Zhou X.Y.

X.Y. Zhou

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Found 6 papers in total
Minimax portfolio optimization: empirical numerical study
Minimax portfolio optimization: empirical numerical study
2004
In this paper, we carry out the empirical numerical study of the l ∞ portfolio...
Deterministic near-optimal controls. 2. Dynamic programming and viscosity solution approach
Deterministic near-optimal controls. 2. Dynamic programming and viscosity solution approach
1996
Near-optimization is as sensible and important as optimization for both theory and...
Computational evaluation of hierarchical production control policies for stochastic manufacturing system
Computational evaluation of hierarchical production control policies for stochastic manufacturing system
1997
This paper is concerned with near-optimal control of manufacturing systems consisting...
Hierarchical controls in stochastic manufacturing systems with convex costs
Hierarchical controls in stochastic manufacturing systems with convex costs
1994
This paper presents an extension of earlier research on hierarchical control of...
A simple constraint qualification in convex programming
A simple constraint qualification in convex programming
1993
The authors introduce and characterize a class of differentiable convex functions for...
Feedback production planning in a stochastic two-machine flowshop: Asymptotic analysis and computational results
Feedback production planning in a stochastic two-machine flowshop: Asymptotic analysis and computational results
1993
This paper presents an asymptotic analysis of hierarchical production planning in a...
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