17 citations · 18 across the 3 of their papers we have counts for
3 papers
math.OC2021★ 1 cited
Multistage Utility Preference Robust Optimization
Jia Liu, Zhiping Chen, Huifu Xu
In this paper, we consider a multistage expected utility maximization problem where the decision maker's utility function at each stage depends on historical data and the informati…
math.OC2021
Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
Yu Mei, Jia Liu, Zhiping Chen
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability…
stat.ME2018★ 17 cited
Bayesian model-based spatiotemporal survey design for log-Gaussian Cox process
Jia Liu, Jarno Vanhatalo
In geostatistics, the design for data collection is central for accurate prediction and parameter inference. One important class of geostatistical models is log-Gaussian Cox proces…