (2022; Zbl 1510.90198) Full Text: DOI
Mei, Yu; Chen, Zhiping; Liu, Jia; Ji, Bingbing Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. (English) Zbl 1489.91236 J. Glob. Optim. 83, No. 3, 585-613 (2022). MSC: 91G10 90C15 90C26 PDFBibTeX XMLCite \textit{Y. Mei} et al., J. Glob. Optim. 83, No. 3, 585--613 (2022; Zbl 1489.91236) Full Text: DOI
Mei, Yu; Liu, Jia; Chen, Zhiping Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball. (English) Zbl 1493.90119 SIAM J. Optim. 32, No. 2, 715-738 (2022). MSC: 90C17 91B70 90C31 90-08 PDFBibTeX XMLCite \textit{Y. Mei} et al., SIAM J. Optim. 32, No. 2, 715--738 (2022; Zbl 1493.90119) Full Text: DOI arXiv
Liu, Jia; Chen, Zhiping; Consigli, Giorgio Interval-based stochastic dominance: theoretical framework and application to portfolio choices. (English) Zbl 1478.90069 Ann. Oper. Res. 307, No. 1-2, 329-361 (2021). MSC: 90C15 91G10 60E15 91B16 91G70 PDFBibTeX XMLCite \textit{J. Liu} et al., Ann. Oper. Res. 307, No. 1--2, 329--361 (2021; Zbl 1478.90069) Full Text: DOI
Mei, Yu; Chen, Zhi-Ping; Ji, Bing-Bing; Xu, Zhu-Jia; Liu, Jia Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties. (English) Zbl 1488.90128 J. Oper. Res. Soc. China 9, No. 3, 525-542 (2021). MSC: 90C15 90C59 90C34 90C17 PDFBibTeX XMLCite \textit{Y. Mei} et al., J. Oper. Res. Soc. China 9, No. 3, 525--542 (2021; Zbl 1488.90128) Full Text: DOI
Liu, Jia; Chen, Zhiping; Xu, Huifu Multistage Utility Preference Robust Optimization. arXiv:2109.04789 Preprint, arXiv:2109.04789 [math.OC] (2021). MSC: 90C15 91B16 BibTeX Cite \textit{J. Liu} et al., ``Multistage Utility Preference Robust Optimization'', Preprint, arXiv:2109.04789 [math.OC] (2021) Full Text: arXiv OA License
Liu, Jia; Peng, Shen; Lisser, Abdel; Chen, Zhiping Rectangular chance constrained geometric optimization. (English) Zbl 1447.90025 Optim. Eng. 21, No. 2, 537-566 (2020). MSC: 90C15 90C25 90C90 PDFBibTeX XMLCite \textit{J. Liu} et al., Optim. Eng. 21, No. 2, 537--566 (2020; Zbl 1447.90025) Full Text: DOI
Bomze, Immanuel M.; Cheng, Jianqiang; Dickinson, Peter J. C.; Lisser, Abdel; Liu, Jia Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches. (English) Zbl 07137446 Comput. Manag. Sci. 16, No. 4, 593-619 (2019). MSC: 90Bxx 90C20 90C26 90C30 PDFBibTeX XMLCite \textit{I. M. Bomze} et al., Comput. Manag. Sci. 16, No. 4, 593--619 (2019; Zbl 07137446) Full Text: DOI
Chen, Zhiping; Peng, Shen; Liu, Jia Data-driven robust chance constrained problems: a mixture model approach. (English) Zbl 1402.90104 J. Optim. Theory Appl. 179, No. 3, 1065-1085 (2018). MSC: 90C15 90C25 PDFBibTeX XMLCite \textit{Z. Chen} et al., J. Optim. Theory Appl. 179, No. 3, 1065--1085 (2018; Zbl 1402.90104) Full Text: DOI
Li, Gang; Chen, Zhi Ping; Liu, Jia Optimal policy for a time consistent mean-variance model with regime switching. (English) Zbl 1433.91160 IMA J. Manag. Math. 27, No. 2, 211-234 (2016). MSC: 91G10 91G80 90C39 PDFBibTeX XMLCite \textit{G. Li} et al., IMA J. Manag. Math. 27, No. 2, 211--234 (2016; Zbl 1433.91160) Full Text: DOI
Liu, Jia; Lisser, Abdel; Chen, Zhiping Stochastic geometric optimization with joint probabilistic constraints. (English) Zbl 1408.90212 Oper. Res. Lett. 44, No. 5, 687-691 (2016). MSC: 90C15 90C25 PDFBibTeX XMLCite \textit{J. Liu} et al., Oper. Res. Lett. 44, No. 5, 687--691 (2016; Zbl 1408.90212) Full Text: DOI
Liu, Jia; Lisser, Abdel; Chen, Zhiping Stochastic geometric programming with joint probabilistic constraints. (English) Zbl 1366.90147 Ceselli, Alberto (ed.) et al., Extended abstracts of the 14th Cologne-Twente workshop on graphs and combinatorial optimization (CTW’16), Gargnano, Italy, June 6–8, 2016. Amsterdam: Elsevier. Electronic Notes in Discrete Mathematics 55, 49-52 (2016). MSC: 90C15 90C57 PDFBibTeX XMLCite \textit{J. Liu} et al., Electron. Notes Discrete Math. 55, 49--52 (2016; Zbl 1366.90147) Full Text: DOI
Chen, Zhiping; Liu, Jia; Cheng, Bei Chance constrained programming models for intelligent scheduling problems and their efficient solutions. (Chinese. English summary) Zbl 1240.90296 Chin. J. Eng. Math. 27, No. 6, 975-985 (2010). MSC: 90C15 PDFBibTeX XMLCite \textit{Z. Chen} et al., Chin. J. Eng. Math. 27, No. 6, 975--985 (2010; Zbl 1240.90296)