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Lim, Andrew E. B.

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Author ID: lim.andrew-e-b Recent zbMATH articles by "Lim, Andrew E. B."
Published as: Lim, A.; Lim, A. E. B.; Lim, Andrew; Lim, Andrew E. B.
External Links: ORCID
Documents Indexed: 72 Publications since 1989

Publications by Year

Citations contained in zbMATH

44 Publications have been cited 613 times in 493 Documents Cited by Year
Dynamic mean-variance portfolio selection with no-shorting constraints. Zbl 1027.91040
Li, Xun; Zhou, Xun Yu; Lim, Andrew E. B.
97
2002
Mean-variance portfolio selection with random parameters in a complete market. Zbl 1082.91521
Lim, Andrew E. B.; Zhou, Xun Yu
77
2002
Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Zbl 1082.91050
Lim, Andrew E. B.
57
2004
Linear-quadratic control of backward stochastic differential equations. Zbl 0995.93074
Lim, Andrew E. B.; Zhou, Xun Yu
38
2001
The berth planning problem. Zbl 0911.90283
Lim, Andrew
34
1998
Relative entropy, exponential utility, and robust dynamic pricing. Zbl 1167.91347
Lim, Andrew E. B.; Shanthikumar, J. George
30
2007
Mean-variance hedging when there are jumps. Zbl 1158.60362
Lim, Andrew E. B.
29
2006
Conditional value-at-risk in portfolio optimization: coherent but fragile. Zbl 1219.91130
Lim, Andrew E. B.; Shanthikumar, J. George; Vahn, Gah-Yi
22
2011
Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights. Zbl 0970.93038
Lim, Andrew E. B.; Zhou, Xun Yu
20
1999
A two-stage heuristic with ejection pools and generalized ejection chains for the vehicle routing problem with time windows. Zbl 1241.90051
Lim, Andrew; Zhang, Xingwen
17
2007
A simulated annealing and hill-climbing algorithm for the traveling tournament problem. Zbl 1103.90042
Lim, A.; Rodrigues, B.; Zhang, X.
17
2006
Sensor scheduling in continuous time. Zbl 0991.94019
Lee, H. W. J.; Teo, K. L.; Lim, Andrew E. B.
14
2001
A new risk-sensitive maximum principle. Zbl 1365.49025
Lim, Andrew E. B.; Zhou, Xun Yu
13
2005
Crossdocking - JIT scheduling with time windows. Zbl 1088.90026
Li, Y.; Lim, A.; Rodrigues, B.
12
2004
The over-constrained airport gate assignment problem. Zbl 1075.90006
Ding, H.; Lim, A.; Rodrigues, B.; Zhu, Y.
10
2005
Discrete time LQG controls with control dependent noise. Zbl 0913.93076
Moore, John B.; Zhou, Xun Yu; Lim, Andrew E. B.
10
1999
On the optimality of threshold control in queues with model uncertainty. Zbl 1201.60086
Jain, A.; Lim, A. E. B.; Shanthikumar, J. G.
9
2010
Risk-sensitive control with HARA utility. Zbl 1030.93055
Lim, Andrew E. B.; Zhou, Xun Yu
9
2001
3-D container packing heuristics. Zbl 1085.90050
Lim, A.; Rodrigues, B.; Yang, Y.
8
2005
Robust asset allocation with benchmarked objectives. Zbl 1239.91151
Lim, Andrew E. B.; Shanthikumar, J. George; Watewai, Thaisiri
7
2011
Local search with annealing-like restarts to solve the VRPTW. Zbl 1023.90090
Li, Haibing; Lim, Andrew
7
2003
Identifying future defaulters: a hierarchical Bayesian method. Zbl 1338.91145
Liu, Fan; Hua, Zhongsheng; Lim, Andrew
6
2015
New heuristics for over-constrained flight to gate assignments. Zbl 1095.90067
Ding, H.; Lim, A.; Rodrigues, B.; Zhu, Y.
6
2004
Separation theorem for linearly constrained LQG optimal control. Zbl 0866.93098
Lim, Andrew E. B.; Moore, John B.; Faybusovich, Leonid
6
1996
Dynamic portfolio selection with market impact costs. Zbl 1408.91199
Lim, Andrew E. B.; Wimonkittiwat, Poomyos
5
2014
Linear-quadratic control and information relaxations. Zbl 1258.49055
Haugh, Martin; Lim, Andrew E. B.
5
2012
Carrier assignment models in transportation procurement. Zbl 1123.90007
Guo, Y.; Lim, A.; Rodrigues, B.; Zhu, Y.
5
2006
Scheduling sports competitions at multiple venues – revisited. Zbl 1137.90504
Lim, A.; Rodrigues, B.; Zhang, X.
