Duan Li's Publication List:
INDEX
Books and
Monographs
Papers In Archival Journals
Contributions
In Encyclopedia
Contributions
In Books & Edited Volumes
Papers In Proceedings & Nonarchival
Journals
- K. Zhou, J. J. Gao, D. Li and
X. Y. Cui, Dynamic mean-VaR portfolio selection
in continuous time, accepted for publication in Quantitative Finance,
2017.
- X. Y. Cui, X. Li, D. Li and Y. Shi, Time consistent
behavioral portfolio policy for dynamic mean-variance formulation,
accepted for publication in Journal of the Operational Research Society,
2017.
- M. F. He, D. Li and Y. Y. Chen, Stochastic control for
optimal execution: Fast approximation solution scheme under nested MSD and
CVaR, Journal of the Operations Research Society
of China, Vol. 5, pp. 161-176, 2017.
- J. J. Gao, K. Zhou, D. Li and X. R. Cao, Dynamic
mean-LPM and mean-CVAR portfolio optimization in continuous-time, SIAM
Journal on Control and Optimization, Vol. 55, No. 3, pp. 1377-1397, 2017.
- X. Y. Cui, D. Li and X. Li, Mean-variance policy for
discrete-time cone-constrained markets: Time consistency in efficiency and
the minimum-variance signed supermartingale
measure, Mathematical Finance, Vol. 27, No. 2, pp. 471-504, 2017.
- X. Y. Cui, D. Li and Y. Shi, Self-coordination in time
inconsistent stochastic decision problems: A planner-doer game framework,
Journal of Economic Dynamics and Control, Vol. 75, pp. 91-113, 2017.
- X. T. Cui, S. S. Zhu, D. Li and J. Sun, Mean-variance
portfolio optimization with parameter sensitivity control, Optimization
Methods and Software, Vol. 31, Issue 4, pp. 755-774, 2016.
- H. X. Yao, Z. F. Li and D. Li, Multi-period
mean-variance portfolio selection with stochastic interest rate and
uncontrollable liability, European Journal of Operational Research, Vol.
252, pp. 837-851, 2016
- J. J. Gao, Y. Xiong and D. Li,
Dynamic mean-risk portfolio selection with multiple risk measures in
continuous-time, European Journal of Operational Research, Vol. 249, pp.
647-656, 2016.
- Y. Shi, X. Y. Cui and D. Li, Discrete-time behavioral
portfolio selection under cumulative prospect theory, Journal of Economic
Dynamics and Control, Vol. 61, pp. 283-302, 2015.
- W. P. Wu, J. J. Gao and D. Li,
Stochastic control for multiperiod mean-variance
asset-liability management: A mean-field formulation approach, Control
Theory and Applications (Special issue dedicated to the 100th birthday of
Prof. Zhongjun Zhang), Vol. 32, No. 9, pp.
1200-1207, 2015.
- S. S. Zhu, X. D. Ji and D. Li, Robust set-valued
scenario approach for handling modeling risk in portfolio optimization,
Journal of Computational Finance, Vol. 19, Number 1, pp. 11-40, 2015.
- Y. Shi, X. Y. Cui, J. Yao and D. Li, Dynamic trading
with reference point adaptation and loss aversion, Operations Research,
Vol. 63, No. 4, pp. 789-806, July-August 2015.
- X. Y. Cui, D. Li and J. A. Yan, Classical mean variance
model revisited: Pseudo efficiency, Journal of Operational Research
Society (Special Issue in honor of Prof. Douglas J. White), Vol. 66, pp.
1646-1655, 2015.
- J. J. Gao, D. Li, X. Y. Cui
and S. Y. Wang, Time cardinality constrained mean-variance dynamic
portfolio selection and market timing: A stochastic control approach,
AUTOMATICA, Vol. 54, pp. 91-99, 2015.
- S. S. Zhu, M. J. Fan and D. Li, Portfolio management
with robustness in both prediction and decision: A mixture model based
learning approach, Journal of Economic Dynamics and Control, Vol. 48, pp.
1 - 25, 2014.
- X. Y. Cui, X. Li and D. Li, Unified Framework of
Mean-Field Formulations for Optimal Multi-period Mean-Variance Portfolio
Selection, IEEE Transactions on Automatic Control, Vol. 59, No. 7, pp.
1833-1844, July 2014.
- X. Y. Cui, J. J. Gao, X. Li and D. Li, Optimal multiperiod mean-variance policy under no-shorting
constraint, in Special Issue: 60 Years Following Harry Markowitz's
Contributions in Portfolio Theory and Operations Research, European
Journal of Operational Research, Vol. 234, pp. 459 - 468, 2014.
- J. Yao, S. Yan and D. Li, Risky choice pattern of Hong
Kong residents: Empirical analysis based on a TV game show, Journal of
Management Sciences in China (in Chinese), Vol. 16, No. 10, pp. 1-10,
2013.
- J. J. Gao and D. Li, Optimal cardinality constrained
portfolio selection, Operations Research, Vol. 61, No. 3, May - June 2013,
pp. 745 - 761, 2013.
- J. Yao and D. Li, Prospect theory and trading patterns,
Journal of Banking and Finance, Vol. 37, pp. 2793-2805, 2013.
- X. T. Cui, S. S. Zhu, X. L. Sun and D. Li, Nonlinear
portfolio selection using approximate parametric value-at-risk, Journal of
Banking and Finance, Vol. 37, pp. 2124-2139, 2013.
- J. Yao and D. Li, Bounded rationality as a source of
loss aversion and optimism: A study of psychological adaptation under
incomplete information, Journal of Economic Dynamics and Control, Vol. 37,
pp. 18-31, 2013.
- Y. J. Li, S. S. Zhu, D. H. Li and D. Li, Active
allocation of systematic risk and control of risk sensitivity in portfolio
optimization, European Journal of Operational Research, Vol. 228, pp.
556-570, 2013.
- M. C. Chiu, H. Y. Wong and D. Li, Roy's safety-first
principle in financial risk management of disastrous events, Risk
Analysis, Vol. 32, No. 11, pp. 1856-1872, 2012.
- S.S. Zhu, X. T. Cui, X. L. Sun and D. Li, Factor-risk
constrained mean-variance portfolio selection: Formulation and global
optimization solution approach, Journal of Risk, Vol. 14, No. 2, Winter
2011/12, pp. 51-89.
- X. Y. Cui, D. Li, S. Y. Wang and S. S. Zhu, Better than
dynamic mean-variance: Time inconsistency and free cash flow stream,
Mathematical Finance, Vol. 22, No. 2, 346-378, April 2012.
- S. S. Zhu, D. Li and X. L. Sun, Portfolio selection
with marginal risk control, Journal of Computational Finance, Vol. 14, No.
