Jianjun Gao

35 papers A* 1Journal 28Unranked 6
YearRankTypeTitle / Venue / Authors
2026 J jnl
Cardinality constrained multi-period mean-variance portfolio optimization with regime-switching parameters.
Autom.
Tongyao Wang, Chengneng Jin, Weiping Wu, Jianjun Gao
2026 J jnl
Dynamic mean-variance hybrid portfolio optimization with spectral risk regulation.
Oper. Res. Lett.
Jianjun Gao, Siya Liu, Yu Lin, Weiping Wu, Ke Zhou
2025 J jnl
Price Interpretability of Prediction Markets: A Convergence Analysis.
Oper. Res.
Jianjun Gao, Zizhuo Wang, Weiping Wu, Dian Yu
2024 J jnl
A Customized Augmented Lagrangian Method for Block-Structured Integer Programming.
IEEE Trans. Pattern Anal. Mach. Intell.
Rui Wang, Chuwen Zhang, Shanwen Pu, Jianjun Gao, Zaiwen Wen
2024 J jnl
Limited Attention Allocation in a Stochastic Linear Quadratic System With Multiplicative Noise.
IEEE Trans. Autom. Control.
Xiangyu Cui, Jianjun Gao, Lingjie Kong, Yun Shi
2022 J jnl
Betting market equilibrium with heterogeneous beliefs: A prospect theory-based model.
Eur. J. Oper. Res.
Dian Yu, Jianjun Gao, Tongyao Wang
2022 A* conf
Price Interpretability of Prediction Markets: A Convergence Analysis.
EC
Dian Yu, Jianjun Gao, Weiping Wu, Zizhuo Wang
2022 J jnl
Price Interpretability of Prediction Markets: A Convergence Analysis.
CoRR
Dian Yu, Jianjun Gao, Weiping Wu, Zizhuo Wang
2021 J jnl
Multi-period mean-variance portfolio optimization with management fees.
Oper. Res.
Xiangyu Cui, Jianjun Gao, Yun Shi
2020 J jnl
On continuous-time constrained stochastic linear-quadratic control.
Autom.
Weiping Wu, Jianjun Gao, Junguo Lu, Xun Li
2019 J jnl
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise.
IEEE Trans. Autom. Control.
Weiping Wu, Jianjun Gao, Duan Li, Yun Shi
2019 J jnl
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection.
Eur. J. Oper. Res.
Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu
2018 J jnl
Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications.
CoRR
Weiping Wu, Jianjun Gao, Junguo Lu, Xun Li
2018 J jnl
Optimization in curbing risk contagion among financial institutes.
Autom.
Xiang-Shen Ye, Ruo-Bing Xue, Jianjun Gao, Xi-Ren Cao
2017 J jnl
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time.
SIAM J. Control. Optim.
Jianjun Gao, Ke Zhou, Duan Li, Xi-Ren Cao
2017 J jnl
Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise.
CoRR
Weipin Wu, Jianjun Gao, Duan Li, Yun Shi
2016 J jnl
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time.
Eur. J. Oper. Res.
Jianjun Gao, Yan Xiong, Duan Li
2015 J jnl
A polynomial case of convex integer quadratic programming problems with box integer constraints.
J. Glob. Optim.
Chunli Liu, Jianjun Gao
2015 J jnl
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach.
Autom.
Jianjun Gao, Duan Li, Xiangyu Cui, Shouyang Wang
2014 — conf
Continuous-time mean-variance portfolio optimization with Safety-First Principle.
ICCA
Yan Xiong, Jianjun Gao
2014 — conf
On optimal risk sensitive execution problem.
ICCA
Wenbo Hu, Jianjun Gao
2014 J jnl
Optimal multi-period mean-variance policy under no-shorting constraint.
Eur. J. Oper. Res.
Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li
2013 J jnl
A polynomial case of the cardinality-constrained quadratic optimization problem.
J. Glob. Optim.
Jianjun Gao, Duan Li
2013 — conf
Dynamic mean-CVaR portfolio optimization in continuous-time.
ICCA
Jianjun Gao, Yan Xiong
2013 J jnl
Optimal Cardinality Constrained Portfolio Selection.
Oper. Res.
Jianjun Gao, Duan Li
2013 J jnl
The model of queuing theory based on the maintenance support of equipment of statistical simulation method.
Int. J. Model. Identif. Control.
Guihua Wang, Qiang Guo, Liqiang Jiang, Lipo Huang, Jianjun Gao
2012 J jnl
Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control.
IEEE Trans. Autom. Control.
Fucai Qian, Jianjun Gao, Duan Li
2012 J jnl
Linear-quadratic switching control with switching cost.
Autom.
Jianjun Gao, Duan Li
2012 J jnl
On duality gap in binary quadratic programming.
J. Glob. Optim.
Xiaoling Sun, Chunli Liu, Duan Li, Jianjun Gao
2011 J jnl
Cardinality Constrained Linear-Quadratic Optimal Control.
IEEE Trans. Autom. Control.
Jianjun Gao, Duan Li
2011 J jnl
Reachability determination in acyclic Petri nets by cell enumeration approach.
Autom.
Duan Li, Xiaoling Sun, Jianjun Gao, Shenshen Gu, Xiaojin Zheng
2010 — conf
Adaptive robust tracking for uncertain system.
CDC
Fucai Qian, Jianjun Gao, Duan Li
2009 — conf
On LQ control of discrete-time switched system with switching cost.
ECC
Jianjun Gao, Duan Li
2009 J jnl
Performance-First Control for Discrete-Time LQG Problems.
IEEE Trans. Autom. Control.
Duan Li, Fucai Qian, Jianjun Gao
2007 — conf
Cardinality constrained linear-quadratic optimal control: Lower bounding scheme via scalar state space by semidefinite programming.
CDC
Jianjun Gao, Duan Li