已出版专著
出版物 作者 出版日期 出版社
Pacific Journal of Optimization:Special issue on Stochastic Programming and its Applications 陈小君 陈志平 林贵华2011-07-02Yokohama Publishers
近代优化方法 徐成贤 陈志平 李乃成 2002-01-04科学出版社
计算机数学 陈志平 徐宗本2001-08-04科学出版社
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已发表论文

 

英文文章:

 

1.  Jia Liu, Zhiping Chen, Abdel Lisser, Zhujia Xu. Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance. Applied      Mathematics & Optimization. To appear.

 

2.  Zhiping Chen, Qianhui Hu. On coherent risk measures induced by convex risk measures. Methodology and Computing in Applied Probability. 2018. 20(2):673-698.

 

3.  Zhiping Chen, Jie Jiang. Stability analysis of optimization problems with $k$-th order stochastic and distributionally robust dominance constraints induced by full random

     recourse. SIAM Journal on Optimization. 2018. 28(2):1396-1419.

 

4.  Zhiping Chen, Zhe Yan. Practical arbitrage-free scenario tree reduction methods and their applications in financial optimization. Applied Stochastic Models in Business

     and Industry. 2018.34(2):175-195.

 

5.  Jia Liu, Zhiping Chen. Time consistent multi-period robust risk measures and portfolio selection models with regime-switching. European Journal of Operational

     Research. 2018.268(1): 373-385.

 

6.  Jia Liu, Zhiping Chen, Yongchang Hui. Time consistent multi-period worst-case risk measure in robust portfolio selection. Journal of the Operations Research Society

     of China. 2018.6(1): 139-158. 

 

7.   Zhiping Chen, Zhe Yan. Scenario tree reduction methods through clustering nodes. Computers & Chemical Engineering. 2018.109:96-111..

 

8. Ruiyue Lin, Zhiping Chen, A directional distance based super-efficiency DEA model handling negative data. Journal of the Operational Research Society.

     2017.68(11):1312-1322.  

 

 9. Ruiyue Lin, Zhiping Chen, Modified super-efficiency DEA models for solving infeasibility under non-negative data set, INFOR: Information Systems and Operational

      Research, 2017: 1-21.

 

10. Ruiyue Lin, Zhiping Chen, Qianhui Hu, Zongxin Li. Dynamic network DEA approach with diversification to multi-period performance evaluation of funds. OR Spectrum.

      2017.39(3):821-860. 

 

11. Zhiping Chen, Jia Liu, Yongchang Hui. Recursive risk measures under regime switching and application in portfolio selection. Quantitative Finance. To appear. 

 

12. Wei Yang, Zhiping Chen, Fang Zhang. New group decision making method in intuitionistic fuzzy setting based on TOPSIS. Technological and Economic Development

      of Economy. 2017.23(3):441-461. 

 

13. Ruiyue Lin, Zhiping Chen, Zongxin Li. An equitable DEA-based approach for assigning fixed resources along with targets. Journal of the Operational Research

      Society. 2016.67(11):1373-1381. 

 

14. Li Yang, Zhiping Chen, Feng Zhang. Time consistency and time consistent generalized convex multistage risk measures. IMA Journal of Management Mathematics.

      2016.27(3): 419-437. 
 

15. Jia Liu, Abdel Lisser, Zhiping Chen. Stochastic geometric programming with joint probabilistic constraints. Electronic Notes in Discrete Mathematics 2016. 55: 49-52.

 

16. Ruiyue Lin, Zhiping Chen. An iterative method for determining weights in cross efficiency evaluation. Computers & Industrial Engineering. 2016.101(?): 91-102. 

 

17. Zhiping Chen, Jia Liu, Gang Li, Zhe Yan. Composite time consistent multi-period risk measure and its application in optimal portfolio selection. TOP. 2016.24(3): 515-540. 

 

18. Jia Liu, Abdel Lisser, Zhiping Chen. Stochastic geometric optimization with joint probabilistic constraints. Operations Research Letters. 2016.44(5): 687-691. 