1, pp. 3-28, 2010.
- Z. F. Li, J. Yao and D. Li, Behavior patterns of
investment strategies under Roy's safety-first principle, The Quarterly
Review of Economics and Finance, Vol. 50, pp. 167-179, 2010.
- S. S. Zhu, D. Li and S. Y. Wang, Robust portfolio
selection under downside risk measures, Quantitative Finance, Vol. 9, No.
7, pp. 869-885, 2009.
- M. C. Chiu and D. Li, Asset-liability management under
the safety-first principle, Journal of Optimization Theory and
Applications, Vol. 143, pp. 455-478, 2009.
- J. Yao, Z.-J. Yuan, Z.-F. Li and D. Li, Beta
coefficient based on value-at-risk: Estimation methods and empirical
analysis, Systems Engineering - Theory & Practice, Vol. 29, No. 7, pp.
27 -34, July 2009.
- X. L. Sun, S. F. Niu and D.
Li, An exact algorithm for factor model in portfolio selection with roundlot constraints, Optimization, Vol. 58, No. 3,
pp. 305-318, April 2009.
- J. F. Liang, S. Z. Zhang and D. Li, "Optioned
portfolio selection: Models and analysis," Mathematical Finance, Vol.
18, No. 4, 569-593, 2008.
- L. Yi, Z. F. Li and D. Li, "Multi-period portfolio
selection for asset-liability management with uncertain investment
horizon," Journal of Industrial and Management Optimization, Vol. 4,
No. 3, pp. 535-552, August 2008.
- M. C. Chiu and D. Li, "Asset and liability
management under a continuous-time mean-variance optimization
framework," Insurance: Mathematics and Economics, Vol. 39, pp.
330-355, 2006.
- D. Li, X. L. Sun and J. Wang, "Optimal lot
solution to cardinality constrained mean-variance formulation for
portfolio selection," Mathematical Finance, Vol. 16, No. 1, pp.
83-101, 2006.
- S.-S. Zhu, D. Li and S.-Y. Wang, "Risk control
over bankruptcy in dynamic portfolio selection: A generalized
mean-variance formulation," IEEE Transactions on Automatic Control,
Vol. 49, No. 3, pp. 447-457, 2004.
- X. Y. Zhou and D. Li, "Continuous time mean-variance
portfolio selection: A stochastic LQ framework," Applied Mathematics
and Optimization, Vol. 42, pp. 19-33, 2000.
- D. Li and W.-L. Ng, "Optimal dynamic portfolio
selection: Multi-period mean-variance formulation," Mathematical
Finance, Vol. 10, No. 3, pp. 387-406, 2000.
- D. Li, T.-F. Chan, and W.-L.
Ng, "Safety-first dynamic portfolio selection," Dynamics of
Continuous, Discrete and Impulsive Systems, Vol. 4, No. 4, pp. 585-600,
1998.
- B. Y. Wu, X. L. Sun, D. Li and X. J. Zheng, Quadratic
convex reformulations for semi-continuous quadratic programming, accepted
for publication in SIAM Journal on Optimization, 2017.
- R. J. Jiang, D. Li and B. Y. Wu, SOCP reformulation for
the generalized trust region subproblem via a
canonical form of two symmetric matrices, accepted for publication in
Mathematical Programming, 2017.
- Y. Xia and D. Li, Strong duality in optimization:
Shifted power reformulation, Optimization Methods and Software, Vol. 31,
Issue 4, pp. 720-736, 2016.
- R. J. Jiang and D. Li, Simultaneous diagonalization of
matrices and its applications in quadratically
constrained quadratic programming, SIAM Journal on Optimization, Vol. 26,
No. 3, pp. 1649-1668, 2016.
- X. J. Zheng, X. L. Sun and D. Li, Improving the
performance of MIQP solvers for quadratic programs with cardinality and
minimum threshold constraints: A semidefinite program approach, INFORMS
Journal of Computing, Vol. 26, No. 4, pp. 690 - 703, 2014.
- X. J. Zheng, X. L. Sun, D. Li and J. Sun, Successive
convex approximations to cardinality-constrained quadratic programs: A DC
approach, Computational Optimization and Applications, Vol. 59, pp.
379-397, 2014.
- C. K. Ng and D. Li, Test-problem generator for
unconstrained global optimization, Computers & Operations Research,
Vol. 51, pp. 338 - 349, 2014.
- X. L. Sun and D. Li, Recent advances in integer
programming, Operations Research Transactions (in Chinese), Vol. 18, No.
1, pp. 39 - 68, 2014.
- Y. Xia, B. Y. Wu and D. Li, New reformulations for
probabilistically constrained quadratic programs, European Journal of
Operational Research, Vol. 233, pp. 550 - 556, 2014.
- X. L. Sun, X. J. Zheng and D. Li, Recent advances in
mathematical programming with semi-continuous variables and cardinality
constraint, Journal of the Operations Research Society of China, Vol. 1,
pp. 55-77, 2013.
- Y. Xia, R. L. Sheu, X. L. Sun
and D. Li, Tightening a copositive relaxation
for standard quadratic optimization problems, Computational Optimization
and Applications, Vol. 55, pp. 379-398, 2013.
- D. Li, C. Y. Wang and Y. R. Yao, Distance confined path
problem and separable integer programming, Optimization, Vol. 62, No. 4,
pp. 447-462, 2013.
- X. J. Zheng, X. L. Sun and D. Li, A note on semidefinite relaxation for 0-1
quadratic knapsack problems, Optimization Methods and Software, Vol. 28,
No. 4, 930 - 942, 2013.
·
J. J. Gao and D. Li, A polynomial case of the cardinality constrained
quadratic optimization problem, Journal of Global Optimization, Vol. 56,
Issue 4, pp. 1441-1455, 2013.
·
Y. B. Zhao
and D. Li, Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined
Linear Systems, SIAM Journal on Optimization, Vol. 22, No. 3, pp. 1065-1088,
2012.
·
F. C.
Qian, J. J. Gao and D. Li, Complete statistical characterization of
discrete-time LQG and cumulant control, IEEE
Transactions in Automatic Control, Vol. 57, No. 8, pp. 2110-2115, 2012.
·
J. J. Gao and D. Li, Linear-quadratic switching control with
switching cost, AUTOMATICA, Vol. 48, pp. 1138-1143, 2012.
·
X. J. Zheng,
X. L. Sun, D. Li and X. T. Cui, Lagrangian decomposition
and mixed-integer quadratic programming reformulation for probabilistically
constrained quadratic programs, European Journal of Operational Research, Vol.
221, pp. 38-48, 2012.
·
D. Li,
X. L. Sun and C. L. Liu, An exact solution method for quadratic 0-1 programming:
A geometric approach, Journal of Global Optimization, Vol. 52, pp.
