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科研机构
数学与系统科学研究... [18]
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期刊论文 [18]
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专题:数学与系统科学研究院
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Asset selection based on high frequency Sharpe ratio
期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2022/04/29
Asset selection
High frequency Sharpe ratio
Ultrahigh dimensional
Serial correlation
Sure screening property
Interference Game for Intelligent Sensors in Cyber-physical Systems
期刊论文
AUTOMATICA, 2021, 卷号: 129, 页码: 13
作者:
Ding, Kemi
;
Ren, Xiaoqiang
;
Qi, Hongsheng
;
Shi, Guodong
;
Wang, Xiaofan
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2021/10/26
Distributed sub-optimal resource allocation via a projected form of singular perturbation
期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 7
作者:
Liang, Shu
;
Zeng, Xianlin
;
Chen, Guanpu
;
Hong, Yiguang
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2021/01/14
Distributed optimization
Resource allocation
Sub-optimality
Weight-balanced graph
Singular perturbation
Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model
期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2019, 卷号: 85, 页码: 68-82
作者:
Zhou, Xiaoyang
;
Xu, Zhongwen
;
Chai, Jian
;
Yao, Liming
;
Wang, Shouyang
收藏
  |  
浏览/下载:49/0
  |  
提交时间:2020/01/10
Multi-period three-stage DEA
Banking system
Triangular type-2 fuzzy undesirable outputs
Shared inputs
Carryovers
Distributed sub-optimal resource allocation over weight-balanced graph via singular perturbation
期刊论文
AUTOMATICA, 2018, 卷号: 95, 页码: 222-228
作者:
Liang, Shu
;
Zeng, Xianlin
;
Hong, Yiguang
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2018/10/07
Distributed optimization
Resource allocation
Sub-optimality
Weight-balanced graph
Singular perturbation
Distributed resource allocation over random networks based on stochastic approximation
期刊论文
SYSTEMS & CONTROL LETTERS, 2018, 卷号: 114, 页码: 44-51
作者:
Yi, Peng
;
Lei, Jinlong
;
Hong, Yiguang
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2018/07/30
Distributed optimization
Resource allocation
Stochastic approximation
Random graph
Demand response
Manufacturers'/remanufacturers' inventory control strategies with cap-and-trade regulation
期刊论文
JOURNAL OF CLEANER PRODUCTION, 2017, 卷号: 159, 页码: 11-25
作者:
Shu, Tong
;
Wu, Qianni
;
Chen, Shou
;
Wang, Shouyang
;
Lai, Kin Keung
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2018/07/30
Remanufacturing
Inventory control
Economic Order Quantity
Carbon quota
Carbon transaction
Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
期刊论文
AUTOMATICA, 2016, 卷号: 74, 页码: 259-269
作者:
Yi, Peng
;
Hong, Yiguang
;
Liu, Feng
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  |  
浏览/下载:22/0
  |  
提交时间:2018/07/30
Resource allocation
Distributed optimization
Multi-agent system
Plug-and-play algorithm
Gradient flow
Projected dynamical system
Economic dispatch
Designing an emissions trading scheme for China with a dynamic computable general equilibrium model
期刊论文
ENERGY POLICY, 2016, 卷号: 97, 页码: 507-520
作者:
Tang, Ling
;
Shi, Jiarui
;
Bao, Qin
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2018/07/30
Emissions trading scheme (ETS)
Computable general equilibrium (CGE)
China
Carbon cap
Permit allocation
Performance evaluation of China's air routes based on network data envelopment analysis approach
期刊论文
JOURNAL OF AIR TRANSPORT MANAGEMENT, 2016, 卷号: 55, 页码: 67-75
作者:
Shao, Yanmin
;
Sun, Changfu
收藏
  |  
浏览/下载:110/0
  |  
提交时间:2018/07/30
Network DEA
Air route
Efficiency
Passenger transport
Freight transport
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