 

19. Zhiping Chen, Giorgio Consigli, Jia Liu, Gang Li, Tianwen Fu and Qianhui Hu. Multi-period risk measures and dynamic risk control. Chapter 1 in Optimal Financial Decision

     Making under Uncertainty, 1-34, Springer’s International Series in Operations Research and Management Science. 2017.

 

20. Zhiping Chen, Qianhui Hu, Ruiyue Lin. Performance ratio based coherent risk measure and its application. Quantitative Finance. 2016.16(5): 681-693. 

 

21. Gang Li, Zhiping Chen, Jia Liu. The optimal policy of time consistent mean-variance model with regime switching. IMA Journal of Management Mathematics.

      2016.27(2): 211-234. )

 

22. Ruiyue Lin, Zhiping Chen. Fixed input allocation methods based on super CCR efficiency invariance and practical feasibility. Applied Mathematical Modelling.

      2016.40(9-10): 5377-5392.

 

23. Ruiyue Lin, Zhiping Chen, Zongxin Li. A new approach for allocating fixed costs among decision making units. Journal of Industrial and Management Optimization.

      2016.1(12): 211-228. 

 

24. Zhiping Chen, Jia Liu, Gang Li. Time consistent policy of multi-period mean-variance problem in stochastic markets. Journal of Industrial and Management

      Optimization. 2016.1(12): 229-249. 

 

25. Ruiyue Lin, Zhiping Chen. Super-efficiency measurement under variable return to scale: An approach based on a new directional distance function. Journal of the

     Operational Research Society. 2015.66(9): 1506-1510. 

 

26. Zhiping Chen, Zongxin Li,Liyuan Wang. Concentrated portfolio selection models based on historical data. Applied Stochastic Models in Business and Industry.

      2015.31(5): 649-668. 

 

27. Youpan Han, Zhiping Chen. Quantitative stability of full random two-stage stochastic programs with recourse. Optimization Letters. 2015.9(6): 1075-1090. 

 

28. Youpan Han, Zhiping Chen. Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs

       with mixed-integer recourse. Optimization. 2015.64(9): 1983-1997. 

 

29. Zhiping Chen, Youpan Han. Continuity and stability of two-stage stochastic programs with quadratic continuous recourse. Numerical Algebra, Control and

      Optimization. 2015.5(2): 197-209.

 

30. Han Youpan, Chen Zhiping, Zhang Feng. Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs. Applied Mathematics –A

      Journal of Chinese Universities. 2015.30(1): 102-110. 
 

31. Li Yang, Zhiping Chen, Qianhui Hu. Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios. China

      Finance Review International.2014.4(4): 360-384.

 

32. Zhiping Chen, Feng Zhang. Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse. Optimization Letters.2014.8(5): 1647-

      1662.

 

33. Zhiping Chen, Daobao Xu. Knowledge-based scenario tree generation methods and application in multi-period portfolio selection problem. Applied Stochastic Models in

      Business and Industry.2014.30(3): 240-257.

 

34. Xu Daobao, Chen Zhiping, Yu Guan. Scenario tree generation algorithms under MGARCH models. Journal of Engineering Mathematics。2014.31(3): 435-453。

 

35. Jia Liu, Zhiping Chen. Regime-dependent robust risk measures with application in portfolio selection. Procedia Computer Science. 2014. 31: 344 – 350.

 

36. Zhiping Chen, Gang Li, Yonggan Zhao. Time-Consistent Investment Policies in Markovian Markets: A Case of Mean-Variance Analysis. Journal of Economic Dynamics

      and Control. 2014.40: 293-316.

 

37. Qihong Duan, Ying Wei, Zhiping Chen. Relationship between the benchmark interest rate and a macroeconomic indicator. Economic Modelling.  2014.38: 220- 226. 

 

38. Zhiping Chen, Gang Li, Ju-e Guo. Optimal investment policy in the time consistent mean-variance formulation. Insurance: Mathematics and Economics. 2013.52(2):

      145-156.

 

39. Rui Gao, Zhiping Chen. A new class of time-consistent dynamic risk measures and its application. Technology and Investment. 2013.4(1B): 36-41.

 
 
40. Daobao Xu, Zhiping Chen, Li Yang. Scenario tree generation approaches using K-means and LP moment matching methods. Journal of Computational and Applied Mathematics. 2012.236(17): 4561-4579.
 