797-829, 2012.
·
X. L. Sun,
C. L. Liu, D. Li and J. J. Gao, On Duality Gap in Binary Quadratic Optimization,
Journal of Global Optimization, Vol. 53, pp. 255-269, 2012.
·
X. J. Zheng,
X. L. Sun and D. Li, On reduction of duality gap in quadratic knapsack problems,''
Journal of Global Optimization, Vol. 54, No. 2, pp. 325-340, October,
2012.
·
X. J. Zheng,
X. L. Sun and D. Li, On Zero Duality Gap in Nonconvex Quadratic Programming
Problems, Journal of Global Optimization, Vol. 52, pp. 229-242, 2012.
·
Y. Xia,
R. L. Sheu, X. L. Sun and D. Li, Improved estimation
of duality gap in binary quadratic programming using a weighted distance
measure, European Journal of Operational Research, Vol. 218, pp. 351-357, 2012.
·
X. J. Zheng,
X. L. Sun and D. Li, Convex Relaxations for Nonconvex Quadratically
Constrained Quadratic Programming: Matrix Cone Decomposition and Polyhedral
Approximation, Mathematical
Programming, Series B,
Vol. 129 (Special Issue in honor of Prof. Paul Tseng), pp. 301-329, 2011.
·
Y. Xia,
X. L. Sun, D. Li and X. J. Zheng, On the reduction of
duality gap in box constrained nonconvex quadratic program, SIAM Journal on
Optimization, Vol. 21, No. 3, pp. 706-729, 2011.
·
D. Li,
X. Y. Cui and S. S. Zhu, Time Consistency Issue in Multiobjective
Optimization, Journal of Multi-Criteria Decision Analysis, Vol. 18, pp. 143-149,
2011.
·
J. J. Gao
and D. Li, Cardinality constrained linear-quadratic optimal control, IEEE Transactions on Automatic Control, Vol. 56, No. 8, pp. 1936-1941, 2011.
·
D. Li,
X. L. Sun, J. J. Gao, S. S. Gu and X. J. Zheng, Reachability Determination in Acyclic
Petri Nets by Cell Enumeration Approach, Automatica, Vol.47, Issue 9, pp. 2094-2098, 2011.
·
D. Li,
X. L. Sun and C. L. Liu, An exact solution method for quadratic 0-1 programming:
A geometric approach, accepted for publication in Journal of Global Optimization, 2011.
·
Z. Y. Wu,
D. Li and L. S. Zhang, Global descent methods for unconstrained global optimization,
Journal of Global
Optimization, Vol. 50,
Issue 3, pp. 379-396, 2011.
·
X. L. Sun,
C. L. Liu, D. Li and J. J. Gao, On Duality Gap in Binary
Quadratic Optimization, accepted for publication in Journal of Global Optimization, 2010.
·
X. J. Zheng,
X. L. Sun and D. Li, On Zero Duality Gap in Nonconvex Quadratic Programming
Problems, accepted for publication in Journal
of Global Optimization,
2010.
·
X. J. Zheng,
X. L. Sun and D. Li, Nonconvex Quadratically Constrained
Quadratic Programming: Best D.C. Decompositions and Their SDP Representations, Journal of Global Optimization, Vol. 50, pp. 695-712, 2011.
·
X. J. Zheng,
X. L. Sun and D. Li, On reduction of duality gap in
quadratic knapsack problems, accepted for publication in Journalof Global Optimization, 2010.
- D. Li, X. Y. Cui and S. S. Zhu, Time Consistency Issue
in Multiobjective Optimization, accepted for
publication in Journal of Multi-Criteria Decision Analysis, 2010.
- X. J. Zheng, X. L. Sun and D. Li, Duality gap
estimation of linear equality constrained binary
quadratic programming, Mathematics of Operations Research, Vol. 35, No. 4,
pp. 864-880, 2010.
- C. K. Ng, D. Li and L. S. Zhang, Global descent method
for global optimization, SIAM Journal on Optimization, Vol. 20, No. 6, pp.
3161-3184, 2010.
- X. J. Zheng, X. L. Sun and D. Li, "Separable
relaxation for nonconvex quadratic integer programming: Integer
diagonalization approach," Journal of Optimization Theory and
Applications, Vol. 146, No. 2, pp. 463-489, 2010.
- D. Li, F. C. Qian and J. J. Gao,
"Performance-first control for discrete-time LQG problems," IEEE
Transactions on Automatic Control, Vol. 54, No. 9, pp. 2225-2230, 2009.
- C. Y. Wang and D. Li, "Unified theory of augmented
Lagrangian methods for constrained global
optimization," Journal of Global Optimization, Vol. 44, No. 3, pp.
433-458, 2009.
- D. Li, X. L. Sun, J. Wang and K. McKinnon,
"Convergent Lagrangian and domain cut
method for nonlinear knapsack problems," Computational Optimization
and Applications, Vol. 42, pp. 67-104, 2009.
- D. Li, F. C. Qian and P. L. Fu, "Optimal nominal
dual control for discrete-time linear-quadratic Gaussian problems with
unknown parameters," AUTOMATICA, Vol. 44, No. 1, pp. 119-127, January
2008.
- X. L. Sun, S. S. Kong and D. Li, "Computational
study of surrogate dual method for multi-dimensional nonlinear knapsack
problems," Pacific Journal of Optimization, Vol. 4, No. 1, pp. 63-73,
2008.
- H. Z. Luo, X. L. Sun and D. Li, "On the
convergence of augmented Lagrangian methods for
constrained global optimization," SIAM Journal on Optimization, Vol.
18, No. 4, pp. 1209-1230, 2007.
- J. Wang, D. Li and X. L. Sun, "A revised Taha's algorithm for polynomial 0-1 programming,"
Optimization, Vol. 56, Nos. 5-6, pp. 699-713, Oct.-Dec. 2007.
- Z. Y. Wu, D. Li, L. S. Zhang and X. M. Yang,
"Peeling off a nonconvex cover of an actual convex problem: Hidden
convexity," SIAM Journal on Optimization, Vol. 18, No. 2, pp.
507-536, 2007.
- D. Li, J. Wang and X. L. Sun, "Computing exact
solution to nonlinear integer programming: Convergent Lagrangian
and objective level cut method," Journal of Global Optimization, Vol.
39, No. 1, pp. 127-154, 2007.
- X. L. Sun, H. B. Sheng and D. Li, "An exact
algorithm for 0-1 polynomial knapsack problems," Journal of
Industrial and Management Optimization, Vol. 3, No. 2, pp. 223-232, 2007.
- C. K. Ng, D. Li and L. S. Zhang, "Discrete global
descent method for discrete global optimization and nonlinear integer
programming," Journal of Global Optimization, Vol. 37, No. 3, pp.
