Jianjun Gao

According to our database, Jianjun Gao authored at least 31 papers between 2007 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Limited Attention Allocation in a Stochastic Linear Quadratic System With Multiplicative Noise.

Xiangyu Cui, Jianjun Gao, Lingjie Kong, Yun Shi

IEEE Trans. Autom. Control., December, 2024

A Customized Augmented Lagrangian Method for Block-Structured Integer Programming.

Rui Wang, Chuwen Zhang, Shanwen Pu, Jianjun Gao, Zaiwen Wen

IEEE Trans. Pattern Anal. Mach. Intell., December, 2024

2022

Betting market equilibrium with heterogeneous beliefs: A prospect theory-based model.

Dian Yu, Jianjun Gao, Tongyao Wang

Eur. J. Oper. Res., 2022

Price Interpretability of Prediction Markets: A Convergence Analysis.

Dian Yu, Jianjun Gao, Weiping Wu, Zizhuo Wang

Proceedings of the EC '22: The 23rd ACM Conference on Economics and Computation, Boulder, CO, USA, July 11, 2022

2021

Multi-period mean-variance portfolio optimization with management fees.

Xiangyu Cui, Jianjun Gao, Yun Shi

Oper. Res., 2021

2020

On continuous-time constrained stochastic linear-quadratic control.

Weiping Wu, Jianjun Gao, Junguo Lu, Xun Li

Autom., 2020

2019

Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise.

Weiping Wu, Jianjun Gao, Duan Li, Yun Shi

IEEE Trans. Autom. Control., 2019

Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection.

Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu

Eur. J. Oper. Res., 2019

2018

Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications.

Weiping Wu, Jianjun Gao, Junguo Lu, Xun Li

CoRR, 2018

Optimization in curbing risk contagion among financial institutes.

Xiang-Shen Ye, Ruo-Bing Xue, Jianjun Gao, Xi-Ren Cao

Autom., 2018

2017

Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time.

Jianjun Gao, Ke Zhou, Duan Li, Xi-Ren Cao

SIAM J. Control. Optim., 2017

Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise.

Weipin Wu, Jianjun Gao, Duan Li, Yun Shi

CoRR, 2017

2016

Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time.

Jianjun Gao, Yan Xiong, Duan Li

Eur. J. Oper. Res., 2016

2015

A polynomial case of convex integer quadratic programming problems with box integer constraints.

Chunli Liu, Jianjun Gao

J. Glob. Optim., 2015

Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach.

Jianjun Gao, Duan Li, Xiangyu Cui, Shouyang Wang

Autom., 2015

2014

Optimal multi-period mean-variance policy under no-shorting constraint.

Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li

Eur. J. Oper. Res., 2014

Continuous-time mean-variance portfolio optimization with Safety-First Principle.

Yan Xiong, Jianjun Gao

Proceedings of the 11th IEEE International Conference on Control & Automation, 2014

On optimal risk sensitive execution problem.

Wenbo Hu, Jianjun Gao

Proceedings of the 11th IEEE International Conference on Control & Automation, 2014

2013

A polynomial case of the cardinality-constrained quadratic optimization problem.

Jianjun Gao, Duan Li

J. Glob. Optim., 2013

Optimal Cardinality Constrained Portfolio Selection.

Jianjun Gao, Duan Li

Oper. Res., 2013

The model of queuing theory based on the maintenance support of equipment of statistical simulation method.

Guihua Wang, Qiang Guo, Liqiang Jiang, Lipo Huang, Jianjun Gao

Int. J. Model. Identif. Control., 2013

Dynamic mean-CVaR portfolio optimization in continuous-time.

Jianjun Gao, Yan Xiong

Proceedings of the 10th IEEE International Conference on Control and Automation, 2013

2012

Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control.

Fucai Qian, Jianjun Gao, Duan Li

IEEE Trans. Autom. Control., 2012

On duality gap in binary quadratic programming.

Xiaoling Sun, Chunli Liu, Duan Li, Jianjun Gao

J. Glob. Optim., 2012

Linear-quadratic switching control with switching cost.

Jianjun Gao, Duan Li

Autom., 2012

2011

Cardinality Constrained Linear-Quadratic Optimal Control.

Jianjun Gao, Duan Li

IEEE Trans. Autom. Control., 2011

Reachability determination in acyclic Petri nets by cell enumeration approach.

Duan Li, Xiaoling Sun, Jianjun Gao, Shenshen Gu, Xiaojin Zheng

Autom., 2011

2010

Adaptive robust tracking for uncertain system.

Fucai Qian, Jianjun Gao, Duan Li

Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009

Performance-First Control for Discrete-Time LQG Problems.

Duan Li, Fucai Qian, Jianjun Gao

IEEE Trans. Autom. Control., 2009

On LQ control of discrete-time switched system with switching cost.

Jianjun Gao, Duan Li

Proceedings of the 10th European Control Conference, 2009

2007

Cardinality constrained linear-quadratic optimal control: Lower bounding scheme via scalar state space by semidefinite programming.

Jianjun Gao, Duan Li

Proceedings of the 46th IEEE Conference on Decision and Control, 2007