41. Zhiping ChenZhenxia Song. Dynamic portfolio optimization under multi-factor model in stochastic markets. OR Spectrum. 2012.34(4): 885-919.  
 
42. Wei Yang, Zhiping Chen. The Quasi-Arithmetic Intuitionistic Fuzzy OWA Operators. Knowledge-Based Systems. 2012.27: 219–233.  
 
43. Zhiping ChenWei Yang. A New Multiple Criteria Decision Making Method Based on Intuitionistic Fuzzy Information. Expert Systems With Applications. 2012.39(4):  4328–4334.
 
 
44. Zhiping Chen, Youpan Han. Quantitative stability of mixed-integer two-stage quadratic stochastic programs. Mathematical Methods of Operations Research. 2012.75(2): 149–163.
 
45. Zhiping Chen, Li Yang, Daobao Xu, Qianhui Hu. Tail Nonlinearly Transformed Risk Measure and its Application. OR Spectrum. 2012.34(4): 817-860. 
 
46. Wei Yang, Zhiping Chen. New aggregation operators based on the Choquet integral and 2-tuple linguistic information. Expert Systems With Applications.   2012.39(3): 2662–2668.
 
47. Zhiping ChenFeng Zhang, Li Yang. Postoptimality for mean-risk stochastic mixed-integer programs. Mathematical Methods of Operations Research. 2011.74(3): 445–465.
 
48. Zhiping Chen, Wei Yang. An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection. Mathematical and Computer Modelling. 2011.5411-12): 2802–2815.
 
49. Zhiping Chen,Qihong Duan. New models of trader beliefs and their application for explaining financial bubbles. Economic Modelling. 2011.28(5):2215-2227. 
 

50. Zhiping Chen, Li Yang. Nonlinearly weighted convex risk measure and its application. Journal of Banking & Finance. 2011.35(7): 1777-1793. 

 

51. Xiaojun Chen, Zhiping Chen, Gui-Hua Lin. Words from the guest editors. Pacific Journal of Optimization. 2011.7(2): 195-196. 
 
52. Youpan Han,Zhiping Chen. Quantitative stability of full random two-stage multi-objective stochastic programs. Pacific Journal of Optimization. 2011.7(2): 221-234. 
 
53. Zhiping Chen, Wei Yang. A new multiple attribute group decision making method in intuitionistic fuzzy setting. Applied Mathematical Modelling. 2011.35(9): 4424-4437. 
 
54. Chen ZhipingHan Youpan. Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs. Applied Mathematics –J. Chinese Univ. 2010.25(4): 391-399. 
 
55. Qihong Duan,Zhiping Chen,Dengfu Zhao. An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains. Mathematical Problems in Engineering. 2010.2010, Article ID 242567, doi:10.1155/2010/242567.
 
56. Robert J. Elliott, Zhiping Chen(通信作者),Qihong Duan.Insurance claims modulated by a hidden Brownian marked point process.Insurance: Mathematics and Economics. 2009.45(2):163–172.
 
57. Zhiping Chen, Zongben Xu. Continuity and Stability of a Quadratic Mixed-integer Stochastic Program. Numerical Functional Analysis and Optimization.  2009.30(5–6):462–477. 
 

58. Zhiping Chen,Yi Wang. Two-sided coherent risk measures and their application in realistic portfolio optimization. Journal of Banking & Finance. 2008.32

    (12),2667- 2673. 

 

59. Ruiyue Lin, Zhiping Chen. New DEA performance evaluation indices and their applications in the American fund market. Asia-Pacific Journal of Operational Research. 2008.25(4),421-450.
 
60. Yi Wang,Zhiping Chen, Kecun Zhang. A chance-constrained portfolio selection problem under -distribution. Asia-Pacific Journal of Operational Research. 2007.24(4),535-556.
 
61. W.G. Zhang, Ying-Luo Wang, Zhi-ping Chen, Zan-Kan Nie. Possibilistic mean-variance models and efficient frontiers for portfolio selection problem. Information Sciences.2007.177(13), 2787-2801. 
 