357-379, 2007.
- X. L. Sun, H. Z. Luo and D. Li, "Convexification of nonsmooth
monotone functions," Journal of Optimization Theory and Applications,
Vol. 132, No. 2, pp. 339-351, 2007.
- D. Li, F. C. Qian, L. Li and J. J. Gao, "Research on
dynamic programming," Systems Engineering - Theory and Practice, Vol.
27, No. 8, pp. 56-64, 2007.
- D. Li and J. J. Gao, "Cardinality constrained
linear-quadratic control in discrete-time," Special Issue on Control
Applications of Optimisation - Control and
Aeronautics, Optimal Control, Control of Partial Differential Equations,
International Journal of Tomography and Statistics, Vol. 5, No. W07, pp.
103-108, Winter 2007.
- J. Wang and D. Li, "A new implicit enumeration
method for polynomial 0-1 programming and applications," Systems
Engineering - Theory and Practice, Vol. 27, No. 3, pp. 21-27, 2007 (In
Chinese).
- D. Li, X. L. Sun and F. L. Wang, "A convergent Lagrangian and contour-cut method for nonlinear
integer programming with a quadratic objective function," SIAM
Journal on Optimization, Vol. 17, No. 2, pp. 372-400, 2006.
- Y. B. Zhao, F. C. Fang and D. Li, "Constructing
generalized mean functions using convex functions with regularity
conditions," SIAM Journal on Optimization, Vol. 17, No. 1, pp. 37-51,
2006.
- X. L. Sun, N. Ruan and D. Li,
"An efficient algorithm for nonlinear integer programming problems
arising in series-parallelreliability
systems," Optimization Methods and Software, Vol. 21, No. 4, 617-633,
2006.
- D. Li and X. L. Sun, "Towards strong duality in
integer programming", Journal of Global Optimization, Vol. 35, pp.
255-282, 2006.
- Y. B. Zhao and D. Li, "A note on KKT points of
homogeneous program", Journal of Optimization Theory and
Applications, Vol. 130, No. 2, pp. 367-374, 2006.
- Y. B. Zhao and D. Li, "A new path-following
algorithm for nonlinear $P_*$ complementarity problems,"
Computational Optimization and Applications, Vol. 34, No. 2, pp. 183-214,
2006.
- X. X. Huang, X. Q. Yang and D. Li, "Convergence of
optimal values of quadratic penalty problems for mathematical programs
with complementarity constraints," Journal of Industrial and
Management Optimization, Vol. 2, No. 3, pp. 287-296, 2006.
- X. L. Sun, D. Li and K. McKinnon, "On saddle
points of augmented Lagrangians for constrained
nonconvex optimization", SIAM Journal on Optimization, Vol. 15, No.
4, pp. 1128-1146, 2005.
- A. M. Rubinov, Z. Y. Wu and
D. Li, "Hidden abstract convex functions", Journal of Nonlinear
and Convex Analysis, Vol. 6, No. 1, 2005.
- Y. F. Xu, C. L. Liu and D. Li, "Generalized
nonlinear Lagrangian formulation for bounded
integer programming", Journal of Global Optimization, Vol. 33, pp.
257 - 272, 2005.
- X. L. Sun, F. L. Wang and D. Li, "Exact algorithm
for concave knapsack problems: Linear underestimation and partition
method", Journal of Global Optimization, Vol. 33, pp. 15 - 30, 2005.
- D. Li, Z. Y. Wu, H. W. J. Lee, X. M. Yang and L. S.
Zhang, "Hidden convex minimization," Journal of Global
Optimization, Vol. 31, pp. 211-233, 2005.
- D. Li, X. L. Sun and K. McKinnon, "An exact
solution method for reliability optimization in complex systems,"
Annals of Operations Research, Vol.133, pp. 129-148, 2005.
- C. K. Ng, L. S. Zhang, D. Li and W. W. Tian,
"Discrete filled function method for discrete global
optimization," Computational Optimization and Applications, Vol. 31,
pp. 87 - 115, 2005.
- S. W. Lam, D. Li and S. Z. Zhang, "A value
estimation approach to the Iri-Imai method for
constrained convex optimization," Vol. 125, No. 3, pp. 591-608,
Journal of Optimization Theory and Applications, 2005.
- D. Li, F. C. Qian and P. L. Fu, "Research on dual
control," ACTA Automatica Sinica, Vol. 31, No. 1, pp. 32-42, 2005.
- M. P. Biswal, N. P. Biswal and D. Li,
"Probabilistic linearly constrained programming problems with
log-normal random variables," OPSERCH, Vol. 42, No.1, pp.70-76, 2005.
- S. S. Zhu, D. Li, X. Y. Zhou and S. Y. Wang,
"Review and research issues on portfolio selection and financial
optimization," Editorial Article, Journal of Management Sciences in
China, Vol. 7, No. 6, pp. 1-12, 2004.
- E. W. Bai and D. Li, "Convergence of the iterative
Hammerstein system," IEEE Transactions on Automatic Control, Vol. 49,
No. 11, 1929 - 1940, 2004.
- L. S. Zhang, C. K. Ng, D. Li, and W. W. Tian, "A
new filled function method for global optimization," Journal of
Global Optimization, Vol. 28, pp. 17-43, 2004.
- Y. H. Dai, L. Z. Liao, and D. Li, "On restart
procedures for the conjugate gradient method," Numerical Algorithms,
Vol. 35, pp. 249-260, 2004.
- Y. B. Zhao and D. Li, "A globally and locally superlinearly convergent non-interior-point algorithm
for P0 LCPs," SIAM Journal on Optimization, Vol. 13, No. 4, pp.
1195-1221, 2003.
- J.-B. Yang and D. Li, "Normal vector
identification and interactive tradeoff analysis using minimax formulation
in multiobjective Optimization," IEEE
Transactions on Systems, Man and Cybernetics - Part A: Systems and Humans,
Vol. 32, No. 3, pp. 305-319, May 2002.
- D. Li, F. C. Qian and P. L. Fu, "Variance
minimization approach for a class of dual control problems," IEEE
Transactions on Automatic Control, Vol. 47, No. 12, pp. 2010-2020,
December 2002.
- X. L. Sun and D. Li, "Optimality condition and
branch and bound algorithm for constrained redundancy optimization
problems," Optimization and Engineering, Vol. 3, pp. 53 - 65, 2002.
- Y. F. Xu and D. Li, "A nonlinear lagrangian dual for integer programming,"
Operations Research Letters, Vol. 30, pp. 401-407, 2002.
- Y. B. Zhao and D. Li, "Locating the least 2-norm
solution of linear programs via a path-following method," SIAM
Journal on Optimization, Vol. 12, No. 4, pp. 893-912, 2002.
