Duan Li's Publication List:

• Optimization and Control
• Statistical and Decision Analysis

• Optimization and Control
• Statistical and Decision Analysis

• D. Li and X. L. Sun, Nonlinear Integer Programming, Springer, Boston, 2006.

Optimization and Control

• H. Z. Luo, X. L. Sun and D. Li, "On the convergence of augmented Lagrangian methods for constrained global optimization," SIAM Journal on Optimization, Vol. 18, No. 4, pp. 1209-1230, 2007.
• J. F. Liang, S. Z. Zhang and D. Li, "Optioned portfolio selection: Models and analysis," accepted for publication in Mathematical Finance, 2007.
• D. Li, X. L. Sun, J. Wang and K. McKinnon, "Convergent Lagrangian and domain cut method for nonlinear knapsack problems," accepted for publication in Computational Optimization and Applications, 2007.
• D. Li, F. C. Qian and P. L. Fu, "Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters," AUTOMATICA, Vol. 44, No. 1, pp. 119-127, January 2008.
• J. Wang, D. Li and X. L. Sun, "A revised Taha's algorithm for polynomial 0-1 programming," Optimization, Vol. 56, Nos. 5-6, pp. 699-713, Oct.-Dec. 2007.
• Z. Y. Wu, D. Li, L. S. Zhang and X. M. Yang, "Peeling off a nonconvex cover of an actual convex problem: Hidden convexity," SIAM Journal on Optimization, Vol. 18, No. 2, pp. 507-536, 2007.
• D. Li, J. Wang and X. L. Sun, "Computing exact solution to nonlinear integer programming: Convergent Lagrangian and objective level cut method," Journal of Global Optimization, Vol. 39, No. 1, pp. 127-154, 2007.
• T. M. Choi, D. Li and H. M. Yan, "Channel coordination in supply chains with agents having mean-variance objectives," OMEGA, Vol. 36, pp. 565-576, 2008.
• X. L. Sun, H. B. Sheng and D. Li, "An exact algorithm for 0-1 polynomial knapsack problems," accepted for publication in Journal of Industrial and Management Optimization, 2007.
• T. M. Choi, D. Li and H. M. Yan, "Mean-variance analysis of a single supplier and retailer supply chain under a return policy," European Journal of Operational Research, Vol. 184, pp. 356-376, 2008.
• C. K. Ng, D. Li and L. S. Zhang, "Discrete global descent method for discrete global optimization and nonlinear integer programming," Journal of Global Optimization, Vol. 37, No. 3, pp. 357-379, 2007.
• D. Li, X. L. Sun and F. L. Wang, "A convergent Lagrangian and contour-cut method for nonlinear integer programming with a quadratic objective function," SIAM Journal on Optimization, Vol. 17, No. 2, pp. 372-400, 2006.
• M. C. Chiu and D. Li, "Asset and liability management under a continuous-time mean-variance optimization framework," Insurance: Mathematics and Economics, Vol. 39, pp. 330-355, 2006.
• D. Li, X. L. Sun and J. Wang, "Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selection," Mathematical Finance, Vol. 16, No. 1, pp. 83-101, 2006.
• Y. B. Zhao, F. C. Fang and D. Li, "Constructing generalized mean functions using convex functions with regularity conditions," SIAM Journal on Optimization, Vol. 17, No. 1, pp. 37-51, 2006.
• X. L. Sun, H. Z. Luo and D. Li, "Convexification of nonsmooth monotone functions," Journal of Optimization Theory and Applications, Vol. 132, No. 2, pp. 339-351, 2007.
• X. L. Sun, N. Ruan and D. Li, "An efficient algorithm for nonlinear integer programming problems arising in series-parallelreliability systems," Optimization Methods and Software, Vol. 21, No. 4, 617-633, 2006.
• X. L. Sun, D. Li and K. McKinnon, "On saddle points of augmented Lagrangians for constrained nonconvex optimization", SIAM Journal on Optimization, Vol. 15, No. 4, pp. 1128-1146, 2005.
• D. Li and X. L. Sun, "Towards strong duality in integer programming", Journal of Global Optimization, Vol. 35, pp. 255-282, 2006.
• Y. B. Zhao and D. Li, "A note on KKT points of homogeneous program", Journal of Optimization Theory and Applications, Vol. 130, No. 2, pp. 367-374, 2006.
• A. M. Rubinov, Z. Y. Wu and D. Li, "Hidden abstract convex functions", Journal of Nonlinear and Convex Analysis, Vol. 6, No. 1, 2005.
• Y. B. Zhao and D. Li, "A new path-following algorithm for nonlinear $P_*$ complementarity problems," Computational Optimization and Applications, March 2006 (on line).
• Y. F. Xu, C. L. Liu and D. Li, "Generalized nonlinear Lagrangian formulation for bounded integer programming", Journal of Global Optimization, Vol. 33, pp. 257 - 272, 2005.
• X. L. Sun, F. L. Wang and D. Li, "Exact algorithm for concave knapsack problems: Linear underestimation and partition method", Journal of Global Optimization, Vol. 33, pp. 15 - 30, 2005.
• D. Li, Z. Y. Wu, H. W. J. Lee, X. M. Yang and L. S. Zhang, "Hidden convex minimization," Journal of Global Optimization, Vol. 31, pp. 211-233, 2005.
• D. Li, X. L. Sun and K. McKinnon, "An exact solution method for reliability optimization in complex systems," Annals of Operations Research, Vol.133, pp. 129-148, 2005.
• S. S. Zhu, D. Li, X. Y. Zhou and S. Y. Wang, "Review and research issues on portfolio selection and financial optimization," Editorial Article, Journal of Management Sciences in China, Vol. 7, No. 6, pp. 1-12, 2004.
