URL: https://www.aimsciences.org/journal/1547-5816/2020/16/6

Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk
Meng Xue, Yun Shi and Hailin Sun 

Pricing dynamic fund protection under a Regime-switching Jump-diffusion model with stochastic protection level
Chao Xu, Yinghui Dong, Zhaolu Tian and Guojing Wang 
 
Admission control for finite capacity queueing model with general retrial times and state-dependent rates
Madhu Jain and Sudeep Singh Sanga 
 
Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty
Jutamas Kerdkaew and Rabian Wangkeeree 
 
An adaptively regularized sequential quadratic programming method for equality constrained optimization
Songqiang Qiu and Zhongwen Chen
 
How's the performance of the optimized portfolios by safety-first rules: Theory with empirical comparisons
Yuanyao Ding and Zudi Lu
 
Bargaining equilibrium in a two-echelon supply chain with a capital-constrained retailer
Honglin Yang, Qiang Yan, Hong Wan and Wenyan Zhuo
 
Corporate and personal credit scoring via fuzzy non-kernel SVM with fuzzy within-class scatter
Jian Luo, Xueqi Yang, Ye Tian and Wenwen Yu
 
An incremental nonsmooth optimization algorithm for clustering using L1 and L∞ norms
Burak Ordin, Adil Bagirov and Ehsan Mohebi
 
Optimal investment and reinsurance with premium control
Xin Jiang, Kam Chuen Yuen and Mi Chen
 
A robust reduced-order observers design approach for linear discrete periodic systems
Lingling Lv, Wei He, Xianxing Liu and Lei Zhang
 
Analysis of the queue lengths in a priority retrial queue with constant retrial policy
Arnaud Devos, Joris Walraevens, Tuan Phung-Duc and Herwig Bruneel
 
Transient analysis of N-policy queue with system disaster repair preventive maintenance re-service balking closedown and setup times
A. Azhagappan and T. Deepa
 
Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan
Huiling Wu, Xiuguo Wang, Yuanyuan Liu and Li Zeng
 
A two-priority single server retrial queue with additional items
Dhanya Shajin, A. N. Dudin, Olga Dudina and A. Krishnamoorthy
 
A zero-forcing beamforming based time switching protocol for wireless powered internet of things system
Hanyu Cao, Meiying Zhang, Huanxi Cai, Wei Gong, Min Su and Bin Li
 
Distributionally robust chance constrained problems under general moments information
Ke-Wei Ding, Nan-Jing Huang and Yi-Bin Xiao
 
An enhanced Genetic Algorithm with an innovative encoding strategy for flexible job-shop scheduling with operation and processing flexibility
Xuewen Huang, Xiaotong Zhang, Sardar M. N. Islam and Carlos A. Vega-Mejía
 
Optimality conditions for E-differentiable vector optimization problems with the multiple interval-valued objective function
Tadeusz Antczak and Najeeb Abdulaleem
 
Pairs trading with illiquidity and position limits
Menglu Feng, Mei Choi Chiu and Hoi Ying Wong
 
Numerical solution to an inverse problem on a determination of places and capacities of sources in the hyperbolic systems
Yegana Ashrafova and Kamil Aida-Zade
 
Some inequalities for the minimum M-eigenvalue of elasticity M-tensors
Jun He, Guangjun Xu and Yanmin Liu
 
Parametric Smith iterative algorithms for discrete Lyapunov matrix equations
Ai-Guo Wu, Ying Zhang and Hui-Jie Sun
 
Mean-CVaR portfolio selection model with ambiguity in distribution and attitude
Zhilin Kang, Xingyi Li and Zhongfei Li
 
Effect of disruption risk on a supply chain with price-dependent demand
Min Li, Jiahua Zhang, Yifan Xu and Wei Wang