5
2006
Port space allocation with a time dimension. Zbl 1177.90267
Fu, Z.; Li, Y.; Lim, A.; Rodrigues, B.
4
2007
Heuristics for a bidding problem. Zbl 1086.90062
Guo, Y.; Lim, A.; Rodrigues, B.; Zhu, Y.
4
2006
Robust empirical optimization is almost the same as mean-variance optimization. Zbl 07064583
Gotoh, Jun-ya; Kim, Michael Jong; Lim, Andrew E. B.
3
2018
A benchmarking approach to optimal asset allocation for insurers and pension funds. Zbl 1231.91408
Lim, Andrew E. B.; Wong, Bernard
3
2010
Searching optimal resequencing and feature assignment on an automated assembly line. Zbl 1156.90367
Lim, A.; Xu, Z.
3
2009
Pricing American-style derivatives with European call options. Zbl 1232.91669
Laprise, Scott B.; Fu, Michael C.; Marcus, Steven I.; Lim, Andrew E. B.; Zhang, Huiju
3
2006
Airport gate scheduling with time windows. Zbl 1138.90397
Lim, A.; Rodrigues, B.; Zhu, Y.
3
2005
Tabu search embedded simulated annealing for the shortest route cut and fill problem. Zbl 1084.90037
Lim, A.; Rodrigues, B.; Zhang, J.
3
2005
Multiple-objective risk-sensitive control and its small noise limit. Zbl 1030.93054
Lim, Andrew E. B.; Zhou, Xun Yu; Moore, John B.
3
2003
A path following algorithm for infinite quadratic programming on a Hilbert space. Zbl 0961.90073
Lim, Andrew E. B.; Moore, John B.
2
1998
A quasi-separation theorem for LQG optimal control with IQ constraints. Zbl 0901.93075
Lim, Andrew E. B.; Moore, John B.
2
1997
FCLT and MDP for stochastic Lotka-Volterra model. Zbl 1116.92068
Klebaner, F. C.; Lim, A.; Liptser, R.
1
2007
Optimal control of linear backward stochastic differential equations with a quadratic cost criterion. Zbl 1047.93049
Lim, Andrew E. B.; Zhou, Xun Yu
1
2002
Solutions to the combined sensitivity and complementary sensitivity problem in control systems. Zbl 0864.93047
Lim, Andrew E. B.; Yan, Wei-Yong; Teo, K. L.
1
1996
Single jog minimum area joining of compacted cells. Zbl 0783.68057
Lim, Andrew; Chee, Yeow Meng; Cheng, Siu-Wing
1
1993
Quadrilateral-free Steiner triple systems of orders 31 and 37. Zbl 0855.05024
Yeow Meng Chee; Lim, Andrew
1
1989
Robust empirical optimization is almost the same as mean-variance optimization. Zbl 07064583
Gotoh, Jun-ya; Kim, Michael Jong; Lim, Andrew E. B.
3
2018
Identifying future defaulters: a hierarchical Bayesian method. Zbl 1338.91145
Liu, Fan; Hua, Zhongsheng; Lim, Andrew
6
2015
Dynamic portfolio selection with market impact costs. Zbl 1408.91199
Lim, Andrew E. B.; Wimonkittiwat, Poomyos
5
2014
Linear-quadratic control and information relaxations. Zbl 1258.49055
Haugh, Martin; Lim, Andrew E. B.
5
2012
Conditional value-at-risk in portfolio optimization: coherent but fragile. Zbl 1219.91130
Lim, Andrew E. B.; Shanthikumar, J. George; Vahn, Gah-Yi
22
2011
Robust asset allocation with benchmarked objectives. Zbl 1239.91151
Lim, Andrew E. B.; Shanthikumar, J. George; Watewai, Thaisiri
7
2011
On the optimality of threshold control in queues with model uncertainty. Zbl 1201.60086
Jain, A.; Lim, A. E. B.; Shanthikumar, J. G.
9
2010
A benchmarking approach to optimal asset allocation for insurers and pension funds. Zbl 1231.91408
Lim, Andrew E. B.; Wong, Bernard
3
2010
Searching optimal resequencing and feature assignment on an automated assembly line. Zbl 1156.90367
Lim, A.; Xu, Z.
3
2009
Relative entropy, exponential utility, and robust dynamic pricing. Zbl 1167.91347
Lim, Andrew E. B.; Shanthikumar, J. George
30
2007
A two-stage heuristic with ejection pools and generalized ejection chains for the vehicle routing problem with time windows. Zbl 1241.90051
Lim, Andrew; Zhang, Xingwen
17
2007
Port space allocation with a time dimension. Zbl 1177.90267
Fu, Z.; Li, Y.; Lim, A.; Rodrigues, B.
4
2007
FCLT and MDP for stochastic Lotka-Volterra model. Zbl 1116.92068