- C. K. Ng, L. Z. Liao and D. Li, "A globally
convergent and efficient method for unconstrained discrete-time optimal
control," Journal of Global Optimization, Vol. 23, pp. 401-421, 2002.
- L. Z. Liao and D. Li, "Adaptive differential
dynamic programming for multiobjective optimal
control," Automatica, Vol. 38, pp.
1003-1015, 2002.
- X. L. Sun and D. Li, "On the relationship between
the integer and continuous solutions of convex programs," Operations
Research Letters, Vol. 29, pp. 87-92, 2001.
- D. Li and X. L. Sun, "Existence of a saddle point
in nonconvex constrained optimization," Journal of Global
Optimization, Vol. 21, pp. 39-50, 2001.
- X. L. Sun, K. I. M. McKinnon and D. Li, "A convexification method for a class of global
optimization problems with applications to reliability optimization,"
Journal of Global Optimization, Vol. 21, Issue 2, pp. 185-199, 2001.
- Y. B. Zhao and D. Li, "Existence and limiting
behavior of a non-interior-point trajectory for nonlinear complementarity
problems without strict feasibility condition," SIAM Journal on
Control and Optimization, Vol. 40, No. 3, pp. 898-924, 2001.
- Y. B. Zhao and D. Li, "Monotonicity of fixed point
and normal mappings associated with variational
inequality and its application," SIAM Journal on Optimization, Vol.
11, No. 4, pp. 962-973, 2001.
- Y. B. Zhao and D. Li, "On a new homotopy continuation trajectory for nonlinear
complementarity problems," Mathematics of Operations Research, Vol.
26, No. 1, pp. 119-146, 2001.
- D. Li and X. L. Sun, "Convexification
and existence of saddle point in a pth-power
reformulation for nonconvex constrained optimization," Nonlinear
Analysis, Vol. 47, pp. 5611-5622, 2001.
- D. Li, X. L. Sun, M. P. Biswal and F. Gao, "Convexification, concavification and monotonization
in global optimization," Annals of Operations Research, Vol. 105, pp.
213-226, 2001.
- X. M. Yang, D. Li and S. Y. Wang, "Near-subconvexlikeness in vector optimization with
set-valued functions," Journal of Optimization Theory and
Applications, Vol. 110, No. 2, pp. 413-427, 2001.
- X. M. Yang and D. Li, "On properties of preinvex functions," Journal of Mathematical
Analysis and Applications, Vol. 256, pp. 229-241, 2001.
- X. M. Yang and D. Li, "Semistrictly
preinvex functions," Journal of
Mathematical Analysis and Applications, Vol. 258, pp. 287-308, 2001.
- X. L. Sun and D. Li, "Asymptotic strong duality
for bounded integer programming: A logarithmic-exponential dual
formulation," Mathematics of Operations Research, Vol. 25, No. 4, pp.
625-644, 2000.
- D. Li and X. L. Sun, "Success guarantee of dual
search in integer programming: p-th power Lagrangian method," Journal of Global
Optimization, Vol.18, No. 3, pp. 235-253, 2000.
- D. Li and D. J. White, "P-th
power Lagrangian method for integer
programming," Annals of Operations Research, Vol.98, pp. 151-170.
2000.
- L. Z. Liao and D. Li, "Successive method for
general multiple linear-quadratic control problem in discrete-time,"
IEEE Transactions on Automatic Control, Vol. 45, No. 7, pp. 1380-1385,
2000.
- Y. B. Zhao and D. Li, "Strict feasibility
conditions in nonlinear complementarity problems," Vol.107, No. 3,
pp. 641-664, Journal of Optimization Theory and Applications, 2000.
- X. M. Yang, S. Y. Wang and D. Li, "Symmetric
duality for a class of multiobjective
programming," International Journal of Mathematics and Mathematical
Sciences, Vol. 24, No. 9, pp. 617-625, 2000.
- X. Q. Yang and D. Li, "Successive optimization
method via parametric monotone composition formulation," Journal of
Global Optimization, Vol. 16, pp. 355-369, 2000.
- D. Li and X. L. Sun, "Local convexification
of the Lagrangian function in nonconvex
optimization," Journal of Optimization Theory and Applications,
Vol.104, No. 1, pp. 109-120, 2000.
- D. Li, "Zero duality gap in integer programming:
P-norm surrogate constraint method," Operations Research Letters,
Vol. 25, No. 2, pp. 89-96, 1999.
- X. L. Sun and D. Li, "Logarithmic-exponential
penalty formulation for integer programming," Applied Mathematics
Letters, Vol. 12, No. 7, pp. 73-77, 1999.
- X. L. Sun and D. Li, "Value-estimation function
method for constrained global optimization," Journal of Optimization
Theory and Applications, Vol. 102, No. 2, 385-409, 1999.
- D. Li, J.-B. Yang and M. P. Biswal, "Quantitative
parametric connections between methods for generating noninferior
solutions in multiobjective optimization,"
European Journal of Operational Research, Vol. 117, No. 1, pp. 84-99,
1999.
- M. P. Biswal, N. P. Biswal, and D. Li,
"Probabilistic linear programming problems involving exponential
random variables," European Journal of Operational Research, Vol.
111, No. 3, pp. 589-597, 1998.
- D. Li and M. P. Biswal, "Exponential
transformation in convexifying noninferior frontier and exponential generating
method," Journal of Optimization Theory and Applications, Vol. 99,
No. 1, pp. 183-199, 1998.
- K. L. Teo, D. Li, and Y. Liu, "Perturbation
feedback control in general multiple linear-quadratic control
problems," IMA Journal of Mathematical Control and Information, Vol.
15, pp. 303-315, 1998.
- D. Li, "Saddle-point generation in nonlinear
nonconvex optimization," Nonlinear Analysis, Vol. 30, No. 7, pp.
4339-4344, 1997.
- D. Li and C. W. Schmidt, "Cost smoothing in
discrete-time linear-quadratic control," Automatica,
Vol. 33, pp. 447-452, 1997.
- D. Li and J.-B. Yang, "Iterative parametric
minimax method for a class of composite optimization problems,"
Journal of Mathematical Analysis and Applications, Vol. 198, pp. 64-83,
1996.
- D. Li, "Convexification of
noninferior frontier," Journal of
Optimization Theory and Applications, Vol. 88, No. 1, pp. 177-196, 1996.
- D. Li, "Zero duality gap for a class of nonconvex
optimization problems," Journal of Optimization Theory and
Applications, Vol. 85, No. 2, pp. 309-324, 1995.
- D. Li, "Iterative parametric dynamic programming
and its application in reliability optimization,"Journal
of Mathematical Analysis and Applications, Vol. 191, No. 3, pp. 589-607,
1995.
