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Option pricing and linear complementarity

Huang, Jacqueline; Pang, Jong-shi - In: The journal of computational finance 2 (1998) 1, pp. 31-60

Persistent link: https://www.econbiz.de/10001447215

Long-run equilibrium modeling of alternative emissions allowances allocation systems in electric power markets

Schulkin, Jinye Z. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003565418

Global resolution of the support vector machine regression parameters selection problem with LPCC

Lee, Yu-Ching; Pang, Jong-shi; Mitchell, John E. - In: EURO journal on computational optimization 3 (2015) 3, pp. 197-261

Persistent link: https://www.econbiz.de/10011379670

Nash-Cournot equilibria in power markets on a linearized DC betwork with arbitrage : formulations and properties

Metzler, Carolyn; Hobbs, Benjamin Field; Pang, Jong-shi - In: Networks and spatial economics : a journal of … 3 (2003) 2, pp. 123-150

Persistent link: https://www.econbiz.de/10001779146

Existence of optimal solutions to mathematical programs with equilibrium constraints

Harker, Patrick T. - In: Operations research letters 7 (1988) 2, pp. 61-64

Persistent link: https://www.econbiz.de/10001053543

A constructive approach to estimating pure characteristics demand models with pricing

Pang, Jong-shi; Su, Che-Lin; Lee, Yu-Ching - In: Operations research 63 (2015) 3, pp. 639-659

Persistent link: https://www.econbiz.de/10011292943

Computing B-stationary points of nonsmooth dc programs

Pang, Jong-shi; Razaviyayn, Meisam; Alvarado, Alberth - In: Mathematics of operations research 42 (2017) 1, pp. 95-118

Persistent link: https://www.econbiz.de/10011654579

Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization

Liu, Junyi; Cui, Ying; Pang, Jong-shi - In: Mathematics of operations research 47 (2022) 4, pp. 3051-3083

Persistent link: https://www.econbiz.de/10014311398

Asymptotic properties of stationary solutions of coupled nonconvex nonsmooth empirical risk minimization

Qi, Zhengling; Cui, Ying; Liu, Yufeng; Pang, Jong-shi - In: Mathematics of operations research 47 (2022) 3, pp. 2034-2064

Persistent link: https://www.econbiz.de/10013374983

Computational Optimization : A Tribute to Olvi Mangasarian Volume I

Pang, Jong-Shi (ed.) - 1999

Computational Optimization: A Tribute to Olvi Mangasarian serves as an excellent reference, providing insight into some of the most challenging research issues in the field. This collection of papers covers a wide spectrum of computational optimization topics, representing a blend of familiar...

Persistent link: https://www.econbiz.de/10013521908