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Jie Jiang
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Year
Regularized two-stage stochastic variational inequalities for Cournot-Nash equilibrium under uncertainty
J Jiang, Y Shi, X Wang, X Chen
arXiv preprint arXiv:1907.07317, 2019
282019
Stability Analysis of Optimization Problems with kth order stochastic and distributionally robust dominance constraints induced by full random recourse
C Zhiping, J Jie
SIAM Journal on Optimization 28 (2), 1396–1419, 2018
142018
Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
J Jiang, H Sun, B Zhou
Numerical Algorithms 89 (1), 167-194, 2022
132022
Quantitative analysis for a class of two-stage stochastic linear variational inequality problems
J Jiang, X Chen, Z Chen
Computational Optimization and Applications 76 (2), 431-460, 2020
132020
Optimality conditions for nonsmooth nonconvex-nonconcave min-max problems and generative adversarial networks
J Jiang, X Chen
SIAM Journal on Mathematics of Data Science 5 (3), 693-722, 2023
112023
Regularized sample average approximation approach for two-stage stochastic variational inequalities
J Jiang, S Li
Journal of Optimization Theory and Applications 190, 650-671, 2021
82021
Statistical robustness of two-stage stochastic variational inequalities
J Jiang, S Li
Optimization Letters 16 (9), 2591-2605, 2022
52022
Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
J Jiang, X Chen
Mathematical Programming 198 (2), 1449-1484, 2023
42023
Monotonicity and complexity of multistage stochastic variational inequalities
J Jiang, H Sun
Journal of Optimization Theory and Applications 196 (2), 433-460, 2023
42023
On complexity of multistage stochastic programs under heavy tailed distributions
J Jiang, S Li
Operations Research Letters 49 (2), 265-269, 2021
42021
Rates of convergence of sample average approximation under heavy tailed distributions
J Jiang, Z Chen, X Yang
To preprint on Optimization Online, 2020
42020
Quantitative stability analysis of two-stage stochastic linear programs with full random recourse
J Jiang, Z Chen
Numerical Functional Analysis and Optimization 40 (16), 1847-1876, 2019
42019
Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse
Z Chen, J Jiang
Optimization Letters, 2019
32019
Quantitative stability of multistage stochastic programs via calm modifications
J Jiang, Z Chen
Operations Research Letters 46 (5), 543-547, 2018
32018
Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
JX Liu, SJ Li, J Jiang
Applicable Analysis 101 (8), 3122-3138, 2022
22022
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
S Peng, J Jiang
Computational Optimization and Applications 80 (1), 153-184, 2021
22021
Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts.
J Jiang, Z Chen, H Hu
Journal of Industrial & Management Optimization 17 (5), 2021
12021
Quantification and convergence analysis of two-stage stochastic variational inequality problems
J Jiang
Hong Kong Polytechnic University, 2019
12019
Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation
J Jiang, S Peng
European Journal of Operational Research 313 (2), 616-627, 2024
2024
Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities
B Zhou, J Jiang, Y Song, H Sun
Numerical Algorithms, 1-33, 2024
2024
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