Klebaner, F. C.; Lim, A.; Liptser, R.
1
2007
Mean-variance hedging when there are jumps. Zbl 1158.60362
Lim, Andrew E. B.
29
2006
A simulated annealing and hill-climbing algorithm for the traveling tournament problem. Zbl 1103.90042
Lim, A.; Rodrigues, B.; Zhang, X.
17
2006
Carrier assignment models in transportation procurement. Zbl 1123.90007
Guo, Y.; Lim, A.; Rodrigues, B.; Zhu, Y.
5
2006
Scheduling sports competitions at multiple venues – revisited. Zbl 1137.90504
Lim, A.; Rodrigues, B.; Zhang, X.
5
2006
Heuristics for a bidding problem. Zbl 1086.90062
Guo, Y.; Lim, A.; Rodrigues, B.; Zhu, Y.
4
2006
Pricing American-style derivatives with European call options. Zbl 1232.91669
Laprise, Scott B.; Fu, Michael C.; Marcus, Steven I.; Lim, Andrew E. B.; Zhang, Huiju
3
2006
A new risk-sensitive maximum principle. Zbl 1365.49025
Lim, Andrew E. B.; Zhou, Xun Yu
13
2005
The over-constrained airport gate assignment problem. Zbl 1075.90006
Ding, H.; Lim, A.; Rodrigues, B.; Zhu, Y.
10
2005
3-D container packing heuristics. Zbl 1085.90050
Lim, A.; Rodrigues, B.; Yang, Y.
8
2005
Airport gate scheduling with time windows. Zbl 1138.90397
Lim, A.; Rodrigues, B.; Zhu, Y.
3
2005
Tabu search embedded simulated annealing for the shortest route cut and fill problem. Zbl 1084.90037
Lim, A.; Rodrigues, B.; Zhang, J.
3
2005
Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market. Zbl 1082.91050
Lim, Andrew E. B.
57
2004
Crossdocking - JIT scheduling with time windows. Zbl 1088.90026
Li, Y.; Lim, A.; Rodrigues, B.
12
2004
New heuristics for over-constrained flight to gate assignments. Zbl 1095.90067
Ding, H.; Lim, A.; Rodrigues, B.; Zhu, Y.
6
2004
Local search with annealing-like restarts to solve the VRPTW. Zbl 1023.90090
Li, Haibing; Lim, Andrew
7
2003
Multiple-objective risk-sensitive control and its small noise limit. Zbl 1030.93054
Lim, Andrew E. B.; Zhou, Xun Yu; Moore, John B.
3
2003
Dynamic mean-variance portfolio selection with no-shorting constraints. Zbl 1027.91040
Li, Xun; Zhou, Xun Yu; Lim, Andrew E. B.
97
2002
Mean-variance portfolio selection with random parameters in a complete market. Zbl 1082.91521
Lim, Andrew E. B.; Zhou, Xun Yu
77
2002
Optimal control of linear backward stochastic differential equations with a quadratic cost criterion. Zbl 1047.93049
Lim, Andrew E. B.; Zhou, Xun Yu
1
2002
Linear-quadratic control of backward stochastic differential equations. Zbl 0995.93074
Lim, Andrew E. B.; Zhou, Xun Yu
38
2001
Sensor scheduling in continuous time. Zbl 0991.94019
Lee, H. W. J.; Teo, K. L.; Lim, Andrew E. B.
14
2001
Risk-sensitive control with HARA utility. Zbl 1030.93055
Lim, Andrew E. B.; Zhou, Xun Yu
9
2001
Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights. Zbl 0970.93038
Lim, Andrew E. B.; Zhou, Xun Yu
20
1999
Discrete time LQG controls with control dependent noise. Zbl 0913.93076
Moore, John B.; Zhou, Xun Yu; Lim, Andrew E. B.
10
1999
The berth planning problem. Zbl 0911.90283
Lim, Andrew
34
1998
A path following algorithm for infinite quadratic programming on a Hilbert space. Zbl 0961.90073
Lim, Andrew E. B.; Moore, John B.
2
1998
A quasi-separation theorem for LQG optimal control with IQ constraints. Zbl 0901.93075
Lim, Andrew E. B.; Moore, John B.
2
1997
Separation theorem for linearly constrained LQG optimal control. Zbl 0866.93098
Lim, Andrew E. B.; Moore, John B.; Faybusovich, Leonid
6
1996
Solutions to the combined sensitivity and complementary sensitivity problem in control systems. Zbl 0864.93047
Lim, Andrew E. B.; Yan, Wei-Yong; Teo, K. L.
1
1996
Single jog minimum area joining of compacted cells. Zbl 0783.68057
Lim, Andrew; Chee, Yeow Meng; Cheng, Siu-Wing
1
1993
Quadrilateral-free Steiner triple systems of orders 31 and 37. Zbl 0855.05024
Yeow Meng Chee; Lim, Andrew
1
1989
all top 5

