Jia Liu

15 papers Journal 14Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Chance-Constrained Trajectory Optimization for UAVs With Randomly Moving Obstacles.
IEEE Trans. Aerosp. Electron. Syst.
Xuyang Wu, Yu Mei, Weijia Wang, Jia Liu
2025 J jnl
Preference ambiguity and robustness in multistage decision making.
Math. Program.
Jia Liu, Zhiping Chen, Huifu Xu
2023 J jnl
Distributionally robust chance constrained games under Wasserstein ball.
Oper. Res. Lett.
Tian Xia, Jia Liu, Abdel Lisser
2022 J jnl
Distributionally Robust Chance Constrained Geometric Optimization.
Math. Oper. Res.
Jia Liu, Abdel Lisser, Zhiping Chen
2022 J jnl
Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball.
SIAM J. Optim.
Yu Mei, Jia Liu, Zhiping Chen
2022 J jnl
Multi-stage portfolio selection problem with dynamic stochastic dominance constraints.
J. Glob. Optim.
Yu Mei, Zhiping Chen, Jia Liu, Bingbing Ji
2022 J jnl
Online Portfolio Selection with Long-Short Term Forecasting.
Oper. Res. Forum
Roujia Li, Jia Liu
2021 J jnl
Interval-based stochastic dominance: theoretical framework and application to portfolio choices.
Ann. Oper. Res.
Jia Liu, Zhiping Chen, Giorgio Consigli
2020 J jnl
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems.
Ann. Oper. Res.
Zhe Yan, Zhiping Chen, Giorgio Consigli, Jia Liu, Ming Jin
2019 J jnl
Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches.
Comput. Manag. Sci.
Immanuel M. Bomze, Jianqiang Cheng, Peter J. C. Dickinson, Abdel Lisser, Jia Liu
2018 J jnl
Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach.
J. Optim. Theory Appl.
Zhiping Chen, Shen Peng, Jia Liu
2018 J jnl
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching.
Eur. J. Oper. Res.
Jia Liu, Zhiping Chen
2016 J jnl
Stochastic geometric optimization with joint probabilistic constraints.
Oper. Res. Lett.
Jia Liu, Abdel Lisser, Zhiping Chen
2016 J jnl
Stochastic geometric programming with joint probabilistic constraints.
Electron. Notes Discret. Math.
Jia Liu, Abdel Lisser, Zhiping Chen
2014 — conf
Regime-dependent Robust Risk Measures with Application in Portfolio Selection.
ITQM
Jia Liu, Zhiping Chen