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ORCIDJianjun Gao 0001
Person information
- affiliation: Shanghai University of Finance and Economics, Shanghai, China
- affiliation (former): Shanghai Jiao Tong University, China
- affiliation (former): Chinese University of Hong Kong
Other persons with the same name
- Jianjun Gao — disambiguation page
- Jianjun Gao 0002
![[0000-0003-2720-0670]](https://dblp.uni-trier.de/img/orcid-mark.12x12.png "0000-0003-2720-0670")
— China University of Geosciences, Key Laboratory of Geo-detection Ministry of Education, Beijing, China (and 1 more) - Jianjun Gao 0003 — Chongqing University of Posts and Telecommunications, School of Communication and Information Engineering, Chongqing, China
- Jianjun Gao 0004 — East China Normal University, Shanghai, China
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2020 – today
- 2022
[j20]Dian Yu, Jianjun Gao, Tongyao Wang:
Betting market equilibrium with heterogeneous beliefs: A prospect theory-based model. Eur. J. Oper. Res. 298(1): 137-151 (2022)- [c7]Dian Yu, Jianjun Gao, Weiping Wu, Zizhuo Wang:
Price Interpretability of Prediction Markets: A Convergence Analysis. EC 2022: 466-467 - [i3]Dian Yu, Jianjun Gao, Weiping Wu, Zizhuo Wang:
Price Interpretability of Prediction Markets: A Convergence Analysis. CoRR abs/2205.08913 (2022) - 2021
- [j19]Xiangyu Cui, Jianjun Gao, Yun Shi:
Multi-period mean-variance portfolio optimization with management fees. Oper. Res. 21(2): 1333-1354 (2021) - 2020
- [j18]Weiping Wu, Jianjun Gao, Junguo Lu, Xun Li:
On continuous-time constrained stochastic linear-quadratic control. Autom. 114: 108809 (2020)
2010 – 2019
- 2019
- [j17]Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu:
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. Eur. J. Oper. Res. 276(2): 781-789 (2019) - [j16]Weiping Wu, Jianjun Gao, Duan Li, Yun Shi:
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise. IEEE Trans. Autom. Control. 64(5): 1999-2012 (2019) - 2018
- [j15]Xiang-Shen Ye, Ruo-Bing Xue, Jianjun Gao, Xi-Ren Cao:
Optimization in curbing risk contagion among financial institutes. Autom. 94: 214-220 (2018) - [i2]Weiping Wu, Jianjun Gao, Junguo Lu, Xun Li:
Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications. CoRR abs/1806.03624 (2018) - 2017
- [j14]Jianjun Gao, Ke Zhou, Duan Li, Xi-Ren Cao:
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time. SIAM J. Control. Optim. 55(3): 1377-1397 (2017) - [i1]Weipin Wu, Jianjun Gao, Duan Li, Yun Shi:
Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise. CoRR abs/1709.05529 (2017) - 2016
- [j13]Jianjun Gao, Yan Xiong, Duan Li:
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time. Eur. J. Oper. Res. 249(2): 647-656 (2016) - 2015
- [j12]Jianjun Gao, Duan Li, Xiangyu Cui, Shouyang Wang:
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach. Autom. 54: 91-99 (2015) - [j11]Chunli Liu, Jianjun Gao:
A polynomial case of convex integer quadratic programming problems with box integer constraints. J. Glob. Optim. 62(4): 661-674 (2015) - 2014
- [j10]Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li:
Optimal multi-period mean-variance policy under no-shorting constraint. Eur. J. Oper. Res. 234(2): 459-468 (2014) - [c6]Yan Xiong, Jianjun Gao:
Continuous-time mean-variance portfolio optimization with Safety-First Principle. ICCA 2014: 66-71 - [c5]Wenbo Hu, Jianjun Gao:
On optimal risk sensitive execution problem. ICCA 2014: 78-83 - 2013
- [j9]Guihua Wang, Qiang Guo, Liqiang Jiang, Lipo Huang, Jianjun Gao:
The model of queuing theory based on the maintenance support of equipment of statistical simulation method. Int. J. Model. Identif. Control. 19(2): 186-194 (2013) - [j8]Jianjun Gao, Duan Li:
Optimal Cardinality Constrained Portfolio Selection. Oper. Res. 61(3): 745-761 (2013) - [j7]Jianjun Gao, Duan Li:
A polynomial case of the cardinality-constrained quadratic optimization problem. J. Glob. Optim. 56(4): 1441-1455 (2013) - [c4]Jianjun Gao, Yan Xiong:
Dynamic mean-CVaR portfolio optimization in continuous-time. ICCA 2013: 1550-1555 - 2012
- [j6]Jianjun Gao, Duan Li:
Linear-quadratic switching control with switching cost. Autom. 48(6): 1138-1143 (2012) - [j5]Xiaoling Sun, Chunli Liu, Duan Li, Jianjun Gao:
On duality gap in binary quadratic programming. J. Glob. Optim. 53(2): 255-269 (2012) - [j4]Fucai Qian, Jianjun Gao, Duan Li:
Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control. IEEE Trans. Autom. Control. 57(8): 2110-2115 (2012) - 2011
- [j3]Duan Li, Xiaoling Sun, Jianjun Gao, Shenshen Gu, Xiaojin Zheng:
Reachability determination in acyclic Petri nets by cell enumeration approach. Autom. 47(9): 2094-2098 (2011) - [j2]Jianjun Gao, Duan Li:
Cardinality Constrained Linear-Quadratic Optimal Control. IEEE Trans. Autom. Control. 56(8): 1936-1941 (2011) - 2010
- [c3]Fucai Qian, Jianjun Gao, Duan Li:
Adaptive robust tracking for uncertain system. CDC 2010: 4293-4298
2000 – 2009
- 2009
- [j1]Duan Li, Fucai Qian, Jianjun Gao:
Performance-First Control for Discrete-Time LQG Problems. IEEE Trans. Autom. Control. 54(9): 2225-2230 (2009) - [c2]Jianjun Gao, Duan Li:
On LQ control of discrete-time switched system with switching cost. ECC 2009: 1943-1948 - 2007
- [c1]Jianjun Gao, Duan Li:
Cardinality constrained linear-quadratic optimal control: Lower bounding scheme via scalar state space by semidefinite programming. CDC 2007: 6047-6052
Coauthor Index
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