Cardinality constrained linear-quadratic optimal control: Lower bounding scheme via scalar state space by semidefinite programming. - Jianjun Gao 001; Duan Li 002 (CDC, 2007)

On LQ control of discrete-time switched system with switching cost. - Jianjun Gao 001; Duan Li 002 (ECC, 2009)

Performance-First Control for Discrete-Time LQG Problems. - Duan Li 002; Fucai Qian; Jianjun Gao 001 (IEEE Trans. Autom. Control., 2009)

Adaptive robust tracking for uncertain system. - Fucai Qian; Jianjun Gao 001; Duan Li 002 (CDC, 2010)

Reachability determination in acyclic Petri nets by cell enumeration approach. - Duan Li 002; Xiaoling Sun 001; Jianjun Gao 001; Shenshen Gu; Xiaojin Zheng (Autom., 2011)

Cardinality Constrained Linear-Quadratic Optimal Control. - Jianjun Gao 001; Duan Li 002 (IEEE Trans. Autom. Control., 2011)

Linear-quadratic switching control with switching cost. - Jianjun Gao 001; Duan Li 002 (Autom., 2012)

On duality gap in binary quadratic programming. - Xiaoling Sun 001; Chunli Liu; Duan Li 002; Jianjun Gao 001 (J. Glob. Optim., 2012)

Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control. - Fucai Qian; Jianjun Gao 001; Duan Li 002 (IEEE Trans. Autom. Control., 2012)

Dynamic mean-CVaR portfolio optimization in continuous-time. - Jianjun Gao 001; Yan Xiong (ICCA, 2013)

The model of queuing theory based on the maintenance support of equipment of statistical simulation method. - Guihua Wang; Qiang Guo; Liqiang Jiang; Lipo Huang; Jianjun Gao 001 (Int. J. Model. Identif. Control., 2013)

Optimal Cardinality Constrained Portfolio Selection. - Jianjun Gao 001; Duan Li 002 (Oper. Res., 2013)

A polynomial case of the cardinality-constrained quadratic optimization problem. - Jianjun Gao 001; Duan Li 002 (J. Glob. Optim., 2013)

On optimal risk sensitive execution problem. - Wenbo Hu 004; Jianjun Gao 001 (ICCA, 2014)

Continuous-time mean-variance portfolio optimization with Safety-First Principle. - Yan Xiong; Jianjun Gao 001 (ICCA, 2014)

Optimal multi-period mean-variance policy under no-shorting constraint. - Xiangyu Cui; Jianjun Gao 001; Xun Li 002; Duan Li 002 (Eur. J. Oper. Res., 2014)

Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach. - Jianjun Gao 001; Duan Li 002; Xiangyu Cui; Shouyang Wang (Autom., 2015)

A polynomial case of convex integer quadratic programming problems with box integer constraints. - Chunli Liu; Jianjun Gao 001 (J. Glob. Optim., 2015)

Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time. - Jianjun Gao 001; Yan Xiong; Duan Li 002 (Eur. J. Oper. Res., 2016)

Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise. - Weipin Wu; Jianjun Gao 001; Duan Li 002; Yun Shi (CoRR, 2017)

Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time. - Jianjun Gao 001; Ke Zhou; Duan Li 002; Xi-Ren Cao (SIAM J. Control. Optim., 2017)

Optimization in curbing risk contagion among financial institutes. - Xiang-Shen Ye; Ruo-Bing Xue; Jianjun Gao 001; Xi-Ren Cao (Autom., 2018)

Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications. - Weiping Wu; Jianjun Gao 001; Junguo Lu; Xun Li 002 (CoRR, 2018)

Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. - Xiangyu Cui; Jianjun Gao 001; Yun Shi; Shushang Zhu (Eur. J. Oper. Res., 2019)

Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise. - Weiping Wu; Jianjun Gao 001; Duan Li 002; Yun Shi (IEEE Trans. Autom. Control., 2019)

On continuous-time constrained stochastic linear-quadratic control. - Weiping Wu; Jianjun Gao 001; Junguo Lu; Xun Li 002 (Autom., 2020)

Multi-period mean-variance portfolio optimization with management fees. - Xiangyu Cui; Jianjun Gao 001; Yun Shi (Oper. Res., 2021)

Betting market equilibrium with heterogeneous beliefs: A prospect theory-based model. - Dian Yu; Jianjun Gao 001; Tongyao Wang (Eur. J. Oper. Res., 2022)

A Customized Augmented Lagrangian Method for Block-Structured Integer Programming. - Rui Wang 060; Chuwen Zhang; Shanwen Pu; Jianjun Gao 001; Zaiwen Wen (IEEE Trans. Pattern Anal. Mach. Intell., 2024)

Limited Attention Allocation in a Stochastic Linear Quadratic System With Multiplicative Noise. - Xiangyu Cui; Jianjun Gao 001; Lingjie Kong; Yun Shi (IEEE Trans. Autom. Control., 2024)

Price Interpretability of Prediction Markets: A Convergence Analysis. - Jianjun Gao 001; Zizhuo Wang 001; Weiping Wu; Dian Yu (Oper. Res., 2025)