Cited by 885 Authors

19 Li, Xun
10 Huang, Jianhui
9 Cui, Xiangyu
9 Li, Duan
9 Wu, Zhen
8 Li, Zhongfei
8 Lim, Andrew
8 Lim, Andrew E. B.
7 Forsyth, Peter A.
7 Yan, Wei
6 Boysen, Nils
6 Costa, Oswaldo Luiz V.
6 Shen, Yang
5 Bi, Junna
5 Chen, Ping
5 Gao, Jianjun
5 Moore, John Barratt
5 Qin, Hu
5 Sun, Jingrui
5 Sun, Zhongyang
5 Wang, Guangchen
5 Wang, Shouyang
5 Wei, Jiaqin
5 Yao, Haixiang
5 Yu, Zhiyong
5 Zeng, Yan
5 Zhou, Xunyu
4 Chiu, Mei Choi
4 Delong, Łukasz
4 Guo, Junyi
4 Ji, Shaolin
4 Lam, Henry
4 Lin, Shih-Wei
4 Teo, Kok Lay
4 Wong, Hoi Ying
4 Yong, Jiongmin
3 Afraimovich, L. G.
3 Bräysy, Olli
3 Chala, Adel
3 Chen, Zhiping
3 Choi, Han-Lim
3 Dang, Duy Minh
3 Dokuchaev, Nikolai G.
3 Du, Kai
3 Dullaert, Wout E. H.
3 Espinoza, Daniel G.
3 Fliedner, Malte
3 Gashi, Bujar
3 Gönsch, Jochen
3 Hashimoto, Hideki
3 Ibaraki, Toshihide
3 Jin, Zhuo
3 Kim, Michael Jong
3 Li, Gang
3 Li, Gendao
3 Li, Shuang
3 Liang, Zhibin
3 Miao, Zhaowei
3 Nagata, Yuichi
3 Ngoupeyou, Armand
3 Oosterlee, Cornelis Willebrordus
3 Shi, Jingtao
3 Wang, Jian
3 Wang, Tianxiao
3 Watier, François
3 Wu, Shuang
3 Wu, Yonghong
3 Xiao, Hua
3 Xiong, Dewen
3 Xiong, Jie
3 Xiong, Yu
3 Yagiura, Mutsunori
3 Yam, Sheung Chi Phillip
3 Yu, Vincent F.
3 Yuen, Kam Chuen
3 Zhang, Defu
3 Zhang, Liangquan
3 Zhang, Qixia
3 Zhu, Shushang
2 Aivaliotis, Georgios
2 Anderson, Edward James
2 Arai, Takuji
2 Bai, Lihua
2 Balseiro, Santiago R.
2 Bi, Xiuchun
2 Bierwirth, Christian
2 Boughaci, Dalila
2 Briskorn, Dirk
2 Burke, Edmund Kieran
2 Carlo, Héctor J.
2 Cheung, Kevin K. H.
2 Chou, Shuo-Yan
2 Cohen, Asaf
2 Cong, Fuzhong
2 Date, Paresh M.
2 de Paulo, Wanderlei L.
2 den Boer, Arnoud V.
2 Doan, Xuan Vinh
2 Dorndorf, Ulrich
2 Drexl, Andreas
...and 785 more Authors
all top 5

