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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荣誉称号

 

英文文章: 

  1. Jie Jiang, Zhiping Chen. Quantitative stability analysis of two-stage stochastic linear programs with full random recourse. Numerical Functional Analysis and Optimization, To appear
  2. Zhiping Chen, Jie Jiang. Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse. Optimization Letters, To appear
  3. Zhiping Chen, Yu Mei, Jia Liu. Multivariate robust second-order stochastic dominance and resulting risk-averse optimization. Optimization, To appear
  4. Zhe Yan, Zhiping Chen, Giorgio Consigli, Jia Liu, Ming Jin. A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. Annals of Operations Research, To appear
  5. Ruiyue Lin, Zhiping Chen. A DEA-based method of allocating the fixed cost as a complement to the original input. International Transactions in Operational Research, To appear
  6. 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, 2019, 79(3): 671-693
  7. Jie Jiang, Zhiping Chen. Stability of multistage stochastic programs with quadratic objective functions. Chinese Journal of Engineering Mathematics, 2019, 36(2): 198-218
  8. Liyuan Wang, Zhiping Chen. Stochastic game theoretic formulation for a multi-period DC pension plan with state-dependent risk aversion. MDPI Mathematics, 2019, 7(1): 108
  9. Zongxin Li, Zhiping Chen, Yongchang Hui. Portfolio selection through Maslow’s need hierarchy theory. Applied Economics, 2019, 51(4): 364-372
  10. Liyuan Wang, Zhiping Chen. Nash Equilibrium Strategy for a DC Pension Plan with State-Dependent Risk Aversion: A Multiperiod Mean-Variance Framework. Discrete Dynamics in Nature and Society, 2018, Article ID 7581231, 17 pages
  11. Jie Jiang, Zhiping Chen. Quantitative stability of multistage stochastic programs via calm modifications. Operations Research Letters, 2018, 46(5): 543-547
  12. Zhiping Chen, Shen Peng, Jia Liu. Data-driven robust chance constrained problems: A mixture model approach. Journal of Optimization Theory and Applications, 2018, 179(3): 1065-1085
  13. Ruiyue Lin, Zhiping Chen. Modified super-efficiency DEA models for solving infeasibility under non-negative data set, INFOR: Information Systems and Operational Research, 2018, 56(3): 265-285
  14. Zhiping Chen, Qianhui Hu. On coherent risk measures induced by convex risk measures. Methodology and Computing in Applied Probability, 2018, 20(2): 673-698
  15. 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
  16. 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
  17. 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
  18. 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 
  19. Zhiping Chen, Zhe Yan. Scenario tree reduction methods through clustering nodes. Computers & Chemical Engineering, 2018, 109: 96-111
  20. 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
  21. 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
  22. Zhiping Chen, Jia Liu, Yongchang Hui. Recursive risk measures under regime switching applied to portfolio selection. Quantitative Finance, 2017, 17(9): 1457-1476
  23. 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
  24. Zhiping Chen, Giorgio Consigli, Jia Liu, Gang Li, Tianwen Fu and Qianhui Hu. Multi-period risk measures and optimal investment policies. Chapter 1 in Optimal Financial Decision Making under Uncertainty, 1-34, Springer’s International Series in Operations Research and Management Science, 2017
  25. 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
  26. 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
  27. Jia Liu, Abdel Lisser, Zhiping Chen. Stochastic geometric programming with joint probabilistic constraints. Electronic Notes in Discrete Mathematics, 2016, 55: 49-52
  28. Ruiyue Lin, Zhiping Chen. An iterative method for determining weights in cross efficiency evaluation. Computers & Industrial Engineering, 2016, 101: 91-102
  29. 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
  30. Jia Liu, Abdel Lisser, Zhiping Chen. Stochastic geometric optimization with joint probabilistic constraints. Operations Research Letters, 2016, 44(5): 687-691
  31. Zhiping Chen, Qianhui Hu, Ruiyue Lin. Performance ratio based coherent risk measure and its application. Quantitative Finance, 2016, 16(5): 681-693
  32. Gang Li, Zhiping Chen, Jia Liu. Optimal policy for a time consistent mean-variance model with regime switching. IMA Journal of Management Mathematics, 2016, 27(2): 211-234
  33. 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
  34. Ruiyue Lin, Zhiping Chen, Zongxin Li. A new approach for allocating fixed costs among decision making units. Journal of Industrial and Management Optimization, 2016, 12(1): 211-228
  35. 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, 12(1): 229-249
  36. 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
  37. 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
  38. Youpan Han, Zhiping Chen. Quantitative stability of full random two-stage stochastic programs with recourse. Optimization Letters, 2015, 9(6): 1075-1090
  39. 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
  40. 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.
  41. 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
  42. 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
  43. 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
  44. 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
  45. Xu Daobao, Chen Zhiping, Yu Guan. Scenario tree generation algorithms under MGARCH models. Chinese Journal of Engineering Mathematics, 2014, 31(3): 435-453
  46. Jia Liu, Zhiping Chen. Regime-dependent robust risk measures with application in portfolio selection. Procedia Computer Science, 2014, 31: 344-350
  47. 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
  48. Qihong Duan, Ying Wei, Zhiping Chen. Relationship between the benchmark interest rate and a macroeconomic indicator. Economic Modelling, 2014, 38: 220-226
  49. Cheng Bei, Zhiping Chen. Chance-constrained Active Index Tracking Model under Skew-t Distribution. International Journal of Applied Mathematics and Statistics, 2013, 42(12): 399-410
  50. Bei Cheng, Zhiping Chen, Jia Liu. Multi-Stage Financial Index Tracking Model Under GH Distribution. Pakistan Journal of Statistics, 2013, 29(5): 795-810
  51. 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
  52. Rui Gao, Zhiping Chen. A new class of time-consistent dynamic risk measures and its application. Technology and Investment, 2013, 4(1B): 36-41
  53. 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
  54. Zhiping Chen, Zhenxia Song. Dynamic portfolio optimization under multi-factor model in stochastic markets. OR Spectrum, 2012, 34(4): 885-919
  55. Wei Yang, Zhiping Chen. The Quasi-Arithmetic Intuitionistic Fuzzy OWA Operators. Knowledge-Based Systems, 2012, 27: 219-233
  56. Zhiping Chen, Wei Yang. A New Multiple Criteria Decision Making Method Based on Intuitionistic Fuzzy Information. Expert Systems With Applications, 2012, 39(4): 4328-4334
  57. Zhiping Chen, Youpan Han. Quantitative stability of mixed-integer two-stage quadratic stochastic programs. Mathematical Methods of Operations Research, 2012, 75(2): 149-163