62. Zhiping Chen, Yi Wang. A new class of coherent risk measures based on p-norms and their applications. Applied Stochastic Models in Business and Industry. 2007.23(1),49-62.
 
63. Wang Yi,Chen Zhiping Zhang Kecun. Study on the interrelation of efficient portfolios and their frontier under t-distribution and various risk measures. Applied Mathematics –J. Chinese Univ. Ser.B, 2006.21(4), 369-382.
 
64. Zhiping Chen, Ruiyue Lin. Mutual fund performance evaluation using data envelopment analysis with new risk measures. OR Spectrum, 2006.28(3), 375-398. 
 
65. Zhiping Chen. Multiperiod consumption and portfolio decisions under the Multivariate GARCH model with transaction costs and CVaR-based risk control. OR Spectrum, 2005.27(4), 603-632. 
 
66. Zhiping Chen, K.C. Yuen. Optimal consumption and investment problems under GARCH with transaction costs. Mathematical Methods of Operations Research, 2005.61(2) ,219-237.
 
67. Zhiping Chen, Feng Xi. A New Branch-and-Bound Algorithm for Solving Large Complex Integer Convex Quadratic Programs. Chinese Journal of  Numerical Mathematics and Applications, 2005.27(1), 79-97.
 
68. Zhiping Chen. Existence, uniqueness, and determinacy of a nonnegative  equilibrium price vector in asset markets with general utility  functions and an elliptical distribution. Asia-Pacific Journal of Operational Research, 2004.21(3),393-405.
 
69. Chen Zhiping, Xu Chengxian, K.C. Yuen. Stochastic programming method for multiperiod consumption and investment problems with transactions costs.Journal of Systems Science and Complexity, 2004.17(1), 39-53.
 
70. Chen Zhiping. A new deterministic formulation for dynamic stochastic programming problems and its numerical comparison with others.  Numerical Mathematics---JCU. (《高校计算数学学报》英文版), 2003.12(2), 173-185.
 
71. Zhi-ping Chen, Cai-e Zhao. Sensitivity to estimation errors in mean-variance models. Acta Mathematicae Applicatae Sinica, English Series(《应用数学学报》英文版, Springer-Verlag出版), 2003.19(2), 255-266.
 
72. Chen Zhi-ping, Yuan Xiao-ling, Wang Yang. Existence and uniqueness of an equilibrium price vector in the asset market with short-selling and general utility functions. 应用数学2003.16(1), 103-108。
 
73. Zhiping Chen, Xu Chengxian. Global convergence of a general sampling algorithm for dynamic nonlinear stochastic programs. Numerical Functional Analysis and Optimization, 2002.23(5 & 6),495-514.
 
74. Zhi-Ping Chen, Cai-E Zhao. Is the MV efficient portfolio really that sensitive to estimation errors? Asia-Pacific Journal of Operational Research, 2002.19(2),149-168. 
 
75. Chen Zhiping, Zhao Caie, Wang Yang. Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling. Applied Mathematics –JCU (《高校应用数学学报》英文版), 2002.17B(3), 344-354.
 
76. Zhiping Chen, Application of contemporary education strategies to the teaching of operations research. The China Papers, Tertiary Science and Mathematics Teaching for the 21st Century, October 2002, 28-35.
 
77. Chen Zhiping. On the convergence of sampling algorithms for solving dynamic stochastic programming. Systems Science and Mathematical Sciences. 2000.13(4), 397-406.
 
78. Z. Chen, et al. Towards sequential sampling algorithms dynamic portfolio management. In C. Zopounidis eds. Operational Tools in the Management of Financial Risks, Kluwer Academic Publishers, 1997. 197-211.
 
79. Chen Zhiping, et al. A branch-and-price algorithm for solving the cutting strips problem. Applied Mathematics –JCU. 1997.12B(2), 215-224. 
 
80. Xu Chengxian, Chen Zhiping. A nonlinear model of multistage problem with recourse. 应用数学. 1996.9(2), 218-224.
 
81. Chen Zhiping, et al. A dual gradient method for solving a class of two-stage compensating problems, 应用数学. 1996.9(3), 266-271.
 