Cited in 127 Serials

73 European Journal of Operational Research
26 Computers & Operations Research
22 Automatica
15 Annals of Operations Research
14 Insurance Mathematics & Economics
14 Operations Research Letters
13 International Journal of Control
13 Journal of Industrial and Management Optimization
12 Systems & Control Letters
11 SIAM Journal on Control and Optimization
11 Quantitative Finance
10 OR Spectrum
8 Mathematics of Operations Research
8 Operations Research
8 Journal of Economic Dynamics & Control
8 Mathematical Problems in Engineering
8 International Journal of Theoretical and Applied Finance
7 Journal of Systems Science and Complexity
6 Applied Mathematics and Computation
6 Journal of Computational and Applied Mathematics
6 Journal of Optimization Theory and Applications
6 Mathematical Methods of Operations Research
6 Journal of Scheduling
5 Applied Mathematics and Optimization
5 Stochastic Analysis and Applications
5 Automation and Remote Control
5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
5 Scandinavian Actuarial Journal
5 SIAM Journal on Financial Mathematics
4 Journal of Mathematical Analysis and Applications
4 Applied Mathematical Modelling
4 Stochastic Processes and their Applications
3 International Journal of Systems Science
3 The Annals of Applied Probability
3 Mathematical Finance
3 RAIRO. Operations Research
3 Journal of Applied Mathematics and Computing
3 Discrete Optimization
3 Asian Journal of Control
3 Journal of the Operations Research Society of China
3 Probability, Uncertainty and Quantitative Risk
2 Optimal Control Applications & Methods
2 Statistics & Probability Letters
2 Optimization
2 COMPEL
2 Asia-Pacific Journal of Operational Research
2 Journal of Global Optimization
2 Mathematical Programming. Series A. Series B
2 Random Operators and Stochastic Equations
2 Applied Mathematical Finance
2 Complexity
2 International Transactions in Operational Research
2 INFORMS Journal on Computing
2 European Journal of Control
2 Optimization and Engineering
2 Applied Stochastic Models in Business and Industry
2 4OR
2 Networks and Spatial Economics
2 Stochastics
2 Mathematics and Financial Economics
2 Science China. Mathematics
2 Dynamic Games and Applications
2 Mathematical Control and Related Fields
2 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 International Journal of Modern Physics B
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Discrete Mathematics
1 International Journal of General Systems
1 The Annals of Probability
1 Information Sciences
1 Journal of Applied Probability
1 Journal of Differential Equations
1 Journal of Mathematical Economics
1 Numerical Functional Analysis and Optimization
1 Numerische Mathematik
1 Theory and Decision
1 Journal of Information & Optimization Sciences
1 Chinese Annals of Mathematics. Series B
1 Applied Numerical Mathematics
1 Acta Mathematicae Applicatae Sinica. English Series
1 Numerical Methods for Partial Differential Equations
1 Mathematical and Computer Modelling
1 MCSS. Mathematics of Control, Signals, and Systems
1 Queueing Systems
1 Neural Computation
1 Applications of Mathematics
1 Artificial Intelligence Review
1 International Journal of Computer Mathematics
1 Pattern Recognition
1 Computational Optimization and Applications
1 Computational and Applied Mathematics
1 Bernoulli
1 Discrete and Continuous Dynamical Systems
1 ACM Transactions on Modeling and Computer Simulation
1 Journal of Heuristics
1 Abstract and Applied Analysis
1 Optimization Methods & Software
1 Soft Computing
1 Journal of Combinatorial Optimization
...and 27 more Serials

Citations by Year