| 编号 |
发表论文 |
年份 |
| [181] |
Q. D. WEI, *X. P. Guo，Markov decision processes with state-dependent factors and unbounded rewards/costs，Operations Research Letters，39(5)，2011，367-374，（SCI , EI）。 |
2011 |
| [182] |
Y. H. Huang, *X. P. Guo，First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs，Acta Mathematicae Applicatae Sinica. English Series，27 (2)，2011，177-190，（SCI）。 |
2011 |
| [183] |
Y. H. Huang *X. P. Guo, X. Y. Song，Performance analysis for controlled semi-Markov systems with application to maintenance，Journal of Optimization Theory and Applications，150 (2)，2011，395-415，（SCI）。 |
2011 |
| [184] |
Y. H. Huang, *X. P. Guo，Finite horizon semi-Markov decision processes with application to maintenance systems，European Journal of Operational Research，212 (1)，2011，131-140，（SCI , EI）。 |
2011 |
| [185] |
Y. Z. Lai, Y. Zeng, X. J. Xi，Efficient variance reduction methods for Asian option pricing under exponential jump diffusion models，AIP Conference Proceedings，1368，2011，229-232，（ISTP）。 |
2011 |
| [186] |
L. E. Ye, *X. P. Guo，New sufficient conditions for average optimality in continuous-time Markov decision processes，Mathematical Methods of Operational Research，72 (1)，2010，75-94，（SCI , EI）。 |
2010 |
| [187] |
X. P. Guo, A. Hernandez-del-Valle, *O. Hernández-Lerma，Non-stationary discrete-time deterministic and stochastic control systems with infinite horizon，International Journal of Control，83 (9)，2010，1751-1757，（SCI , EI）。 |
2010 |
| [188] |
*X. P. Guo, L. E. Ye，New discount and average optimality conditions for continuous-time Markov decision processes，Advances in Applied Probability，42(4)，2010，953-985，（SCI , EI）。 |
2010 |
| [189] |
*Z. F. Li and S. X. Xie，Mean-variance portfolio optimization under stochastic income and uncertain exit time，Dynamics of Continuous, Discrete and Impulsive Systems B: Applications and Algorithms，17，2010，131-147。 |
2010 |
| [190] |
Z. F. Li, *J. Yao and D. Li，Behavior patterns of investment strategies under Roy's safety-first principle，The Quarterly Review of Economics and Finance，50(2)，2010，167-179。 |
2010 |
| [191] |
Y. Zeng and *Z. F. Li and J. J. Liu，Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers，Journal of Industrial and Management Optimization，6(3)，2010，483-496，（SCI , SSCI）。 |
2010 |
| [192] |
K. Fu, J. Y. Xu, Q. Zhang, *Z. W. Miao，An AHP-based decision support model for 3PL evaluation，7th International Conference on Service Systems and Service Management, Proceedings of ICSSSM' 10，2010/6/28-2010/6/30，2010，280-285，（EI）。 |
2010 |
| [193] |
J. Xu, *K. Fu，Optimal single-period inventory financing decisions with stochastic demand，2010 IEEE International Conference on Industrial Engineering and Engineering Management，2010/12/7-2010/12/10，2010，1204-1208，（EI）。 |
2010 |
| [194] |
*F. Wang, N. Shi, B. Chen，A comprehensive survey of the reviewer assignment problem，International Journal of Information Technology & Decision Making，9(4)，2010，645-668，（SCI, SSCI）。 |
2010 |
| [195] |
S. S. Zhu, G. Z. Ruan, *X. X. Huang，Some fundamental issues of basic line search algorithm for linear programming problems，Optimization，59(8)，2010，1283-1295，（SCI）。 |
2010 |
| [196] |
*S. S. Zhu, D. Li, X. L. Sun，Portfolio selection with marginal risk control，Journal of Computational Finance，14(1)，2010，3-28，（SSCI）。 |
2010 |
| [197] |
D. S. Huang, S. S. Zhu, F. J. Fabozzi, *M. Fukushima，Portfolio selection under distributional uncertainty: a relative robust CVaR approach，European Journal of Operational Research，203，2010，185–194，（SCI , SSCI , EI）。 |
2010 |
| [198] |
L. Yi, D. Li and Z. F. Li，Multi-period portfolio selection for asset-liability management with uncertain investment horizon，Journal of Industrial and Management Optimization，4(3)，2008，535-552，（SCI , SSCI）。 |
2008 |
| [199] |
S. X. Xie, *Z. F. Li and S. Y. Wang，Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach，Insurance: Mathematics and Economics，42，2008，943-953，（SCI , SSCI）。 |
2008 |
| [200] |
J. H. Jia and *Z. F. Li，ε-conjugate maps and ε-conjugate duality in vector optimization with set-valued maps，Optimization，57(5)，2008，621-633，（SCI）。 |
2008 |
