Jianqiang Cheng

Journals/Publications

• Cheng, J., Chen, R. L., Najm, H. N., Pinar, A., Safta, C., & Watson, J. (2018). Chance-constrained economic dispatch with renewable energy and storage. Computational Optimization and Applications, 70(2), 479--502.
• Cheng, J., Li-Yang, C. R., Najm, H. N., Pinar, A., Safta, C., & Watson, J. (2018). Distributionally Robust Optimization with Principal Component Analysis. SIAM Journal on Optimization, 28(2), 1817--1841.
• Gicquel, C., & Cheng, J. (2018). A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand. Annals of Operations Research, 264(1-2), 123--155.
• Bomze, I. M., Cheng, J., Dickinson, P. J., & Lisser, A. (2017). A fresh CP look at mixed-binary QPs: new formulations and relaxations. Mathematical Programming, 166(1-2), 159--184.
• Cheng, J., Leung, J., & Lisser, A. (2016). New reformulations of distributionally robust shortest path problem. Computers & Operations Research, 74, 196--204.
• Cheng, J., Leung, J., & Lisser, A. (2016). Random-payoff two-person zero-sum game with joint chance constraints. European Journal of Operational Research, 252(1), 213--219.
• Cheng, J., Lisser, A., & Leung, J. (2016). Stochastic nonlinear resource allocation problem. Electronic Notes in Discrete Mathematics, 52, 165--172.
• Cheng, J., & Lisser, A. (2015). Maximum probability shortest path problem. Discrete Applied Mathematics, 192, 40--48.
• Cheng, J., Houda, M., & Lisser, A. (2015). Chance constrained 0--1 quadratic programs using copulas. Optimization Letters, 9(7), 1283--1295.
• Cheng, J., Delage, E., & Lisser, A. (2014). Distributionally robust stochastic knapsack problem. SIAM Journal on Optimization, 24(3), 1485--1506.
• Gicquel, C., Cheng, J., & Lisser, A. (2014). A joint chance-constraint programming approach for a stochastic lot-sizing problem. Program Schedule, 21.
• Cheng, J., & Lisser, A. (2013). A completely positive representation of 0--1 linear programs with joint probabilistic constraints. Operations Research Letters, 41(6), 597--601.
• Cheng, J., Lisser, A., & Letournel, M. (2013). Distributionally robust stochastic shortest path problem. Electronic Notes in Discrete Mathematics, 41, 511--518.
• Cheng, J., & Lisser, A. (2012). A second-order cone programming approach for linear programs with joint probabilistic constraints. Operations Research Letters, 40(5), 325--328.
• Cheng, J., Shen, H., & He, Y. (2010). Improved estimator of the continuous-time kernel estimator. Journal of Shanghai University (English Edition), 14(6), 442-451.

Proceedings Publications

• Karimi, R., Dabiri, A., Cheng, J., & Butcher, E. A. (2018). Probabilistic-Robust Optimal Control for Uncertain Linear Time-delay Systems by State Feedback Controllers with Memory. In 2018 Annual American Control Conference (ACC).
• Xu, C., Cheng, J., & Lisser, A. (2015). A Sampling Method to Chance-constrained Semidefinite Optimization. In Proceedings of the International Conference on Operations Research and Enterprise Systems, 75-81.
• Xu, C., Cheng, J., & Lisser, A. (2015). Stochastic Semidefinite Optimization Using Sampling Methods. In International Conference on Operations Research and Enterprise Systems, 93-103.
• Cheng, J., Gicquel, C., & Lisser, A. (2014). A modified sample approximation method for chance constrained problems. In SIAM Conference on optimization 2014.
• Gicquel, C., & Cheng, J. (2014). Solving a stochastic lot-sizing problem with a modified sample approximation approach.. In 44th International Conference on Computers and Industrial Engineering.
• Gicquel, C., Cheng, J., & Lisser, A. (2014). A joint chance-constraint programming approach for a stochastic lot-sizing problem. In Proceedings International Workshop on Lot-sizing, IWLS, Porto, Portuga.
• Nu~nez, B., Adasme, P., Soto, I., Cheng, J., Letournel, M., & Lisser, A. (2014). A chance constrained approach for uplink wireless OFDMA networks. In Communication Systems, Networks & Digital Signal Processing (CSNDSP), 2014 9th International Symposium on.
• Nuñez, B., Adasme, P., Soto, I., Cheng, J., Letournel, M., & Lisser, A. (2014). A chance constrained approach for uplink wireless OFDMA networks. In Communication Systems, Networks & Digital Signal Processing (CSNDSP), 2014 9th International Symposium on, 754-757.
• Cheng, J., Gicquel, C., & Lisser, A. (2012). A second-order cone programming approximation to joint chance-constrained linear programs. In International Symposium on Combinatorial Optimization, 71-80.
• Cheng, J., Kosuch, S., & Lisser, A. (2012). Stochastic Shortest Path Problem with Uncertain Delays.. In ICORES, 256-264.