- D. Li and J. A. Burger, "Multilevel dynamic
programming for general multiple linear-quadratic control in discrete-time
systems," Computer & Mathematics with Applications, Vol. 27, No.
9/10, pp. 59-66, 1994.
- D. Li, "On general multiple linear-quadratic
control problems," IEEE Trans. on Automatic Control, Vol. 38, No. 11,
pp. 1722-1727, 1993.
- D. Li, "Hierarchical control for large-scale
systems with general multiple linear- quadratic structure," Automatica, Vol. 29, No. 6, pp. 1451-1461, 1993.
- D. Li and Y. Y. Haimes, "A decomposition method
for optimization of large system reliability," IEEE Trans. on
Reliability, Vol. 41, No. 2, pp. 183-189, 1992.
- D. Li and Y. Y. Haimes, "Optimal
maintenance-related decisionmaking for
deteriorating water distribution systems 1. Semi-Markovian model for a
water main," Water Resources Research, Vol. 28, No. 4, pp. 1053-1061,
1992.
- D. Li and Y. Y. Haimes, "Optimal
maintenance-related decisionmaking for
deteriorating water distribution systems 2. Multilevel decomposition
approach," Water Resources Research, Vol. 28, No. 4, pp. 1063-1070,
1992.
- D. Li and Y. Y. Haimes, "Extension of dynamic
programming to nonseparable problems,"
Computer & Mathematics with Applications, Vol. 21, No. 11/12, pp.
51-56, 1991.
- D. Li, "On the minimax solution of multiple
linear-quadratic problems," IEEE Trans. on Automatic Control, Vol.
35, No. 10, pp. 1153-1156, 1990.
- D. Li, "Multiple objectives and nonseparability in stochastic dynamic
programming," International Journal of Systems Science, Vol. 21, No.
5, pp. 933-950, 1990.
- D. Li and Y. Y. Haimes, "New approach for nonseparable dynamic programming problems,"
Journal of Optimization Theory and Applications, Vol. 64, No. 2, pp.
311-330, 1990.
- D. Li and Y. Y. Haimes, "Multilevel methodology
for a class of nonseparable optimization
problems," International Journal of Systems Science, Vol. 21, No. 11,
pp. 2351-2360, 1990.
- D. Li and Y. Y. Haimes, "Multiobjective
dynamic programming: The state of the art," Control - Theory and
Advanced Technology, Vol. 5, No. 4, pp. 471-483, 1989.
- Y. Y. Haimes and D. Li, "Hierarchical multiobjective analysis for large-scale systems:
Review and current status," Automatica,
Vol. 24, No.1, pp. 53-69, 1988.
- D. Li and Y. Y. Haimes, "A hierarchical generating
method for large-scale multiobjective
systems," Journal of Optimization Theory and Applications, Vol. 54,
No. 2, pp. 303-333, 1987.
- D. Li and Y. Y. Haimes, "The envelope approach for
multiobjective optimization problems," IEEE
Trans. on Systems, Man, and Cybernetics, Vol. 17, No. 6, pp. 1026-1038,
1987.
- T. Yuan, D. Li, and Z. Zhang, "A recursive
algorithm by using eigenvector method for identifying multivariable linear
time-invariant system," Journal of Shanghai Jiaotong
University, No. 2, 1983.
- W. Liu, E. Bai, D. Li, L. Cheng, R. Ma, H. Gu, D. Chen,
and Z. Li, "An automatic device for measuring colour
rendering index," Fudan Journal (Natural
Science), No. 2, June, 1977.
- C. H. Chiu, T. M. Choi and D. Li, "Price wall or
price war: The pricing strategies for retailers," IEEE Transactions on
Systems, Man, and Cybernetics, Part A - Systems and Humans, Vol.39, pp.
331-343, 2009.
- T. M. Choi, D. Li and H. M. Yan, "Channel
coordination in supply chains with agents having mean-variance
objectives," OMEGA, Vol. 36, pp. 565-576, 2008.
- T. M. Choi, D. Li and H. M. Yan, "Mean-variance
analysis of a single supplier and retailer supply chain under a return
policy," European Journal of Operational Research, Vol. 184, pp.
356-376, 2008.
- T. M. Choi, D. Li and H. M. Yan, "Mean-variance
analysis for the newsvendor problem," IEEE Transactions on Systems,
Man, and Cybernetics, Part A, Vol. 38, No. 5, pp. 1169-80, 2008.
- T. M. Choi, D. Li and H. M. Yan, "Quick response
policy with Bayesian information updates," European Journal of
Operational Research, Vol. 170, pp. 788-808, 2006.
- T. M. Choi, D. Li and H. M. Yan, "Optimal returns
policy for supply chain with E-marketplace," International Journal of
Production Economics, Vol. 88, pp. 205-227, 2004.
- T. M. Choi, D. Li and H. M. Yan, "Optimal
two-stage ordering policy with Bayesian information updating,"
Journal of the Operational Research Society, Vol. 54, No. 8, pp. 846-859,
2003.
- T. M. Choi, D. Li and H. M. Yan, "Optimal single
ordering policy with multiple delivery modes," Computers &
Operations Research, Vol. 31, No. 12, pp. 1965-1984, 2004.
- T. M. Choi, D. Li and H. M. Yan, "Electronic
marketplace for returned products in the publishing industry - A
simulation analysis," Quarterly Journal of Electronic Commerce, Vol.
3, No. 4, pp. 357-373, 2002.
- J. H. Lambert, Y. Y. Haimes, D. Li, R. Schooff and V. Tulsiani,
"Identification, ranking, and management of risks in a major system
acquisition," Reliability Engineering and System Safety, Vol. 72, pp.
315-325, 2001.
- M. A. Chowdhury, N. J. Garber and D. Li, "A multiobjective methodology for highway safety
resources allocation," Journal of Infrastructure Systems, Vol. 6, No.
4, 2000.
- J. S. Eisele, Y. Y. Haimes,
N. Garber, D. Li, J. H. Lambert, P. Kuczminski,
and M. Chowdhury, "The impact of improved vehicle design on highway
safety," Reliability Engineering and System Safety, Vol. 54, No. 1,
pp. 65-76, 1996.
- C. R. Schneiter, Y. Y.
Haimes, D. Li, and J. H. Lambert, "Capacity reliability of water
distribution networks and optimum rehabilitation decision making,"
Water Resources Research, Vol. 32, No. 7, pp. 2271-2278, 1996.
- P. Kuczminski, J. S. Eisele, N. Garber, R. Schwing,
Y. Y. Haimes, D. Li, and M. Chowdhury, "Improvement of highway safety
I: Identification of causal factors through fault-tree modeling,"
Risk Analysis, Vol. 15, No. 3, pp. 293-312, 1995.
