1.Xiao, H., Zhou, Z., Ren, T., Bai, Y., & Liu, W. (2019). Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns. Communications in Statistics-Theory and Methods, 1-38.
2.Shen, W., Ge, L., & Liu, W. (2019). Stochastic galerkin method for optimal control problem governed by random elliptic pde with state constraints. Journal of Scientific Computing, 78(3), 1571-1600.
3.Bo, G., Liu, W., Tang, T., Zhao, WD., and Zhou, T., (2018), An efficient gradient projection method for stochastic optimal control problems, SIAM J. NUMER. ANAL. 55(6), 2982–3005. • Gong, W., Liu, W., Tan, Z., & Yan, N. (2018). A convergent adaptive finite element method for elliptic Dirichlet boundary control problems. IMA Journal of Numerical Analysis. 38(4), 1985-2015.
4.Ge, L., Yan, N., Wang, L., Liu, W., & Yang, D. (2018). Heterogeneous multiscale method for optimal control problem governed by elliptic equations with highly oscillatory coefficients. Journal of Computational Mathematics, 36(5), 644-665.
5.Du, N., Wang, H., & Liu, W. (2016). A fast gradient projection method for a constrained fractional optimal control. Journal of Scientific Computing, 68(1), 1-20.
6.Sun, T., Shen, W., Gong, B., & Liu, W. (2016). A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control. Journal of Scientific Computing, 67(2), 405-431
7.Liu, W., Zhou, Z., Liu, D., & Xiao, H. (2015). Estimation of portfolio efficiency via DEA. Omega, 52, 107-118.