  58. Zhiping Chen, Li Yang, Daobao Xu, Qianhui Hu. Tail Nonlinearly Transformed Risk Measure and its Application. OR Spectrum. 2012.34(4): 817-860
  59. 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
  60. Zhiping Chen, Feng Zhang, Li Yang. Postoptimality for mean-risk stochastic mixed-integer programs. Mathematical Methods of Operations Research, 2011, 74(3): 445-465
  61. Zhiping Chen, Wei Yang. An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection. Mathematical and Computer Modelling, 2011, 54(11-12): 2802-2815
  62. Zhiping Chen, Qihong Duan. New models of trader beliefs and their application for explaining financial bubbles. Economic Modelling, 2011, 28(5): 2215-2227
  63. Zhiping Chen, Li Yang. Nonlinearly weighted convex risk measure and its application. Journal of Banking & Finance, 2011, 35(7): 1777-1793
  64. Xiaojun Chen, Zhiping Chen, Gui-Hua Lin. Words from the guest editors. Pacific Journal of Optimization, 2011, 7(2): 195-196
  65. Youpan Han, Zhiping Chen. Quantitative stability of full random two-stage multi-objective stochastic programs. Pacific Journal of Optimization, 2011, 7(2): 221-234
  66. Zhiping Chen, Wei Yang. A new multiple attribute group decision making method in intuitionistic fuzzy setting. Applied Mathematical Modelling, 2011, 35(9): 4424-4437
  67. Chen Zhiping, Han Youpan. Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs. Applied Mathematics: A Journal of Chinese University, 2010, 25(4): 391-399
  68. Qihong Duan, Zhiping Chen, Dengfu Zhao. An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains. Mathematical Problems in Engineering, 2010, Article ID 242567, doi: 10.1155/2010/242567
  69. Robert J. Elliott, Zhiping Chen, Qihong Duan. Insurance claims modulated by a hidden Brownian marked point process. Insurance: Mathematics and Economics, 2009, 45(2): 163-172
  70. 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
  71. 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
  72. 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
  73. 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
  74. 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
  75. 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
  76. 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: A Journal of Chinese University, Ser. B, 2006, 21(4): 369-382
  77. Zhiping Chen, Ruiyue Lin. Mutual fund performance evaluation using data envelopment analysis with new risk measures. OR Spectrum, 2006, 28(3): 375-398
  78. 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
  79. 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
  80. 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
  81. 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
  82. 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
  83. Chen Zhiping. A new deterministic formulation for dynamic stochastic programming problems and its numerical comparison with others. Numerical Mathematics: A Journal of Chinese University, 2003, 12(2): 173-185
  84. Zhi-ping Chen, Cai-e Zhao. Sensitivity to estimation errors in mean-variance models. Acta Mathematicae Applicatae Sinica, English Series, 2003, 19(2): 255-266
  85. 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. Mathematica Applicata, 2003, 16(1): 103-108
  86. 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
  87. Zhiping 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
  88. 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: A Journal of Chinese Unviersity, 2002, 17B(3): 344-354
  89. 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
  90. Chen Zhiping. On the convergence of sampling algorithms for solving dynamic stochastic programming. Systems Science and Mathematical Sciences, 2000, 13(4): 397-406
  91. 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 
  92. Chen Zhiping, et al. A branch-and-price algorithm for solving the cutting strips problem. Applied Mathematics: A Journal of Chinese University, 1997, 12B(2): 215-224
  93. Xu Chengxian, Chen Zhiping. A nonlinear model of multistage problem with recourse. Mathematica Applicata, 1996, 9(2): 218-224
  94. Chen Zhiping, et al. A dual gradient method for solving a class of two-stage compensating problems, Mathematica Applicata, 1996, 9(3): 266-271
  95. Xu Chengxian, Chen Zhiping. A minimizing algorithm for complex nonconvex nondifferentiable functions. Applied Mathematics: A Journal of Chinese University, 1995, 10B(2): 141-154
  96. Chen Zhiping, Xu 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
  97. 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
  98. 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. 孙宗岐,陈志平。复合Poisson-Geometric风险下保险公司的最优投资--再保--混合分红策略。工程数学学报,2016, 33(5): 463-479
  3. 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
  4. 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
  5. 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
  6. 段启宏,陈志平,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
  7. 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
  8. 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
  9. 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
  10. 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)
  11. 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
  12. 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
  13. 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
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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
  19. 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
  20. 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
  21. 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
  22. 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
  23. 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
  24. 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
  25. 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
  26. 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
  27. 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
  28. 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
  29. 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
  30. 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
  31. 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
  32. 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
  33. 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
  34. 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
  35. 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
  36. 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
  37. 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
  38. 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
  39. 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
  40. 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
  41. 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
  42. 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
  43. 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(专辑): 123-128
  44. 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, (4): 321-331
  45. 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
  46. 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
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