82. Xu Chengxian, Chen Zhiping. A minimizing algorithm for complex nonconvex nondifferentiable functions, Applied Mathematics –JCU. 1995.10B(2), 141-154.
 
83. Chen ZhipingXu Chengxian. Generalized duality theory of general multistage problem with recourse. Proceedings of Conference on Scientific and Engineering Computing for Young Chinese Scientitsts, The National Defence Industry Press, China, 1993, 123-128.
 
84. You Zhaoyong, Xu Chengxian, Chen Zhiping. Duality and optimality for multistage nonlinear stochastic programming with recourse. Proceedings of the Second International Conference on Numerical Optimization and its Applications, The Xi’an Jiaotong University Press,1991, 85-89.
 
85. Xu Chengxian, Chen Zhiping. A hybrid method for a class of semi-infinite programming. Journal of Chinese Engineering Mathematics, 1991.8(2), 9-18.
 
中文文章 :
 
1. 孙宗岐,陈志平。基于注资--阈值分红的随机微分投资--再保博弈。数学的实践与认识。2017.47(21), 108-121。
 
2. 张芳,陈志平. 图的最大二等分问题的新型条件梯度算法. 高等学校计算数学学报. 2014.36(1): 86-96.
 
3. 陈志平,宋振霞。Copula函数在多因子模型系数估计中的应用。系统工程理论与实践。2013.33(10): 2471-2478。EI检索(EI Accession
    Number 20135017075800)
 
4. 李 刚,陈志平。随机市场中均值-方差模型最优投资策略的时间不相容性及其修正。运筹学学报2013.17(4): 11-23
 
5. 段启宏, 陈志平(通讯作者),张改英。隐Brown运动驱动的Poisson过程强度估计量的强相合性。系统科学与数学。2013.33(7): 751-765.
 
6. 张春梅, 陈志平。基于CVaR的相对鲁棒投资组合问题研究。工程数学学报。2013.30(4): 525-534.
 
7. 王艳萍,陈志平,陈玉娜。多因子投资组合选择模型研究。工程数学学报。2012.29(6): 807-814.
 
8. 陈志平,张峰。离散约束条件下的实用投资组合选择模型。运筹与管理。2012.21(3): 159-169.
 
9. IPO规则研究小组(陈志平等)。IPO摇号:一种新方法的研究。证券市场导报,2012年03期(总第236期)
 
10. 王 懿,陈志平,杨 立。金融市场风险度量方法的发展。工程数学学报。2012.29(1): 1-22.
 
11. 陈志平,曹璇。基于风险厌恶度和分布划分的新型绩效评估指数及其应用。系统工程学报,2011.26(6): 760–767。
 
12. 王艳萍,陈志平,陈玉娜。因子结构下的新型多期投资组合选择模型。系统科学与数学,2011.31(7): 824–836.
 
13. 陈志平,王 懿。均值—ES框架下带交易费用的资本资产市场中均衡价格的存在性与确定。系统科学与数学,2011.31(5): 519–533.
 
14. 陈志平,刘嘉,程蓓。智能排班问题的概率约束规划模型与有效求解。工程数学学报。2010.27(6): 975-985。
 
15. 陈志平,华晔迪。确定风险企业评价体系中各指标权重的新方法。系统工程学报, 2009.24(3),375-379。
 
16. 陈志平,华晔迪,张卫国。新型风险投资组合选择模型。数学的实践与认识, 2009.39(4), 27-35.
 
17. 陈志平,陈玉娜。多因子结构下新型MV模型的解析解。中国运筹学会第九界学术交流会论文集。Global-Link Informatics Limited, Hong Kong. 2008,365-373.
 
18 .陈志平,王 懿,徐宗本。基于下半矩风险度量与分布的单向金融指数跟踪模型。应用数学学报, 2008.31(1), 24-34.
 
19. 王 懿,陈志平。 基于下半概率风险度量并兼顾收益分布厚尾性的新型金融指数跟踪模型。运筹学学报, 2007.11(3), 75-85.
 
20. 陈志平,朱国斌,许庆胜。影响收益的公司指标在最优投资组合选择中的应用。运筹与管理, 2007.16(3), 124-128.
 
