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浏览/检索结果: 共5条，第1-5条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Continuity and stability of two-stage stochastic programs with quadratic continuous recourse 期刊论文 Numerical Algebra, Control and Optimization, 2015, 卷号: 5, 期号: [db:dc_citation_issue], 页码: 197-209 作者:  Chen, Zhiping;  Han, Youpan 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/02 Lipschitz continuity  Probability metric  Sample average approximation  Stability  Stochastic quadratic programming   Concentrated portfolio selection models based on historical data 期刊论文 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2015, 卷号: 31, 期号: [db:dc_citation_issue], 页码: 649-668 作者:  Chen, Zhiping;  Li, Zongxin;  Wang, Liyuan 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/02 portfolio selection  historical data  transaction cost constraints  greedy matrix  nonconvex quadratic programs   Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse 期刊论文 OPTIMIZATION, 2015, 卷号: 64, 期号: [db:dc_citation_issue], 页码: 1983-1997 作者:  Han, Youpan;  Chen, Zhiping 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02 Lipschitz continuity  mixed-integer quadratic programs  quantitative stability  stochastic quadratic programming  value function   Quantitative stability of mixed-integer two-stage quadratic stochastic programs 期刊论文 MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2012, 卷号: 75, 期号: [db:dc_citation_issue], 页码: 149-163 作者:  Chen, Zhiping;  Han, Youpan 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/10 Lipschitz continuity  Stochastic quadratic programs  Mixed-integer  Stability  Probability metric   Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program 期刊论文 NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2009, 卷号: 30, 期号: 5-6, 页码: 462-477 作者:  Chen, Zhiping;  Xu, Zongben 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/18 Continuity  Parametric integer programming  Quadratic stochastic programs  Stability  Two-stage  Weak convergence