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Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities
Ceng, Lu-Chuan; Wang, Chang-yu; Yao, Jen-Chih - In: Computational Statistics 67 (2008) 3, pp. 375-390
In this paper, we introduce and study a relaxed extragradient method for finding solutions of a general system of variational inequalities with inverse-strongly monotone mappings in a real Hilbert space. First, this system of variational inequalities is proven to be equivalent to a fixed point...
Persistent link: https://www.econbiz.de/10010759418
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Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities
Ceng, Lu-Chuan; Wang, Chang-yu; Yao, Jen-Chih - In: Mathematical Methods of Operations Research 67 (2008) 3, pp. 375-390
In this paper, we introduce and study a relaxed extragradient method for finding solutions of a general system of variational inequalities with inverse-strongly monotone mappings in a real Hilbert space. First, this system of variational inequalities is proven to be equivalent to a fixed point...
Persistent link: https://www.econbiz.de/10010950213
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Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities
Ceng, Lu-Chuan; Wang, Chang-yu; Yao, Jen-Chih - In: Mathematical methods of operations research 67 (2008) 3, pp. 375-390
Persistent link: https://www.econbiz.de/10008055310
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu; Li, Duan; Yan, Jia-an - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
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A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang; Jin, Xiaodong; Li, Duan - In: The journal of computational finance 19 (2015) 1, pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
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Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang; Li, Zhongfei; Li, Duan - In: European journal of operational research : EJOR 252 (2016) 3, pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
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Information aggregation in a financial market with general signal structure
Lou, Youcheng; Parsa, Sahar; Ray, Debraj; Li, Duan; … - In: Journal of economic theory 183 (2019), pp. 594-624
Persistent link: https://www.econbiz.de/10012131377
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Optimal order execution using hidden orders
Chen, Yuanyuan; Gao, Xuefeng; Li, Duan - In: Journal of economic dynamics & control 94 (2018), pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
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Discrete-time behavioral portfolio selection under cumulative prospect theory
Shi, Yun; Cui, Xiangyu; Li, Duan - In: Journal of economic dynamics & control 61 (2015), pp. 283-302
Persistent link: https://www.econbiz.de/10011589538