| Optimal cardinality constrained portfolio selection J Gao, D Li Operations research 61 (3), 745-761, 2013 | 144 | 2013 |
| Optimal multi-period mean–variance policy under no-shorting constraint X Cui, J Gao, X Li, D Li European Journal of Operational Research 234 (2), 459-468, 2014 | 142 | 2014 |
| Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time J Gao, Y Xiong, D Li European Journal of Operational Research 249 (2), 647-656, 2016 | 54 | 2016 |
| Time cardinality constrained mean–variance dynamic portfolio selection and market timing: A stochastic control approach J Gao, D Li, X Cui, S Wang Automatica 54, 91-99, 2015 | 53 | 2015 |
| JD. com: Operations research algorithms drive intelligent warehouse robots to work H Qin, J Xiao, D Ge, L Xin, J Gao, S He, H Hu, JG Carlsson INFORMS Journal on Applied Analytics 52 (1), 42-55, 2022 | 51 | 2022 |
| Dynamic mean-LPM and mean-CVaR portfolio optimization in continuous-time J Gao, K Zhou, D Li, X Cao SIAM Journal on Control and Optimization 55 (3), 1377-1397, 2017 | 50 | 2017 |
| Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR MS Strub, D Li, X Cui, J Gao Journal of Economic Dynamics and Control 108, 103751, 2019 | 40 | 2019 |
| Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection X Cui, J Gao, Y Shi, S Zhu European Journal of Operational Research 276 (2), 781-789, 2019 | 38 | 2019 |
| Bayesian dynamic learning and pricing with strategic customers X Chen, J Gao, D Ge, Z Wang Production and Operations Management 31 (8), 3125-3142, 2022 | 35 | 2022 |
| A polynomial case of the cardinality-constrained quadratic optimization problem J Gao, D Li Journal of Global Optimization 56 (4), 1441-1455, 2013 | 32 | 2013 |
| Cardinality constrained linear-quadratic optimal control J Gao, D Li IEEE Transactions on Automatic Control 56 (8), 1936-1941, 2011 | 31 | 2011 |
| Complete statistical characterization of discrete-time LQG and cumulant control F Qian, J Gao, D Li IEEE Transactions on Automatic Control 57 (8), 2110-2115, 2011 | 28 | 2011 |
| Polynomially solvable cases of binary quadratic programs D Li, X Sun, S Gu, J Gao, C Liu Optimization and Optimal Control: Theory and Applications, 199-225, 2010 | 24 | 2010 |
| On duality gap in binary quadratic programming XL Sun, CL Liu, D Li, JJ Gao Journal of global optimization 53 (2), 255-269, 2012 | 20 | 2012 |
| Performance-first control for discrete-time LQG problems D Li, F Qian, J Gao IEEE transactions on automatic control 54 (9), 2225-2230, 2009 | 20 | 2009 |
| Explicit solution for constrained scalar-state stochastic linear-quadratic control with multiplicative noise W Wu, J Gao, D Li, Y Shi IEEE Transactions on Automatic Control 64 (5), 1999-2012, 2018 | 17 | 2018 |
| Optimization and control for systems in the big-data era: theory and applications TM Choi, J Gao, JH Lambert, CK Ng, J Wang Springer, 2017 | 17 | 2017 |
| On continuous-time constrained stochastic linear–quadratic control W Wu, J Gao, JG Lu, X Li Automatica 114, 108809, 2020 | 16 | 2020 |
| On cardinality constrained mean-CVaR portfolio optimization R Cheng, J Gao The 27th Chinese Control and Decision Conference (2015 CCDC), 1074-1079, 2015 | 14 | 2015 |
| Multi-period mean–variance portfolio optimization with management fees X Cui, J Gao, Y Shi Operational Research 21 (2), 1333-1354, 2021 | 13 | 2021 |
Duan LiCity University of Hong Kong + The Chinese University of Hong Kong + University of VirginiaVerified email at cityu.edu.hk