Yang H.

H. Yang

Information about the author H. Yang will soon be added to the site.
Found 5 papers in total
Optimal dynamic portfolio selection with earnings-at-risk
Optimal dynamic portfolio selection with earnings-at-risk
2007
In this paper we investigate a continuous-time portfolio selection problem. Instead of...
A new inexact alternating directions method for monotone variational inequalities
A new inexact alternating directions method for monotone variational inequalities
2002
The alternating directions method (ADM) is an effective method for solving a class of...
An equivalent continuously differentiable model and a locally convergent algorithm for the continuous network design problem
An equivalent continuously differentiable model and a locally convergent algorithm for the continuous network design problem
2001
The continuous network design problem (CNDP) is characterized by a bilevel programming...
Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
1998
Variational inequalities have important applications in mathematical programming. The...
A stochastic user equilibrium assignment model for congested transit networks
A stochastic user equilibrium assignment model for congested transit networks
1999
This paper proposes a stochastic user equilibrium assignment model for congested...
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