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Duan Li

Identifiers

  • name variant Duan Li 0.60 · backfill

Papers (15)

  1. Revised Progressive-Hedging-Algorithm Based Two-layer Solution Scheme for Bayesian Reinforcement Learning eess.SY · 2019 · author #2
  2. A linear-time algorithm for generalized trust region subproblems math.OC · 2018 · author #2
  3. A Theoretical Analysis of Sparse Recovery Stability of Dantzig Selector and LASSO math.ST · 2017 · author #2
  4. Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise cs.SY · 2017 · author #3
  5. Novel reformulations and efficient algorithms for the generalized trust region subproblem math.OC · 2017 · author #2
  6. Second Order Cone Constrained Convex Relaxations for Nonconvex Quadratically Constrained Quadratic Programming math.OC · 2016 · author #2
  7. SOCP Reformulation for the Generalized Trust Region Subproblem via a Canonical Form of Two Symmetric Matrices math.OC · 2016 · author #2
  8. Effect of carbon vacancies on structural and mechanical properties of stable zirconium carbides: A first principles study cond-mat.mtrl-sci · 2015 · author #3
  9. Emergence of novel hydrogen chlorides under high pressure cond-mat.mtrl-sci · 2015 · author #3
  10. Tight MIQP Reformulations for Semi-Continuous Quadratic Programming: Lift-and-Convexification Approach math.OC · 2015 · author #3
  11. Simultaneous Diagonalization of Matrices and its Applications in Quadratically Constrained Quadratic Programming math.OC · 2015 · author #2
  12. Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance Formulation q-fin.PM · 2014 · author #3
  13. Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure q-fin.PM · 2014 · author #2
  14. Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-time q-fin.PM · 2014 · author #3
  15. Unified Framework of Mean-Field Formulations for Optimal Multi-period Mean-Variance Portfolio Selection q-fin.PM · 2013 · author #3

Mentions

  • 1509.00162 #3 · backfill · confidence 0.70 Duan Li
  • 1709.05529 #3 · arxiv_oai · confidence 0.70 Duan Li
  • 1508.01395 #3 · backfill · confidence 0.70 Duan Li
  • 1507.05708 #3 · backfill · confidence 0.70 Duan Li
  • 1507.05703 #2 · backfill · confidence 0.70 Duan Li
  • 1408.6070 #3 · backfill · confidence 0.70 Duan Li
  • 1403.0718 #2 · backfill · confidence 0.70 Duan Li
  • 1402.3464 #3 · backfill · confidence 0.70 Duan Li
  • 1303.1064 #3 · backfill · confidence 0.70 Duan Li

Frequent Coauthors