- J. H. Lambert and D. Li, "Evaluating risk of
extreme events: Results for monotonic functions," Journal of Water
Resource Planning and Management, Vol. 120, No. 3, pp. 382-399, 1994.
- J. H. Lambert, N. C. Matalas,
C. W. Ling, Y. Y. Haimes and D. Li, "Selection of probability
distributions in characterizing risk of extreme events," Risk
Analysis, Vol. 14, No. 5, pp. 731-742, 1994.
- D. Li, T. Dolezal, and Y. Y.
Haimes, "Capacity reliability of water distribution networks,"
Reliability Engineering and System Safety, Vol. 42, No. 1, pp. 29-38,
1993.
- J. E. Pannullo, D. Li, and Y.
Y. Haimes, "On the characteristics of extreme values for series
systems," Reliability Engineering and System Safety, Vol. 40, No. 2,
pp. 101-110, 1993.
- S. F. Romei, Y. Y. Haimes and
D. Li, "Exact determination and sensitivity analysis of a risk
measure of extreme events," Information and Decision Technologies,
Vol. 18, No. 4, pp. 265-282, 1992.
- Y. Y. Haimes, J. H. Lambert, and D. Li, "Risk of
extreme events in a multiobjective
framework," Water Resources Bulletin, Vol. 28, No. 1, pp. 201- 209,
1992.
- J. Mitsiopoulos, Y. Y. Haimes
and D. Li, "Approximating catastrophic risk through statistics of
extremes," Water Resources Research, Vol. 27, No. 6, pp. 1223-1230,
1991
- Y. Y. Haimes and D. Li, "A hierarchical multiobjective framework for risk management," Automatica, Vol. 27, No. 3, pp. 579-584, 1991.
- V. Tulsiani, Y. Y. Haimes and
D. Li, "Distribution analyzer and risk evaluator (DARE) using fault
trees," Risk Analysis, Vol. 10, No. 4, pp. 521-538, 1990.
- Y. Y. Haimes, D. Li and V. Tulsiani,
"Multiobjective decision tree method,"
Risk Analysis, Vol. 10, No. 1, pp. 111-129, 1990.
- D. Li and Y. Y. Haimes, "The uncertainty
sensitivity index method (USIM) and its extension," Naval Research
Logistics, Vol. 35, No. 6, pp. 655-672, 1988.
- D. Li and Y. Y. Haimes, "Multiobjective
optimization of large-scale systems: The envelope approach," in
Systems and Control Encyclopedia, Supplementary Volume 1, M. G. Singh,
(Ed.), Pergamon Press, 1990, pp. 437-444.
- Y. Y. Haimes and D. Li, "Hierarchical multiobjective systems," in Systems and Control
Encyclopedia, Supplementary Volume 1, M. G. Singh, (Ed.), Pergamon Press, 1990, pp. 330-335.
- D. Li and Y. Y. Haimes, "Multiobjective
analysis of large scale systems," in Encyclopedia of Physical Science
and Technology, 1991 Yearbook, Academic Press, 1991, pp. 365-373. Also in
Encyclopedia of Physical Science and Technology, second edition, Vol. 10,
R. A. Meyers (Ed.), 1992, pp. 485-493.
- Y. Y. Haimes, D. Li, P. Karlsson,
and J. Mitsiopoulos, "Extreme events: Risk
management," in Systems and Control Encyclopedia, Supplementary
Volume 1, M. G. Singh, (Ed.), Pergamon Press,
1990, pp. 259-265.
Optimization and Control
- D. Li and Y. Y. Haimes, "Decomposition technique
in multiobjective discrete- time dynamic
problems," in Control and Dynamic Systems, Vol. 28, C. T. Leondes, (Ed.), Academic Press, San Diego, 1988, pp.
109-180.
- Y. Y. Haimes and D. Li, "Multiobjective
decision tree analysis in industrial systems," in Control and Dynamic
Systems, Vol. 36, C. T. Leondes, (Ed.), Academic
Press, San Diego, 1990, pp. 1-17.
- D. Li and Y. Y. Haimes, "Multiobjective
control of risk of extreme events in dynamic systems," in Multiple
Criteria Decision Making, A. Goicoechea, L. Duckstein, and S. Zionts
(Eds.), Springer-Verlag, New York, 1992, pp.
199-210.
- D. Li and Y. Y. Haimes, "Using multiobjective
optimization as a separation strategy for nonseparable
problems," in Multiple Criteria Decision Making: Expand and Enrich
the Domains of Thinking and Application, G. H. Tzeng,
H. F. Wang, U. P. Wen, and P. L. Yu (Eds.), Springer-Verlag,
New York, 1994, pp. 109-117.
- X. Y. Zhou and D. Li, "Explicit efficient frontier
of a continuous-time mean-variance portfolio selection problem," in
Control of Distributed Parameter and Stochastic Systems, S. Chen, X. Li,
J. Yong and X. Y. Zhou (Eds.), Kluwer, Boston, 1999, pp. 323-330.
- X. L. Sun and D. Li, "New dual formulations in
constrained integer programming," in Progress in Optimization II, X.
Q. Yang, A. I. Mees, M. E. Fisher, and L. S.
Jennings (Eds.), Kluwer, 2000, pp. 79-91.
- D. Li and X. L. Sun, "Nonlinear Lagrangian methods in constrained nonlinear
optimization," in Optimization Methods and Applications, X. Q. Yang,
K. L. Teo and L. Caccetta (Eds.), Kluwer, 2001,
pp. 267-277.
- D. Li, "Time-varying trade-offs in multiobjective dynamic programming," in New
Frontiers of Decision Making for the Information Technology Era, M. Zeleny and Y. Shi (Eds.), World Scientific Publishing
Co., 2000, pp. 196-206.
- D. Li, Z. Y. Wu, H. W. J. Lee, X. M. Yang and L. S.
Zhang, "Identification of hidden convex minimization problems",
in Generalized Convexity, Generalized Monotonicity and Applications, A.
Eberhard, N. Hadjisavvas and D. T. Luc (Eds.),
Springer, 2003, pp. 299-309.
- D. Li and Y. Y. Haimes, "Risk management in a
hierarchical multiobjective framework," in
Toward Interactive and Intelligent Decision Support Systems, Proceeding,
Kyoto, Japan, 1986, Y. Sawaragi, K. Inoue, and
H. Nakayama (Eds.), Springer-Verlag, Berlin,
1987, Vol. 2, pp. 180-189.
- Y. Y. Haimes, D. Li, and E. Z. Stakhiv,
"Selection of optimal flood warning threshold," in Risk-Based
Decision Making in Water Resources, Y. Y. Haimes and E. Z. Stakhiv (Eds.), American Society of Civil Engineering,
New York, 1990, pp. 74-90.