21. 陈志平,林瑞跃. 基于DEA模型的基金业绩评估的主要方法。系统工程学报2005.20(1),73-83。
 
22. 陈志平,袁晓玲,郤 峰。多约束投资组合优化问题的实证研究。系统工程理论与实践2005.25(2),10-17。
 
23. 陈志平,郤 峰. 求解中大规模复杂凸二次整数规划问题的新型分枝定界算法。计算数学2004.26(4),445-458.
 
24. 袁晓玲,陈志平,凌宗平。中国股市上交易活动与股票预期收益关系的实证研究。当代经济科学2004.26(6), 98-103.
 
25. 陈志平, 李乃成,郤 峰.解复杂二次整数规划问题的新型分枝定界算法。工程数学学报. 2004.21(3), 371-376.
 
26. 林瑞跃,陈志平,凌宗平。组合DEA方法与成熟度模型对项目效益的评价。运筹与管理, 2004.13(2), 135-138.
 
27. 王 杨,杨绪普,陈志平. 资本市场中均衡价格向量的存在性。南京理工大学学报,2003.27(增刊), 11-15.
 
28. 赵彩娥,陈志平,王 杨. 仅有风险资产的市场存在非负均衡价格的充要条件。 西安交通大学学报, 2003.37(4), 435-438.
 
29. 陈志平,王 杨, 赵彩娥. 允许卖空时均衡价格的计算公式及其充要条件。 系统工程学报, 2002.17(6), 512-518。
 
30. 陈志平,许庆胜.复杂通信网络的结构分解法及其在可靠性分析中的应用。运筹与管理, 2002.11(5), 56-64.
 
31. 赵彩娥,陈志平. 求解不可微可分凸规划问题的对偶投影梯度法,西北大学学报,2001.31,1-5.
 
32. 徐宗本,陈志平,章祥荪. 遗传算法基础理论研究的新近发展。数学进展.2000.29(2), 97-114.
 
33. 陈志平等. 一般多阶段有补偿问题的间接单阶段化及其应用. 工程数学学报. 1998.15(4),69-75.
 
34. 陈志平等. 求解约束线性问题的光滑化广义有效集方法。工程数学学报. 1998.15(1),9-16. 
 
35. 陈志平, 高勇. 带随机过程的随机规划问题最优解集的过程特性与稳定性. 应用数学学报. 1997.20(3), 466-472.
 
36. 陈志平等. 一般形式多阶段有补偿问题的广义对偶理论. 数学研究与评论.1997.7(2),275-286.
 
37. 高勇,陈志平. 带随机过程的随机规划问题-最优值过程与最优解集过程的鞅性. 数学杂志. 1997.17(3),335-338.
 
38. 陈志平等. 不精确高斯—牛顿法的收敛性,工程数学学报,1997.14(4), 1-7.
 
39. 陈志平,高勇。带随机过程的随机规划问题最优解过程的平稳性与马氏性,纯粹数学与应用数学。1996.12(1),88-92。
 
40. 陈志平, 徐成贤. 求解非线性不可微多阶段有补偿问题的对偶次梯度算法,工程数学学报,1995.12(4),21-30.
 
41. 陈志平, 徐成贤.极小拟可微函数的一个二阶方法,工程数学学报,1995.12(2),84-88.
 
42. 陈志平. 一般形式多阶段有补偿问题的基本性质,西北大学学报,1995.25辑),123-128.
 
43. 游兆永,徐成贤,陈志平. 多阶段有补偿问题的对偶并行算法,高等学校计算数学学报1994,第四期,321-331。
 
44. 陈志平, 徐成贤. 求解不可微凸规划问题的区间算法。《最优化理论与应用》,西安电子科技大学出版社,1994,303-308。
 
45. 陈志平. 一类多阶段有补偿问题的可并行算法。首届中国青年运筹学学者大会论文集,1994,12-18。
 
46. 高勇, 陈志平. 带随机过程的随机规划问题的稳定性分析。中国工业与应用数学学会第三次大会文集,清华大学出版社,1994,222-226。
 
47. 陈志平, 徐成贤. 多阶段有补偿问题的非线性模型,纯粹数学与应用数学。1993.9(3), 20-29.
 
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