- Y. Y. Haimes, D. Li, and E. Z. Stakhiv,
"Optimal flood warning threshold and a case study in Milton,
Pennsylvania," in NATO ASI Series, Vol. G29, Water Resources
Engineering Risk Assessment, J. Ganoulis (Ed.),
Springer-Verlag, Heidelberg, 1992, pp. 337-362.
- D. Li, Y. Y. Haimes, E. Stakhiv,
and D. Moser, "Optimal flood warning threshold: A case study in Connesville, Pennsylvania," in Risk-Based
Decision Making in Water Resources V, Y. Y. Haimes, D. A. Moser and E. Z. Stakhiv (Eds.), American Society of Civil Engineering,
New York, 1992, pp. 260-283.
- J. H. Lambert, D. Li, and Y. Y. Haimes, "Risk of
extreme events under uncertain physical conditions," in Engineering
Risk in Natural Resources Management, L. Duckstein
and E. Parent (Eds.), Dordrecht: Kluwer Academic Publishers, NATO ASI
Series E: Applied Sciences - Vol. 275, pp. 321-329, 1994.
- Y. Y. Haimes, D. Li, V. Tulsiani,
E. Stakhiv, and D. Moser, "Flood loss
assessment with integrated measures," in Risk-Based Decision Making
in Water Resources, VI, Y. Y. Haimes, D. A. Moser and E. Z. Stakhiv (Eds.), American Society of Civil Engineering,
New York, 1994, pp. 219-233.
- T. Dolezal, Y. Y. Haimes, and
D. Li, "Water infrastructure risk ranking and filtering (WIRRF)
method," in Risk-Based Decision Making in Water Resources, VI, Y. Y.
Haimes, D. A. Moser and E. Z. Stakhiv (Eds.),
American Society of Civil Engineering, New York, 1994, pp. 56-72.
- F. C. Qian, B. W. Wan and D. Li, "Global
optimality for general multiple linear quadratic control in discrete time
systems," Preprints of the 14th IFAC World Congress, July 5-9, 1999, Beijing,
China, Vol. F, pp. 199-204.
- Y, Y, Haimes, D. Li, and V. Tulsiani,
"Multiobjective decision trees with
applications," submitted to IEEE International Conference on Systems,
Man and Cybernetics, Tokyo, Japan, October, 1999.
- L. S. Zhang and D. Li, "Global search in nonlinear
integer programming: Filled function approach," Proceedings of the
4th International Conference on Optimization: Techniques and Applications,
July 1 - 3, 1998, Perth, Australia, pp. 446-452.
- D. Li, "Recent development of p-th power Lagrangian
method," Proceedings of the IASTED International Conference,
Modelling, Simulation and Optimization, August 11-13, 1997, Singapore, pp.
237-240.
- S. S. Lam and D. Li, "General multiple
linear-quadratic control in discrete-time," Proceedings of the 35th
IEEE Conference on Decision and Control, December 11-13, 1996, Kobe,
Japan, pp. 4170-4171.
- D. Li, "Iterative parametric dynamic programming
for general multiple linear-quadratic control in discrete-time
systems," Proceedings of the International Conference on Control and
Information, Hong Kong, June 5-9, 1995, pp. 151-155.
- D. Li, "Achieving zero duality gap
in nonconvex optimization through convexification,"
Preprints of the 7th IFAC/IFORS/IMACS Symposium on Large Scale Systems: Theory
and Applications, London, UK, July 11-13, 1995, Vol. 2, pp. 665-668.
- J. H. Lambert, D. Li, and Y. Y. Haimes, "Extreme
values of monotonic functions and evaluation of catastrophic flood
loss," in Extreme Value Theory and Applications, Proceedings of the
Conference on the Extreme Value Theory and Applications, Volume 3,
Gaithersburg, MD, May, 1993, (Eds.) J. Galambos,
J. Lechner, and E. Simiu,
National Institute of Standards and Technology Special Publication 866,
Aug. 1994, pp. 157-164.
- S. L. Yu, D. Li, and B. Hwang, "Estimating
detention pond efficiency by a derived distribution approach,"
Proceedings of 1993 National Conference on Hydraulic Engineering and
International Symposium on Engineering Hydrology, American Society of
Civil Engineers, Hydraulics Division, July 25-30, 1993, San Francisco, pp.
671-676.
- J. E. Pannullo, D. Li, and Y.
Y. Haimes, "Value of information in assessing risk of extreme events:
A conjugate family approach," Conference Proceedings, 1993, IEEE
International Conference on Systems, Man and Cybernetics, Le Touquet, France, 17-20 October, 1993, Vol. 1, pp.
477-482.
- D. Li, "A four-level hierarchical control scheme
for large-scale general multiple linear-quadratic control problems,"
Preprints of the 12th IFAC World Congress, July 19-23, 1993, Sydney,
Australia, Vol. 6, pp. 307-311.
- D. Li, "On-line adjustment in general multiple
linear-quadratic control," Proceedings of the 32nd IEEE Conference on
Decision and Control, San Antonio, Texas, December 15-17, 1993, Vol. 4,
pp. 3331-3332.
- S. L. Yu, D. Li, and R. Field, "Derived
distribution approach to wet detention pond design," Proceedings of
the Sixth IAHR International Symposium on Stochastic Hydraulics, Taipei,
May 18-20, 1992, pp. 607-614.
- D. Li and Y. Y. Haimes, "Nonseparable
dynamic programming in discrete time systems," Proceedings of the
1991 American Control Conference, pp. 1263-1266, Boston, MA, June 26-28,
1991.
- Y. Y. Haimes and D. Li, "Toward an optimal
maintenance framework for deteriorating water distribution systems,"
Water Resources Update, Issue Number 86, Autumn,
1991, pp. 26-28.
- D. Li, "A new solution approach to Salukvadze's problem," Proceedings of the 1990
American Control Conference, pp. 409-414, San Diego, CA., May 23-25, 1990.
- D. Li and Y. Y. Haimes, "Impact analysis through multiobjective dynamic programming," preprints of
the 11th World Congress of IFAC, August 13-17, 1990, Tallinn, USSR.
- D. Li and Y. Y. Haimes, "A hierarchical generating
method with feasible decomposition," in Automatic Control - World Congress,
1987. Selected Papers from the 10th Triennial World Congress of The
International Federation of Automatic Control, Munich, West Germany,
27-31, July 1987, Oxford, UK: Pergamon, 1988,
Vol. VII, pp. 73-78.
- D. Li and Y. Y. Haimes, "Modeling and multiobjective decision making for conflict
resolution," Proceedings of 1986 IEEE International Conference on
Systems, Man and Cybernetics, pp. 358-362, Atlanta, Georgia, October
14-17, 1986.