• E. W. Bai and D. Li, "Convergence of the iterative Hammerstein system," IEEE Transactions on Automatic Control, Vol. 49, No. 11, 1929 - 1940, 2004.
• C. K. Ng, L. S. Zhang, D. Li and W. W. Tian, "Discrete filled function method for discrete global optimization," Computational Optimization and Applications, Vol. 31, pp. 87 - 115, 2005.
• S. W. Lam, D. Li and S. Z. Zhang, "A value estimation approach to the Iri-Imai method for constrained convex optimization," Vol. 125, No. 3, pp. 591-608, Journal of Optimization Theory and Applications, 2005.
• D. Li, F. C. Qian and P. L. Fu, "Research on dual control," ACTA Automatica Sinica, Vol. 31, No. 1, pp. 32-42, 2005.
• T. M. Choi, D. Li and H. M. Yan, "Quick response policy with Bayesian information updates," accepted for publication in European Journal of Operational Research, 2004.
• S.-S. Zhu, D. Li and S.-Y. Wang, "Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation," IEEE Transactions on Automatic Control, Vol. 49, No. 3, pp. 447-457, 2004.
• Y. B. Zhao and D. Li, "A globally and locally superlinearly convergent non-interior-point algorithm for P0 LCPs," SIAM Journal on Optimization, Vol. 13, No. 4, pp. 1195-1221, 2003.
• J.-B. Yang and D. Li, "Normal vector identification and interactive tradeoff analysis using minimax formulation in multiobjective Optimization," IEEE Transactions on Systems, Man and Cybernetics - Part A: Systems and Humans, Vol. 32, No. 3, pp. 305-319, May 2002.
• D. Li, F. C. Qian and P. L. Fu, "Variance minimization approach for a class of dual control problems," IEEE Transactions on Automatic Control, Vol. 47, No. 12, pp. 2010-2020, December 2002.
• X. L. Sun and D. Li, "Optimality condition and branch and bound algorithm for constrained redundancy optimization problems," Optimization and Engineering, Vol. 3, pp. 53 - 65, 2002.
• Y. F. Xu and D. Li, "A nonlinear lagrangian dual for integer programming," Operations Research Letters, Vol. 30, pp. 401-407, 2002.
• L. S. Zhang, C. K. Ng, D. Li, and W. W. Tian, "A new filled function method for global optimization," Journal of Global Optimization, Vol. 28, pp. 17-43, 2004.
• Y. B. Zhao and D. Li, "Locating the least 2-norm solution of linear programs via a path-following method," SIAM Journal on Optimization, Vol. 12, No. 4, pp. 893-912, 2002.
• C. K. Ng, L. Z. Liao and D. Li, "A globally convergent and efficient method for unconstrained discrete-time optimal control," Journal of Global Optimization, Vol. 23, pp. 401-421, 2002.
• L. Z. Liao and D. Li, "Adaptive differential dynamic programming for multiobjective optimal control," Automatica, Vol. 38, pp. 1003-1015, 2002.
• Y. H. Dai, L. Z. Liao, and D. Li, "On restart procedures for the conjugate gradient method," Numerical Algorithms, Vol. 35, pp. 249-260, 2004.
• X. L. Sun and D. Li, "On the relationship between the integer and continuous solutions of convex programs," Operations Research Letters, Vol. 29, pp. 87-92, 2001.
• D. Li and X. L. Sun, "Existence of a saddle point in nonconvex constrained optimization," Journal of Global Optimization, Vol. 21, pp. 39-50, 2001.
• X. L. Sun, K. I. M. McKinnon and D. Li, "A convexification method for a class of global optimization problems with applications to reliability optimization," Journal of Global Optimization, Vol. 21, Issue 2, pp. 185-199, 2001.
• Y. B. Zhao and D. Li, "Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition," SIAM Journal on Control and Optimization, Vol. 40, No. 3, pp. 898-924, 2001.
• Y. B. Zhao and D. Li, "Monotonicity of fixed point and normal mappings associated with variational inequality and its application," SIAM Journal on Optimization, Vol. 11, No. 4, pp. 962-973, 2001.
• Y. B. Zhao and D. Li, "On a new homotopy continuation trajectory for nonlinear complementarity problems," Mathematics of Operations Research, Vol. 26, No. 1, pp. 119-146, 2001.
• X. L. Sun and D. Li, "Asymptotic strong duality for bounded integer programming: A logarithmic-exponential dual formulation," Mathematics of Operations Research, Vol. 25, No. 4, pp. 625-644, 2000.
• D. Li and X. L. Sun, "Convexification and existence of saddle point in a pth-power reformulation for nonconvex constrained optimization," Nonlinear Analysis, Vol. 47, pp. 5611-5622, 2001.
• D. Li, X. L. Sun, M. P. Biswal and F. Gao, "Convexification, concavification and monotonization in global optimization," Annals of Operations Research, Vol. 105, pp. 213-226, 2001.
• D. Li and X. L. Sun, "Success guarantee of dual search in integer programming: p-th power Lagrangian method," Journal of Global Optimization, Vol.18, No. 3, pp. 235-253, 2000.
• D. Li and D. J. White, "P-th power Lagrangian method for integer programming," Annals of Operations Research, Vol.98, pp. 151-170. 2000.
• L. Z. Liao and D. Li, "Successive method for general multiple linear-quadratic control problem in discrete-time," IEEE Transactions on Automatic Control, Vol. 45, No. 7, pp. 1380-1385, 2000.
• Y. B. Zhao and D. Li, "Strict feasibility conditions in nonlinear complementarity problems," Vol.107, No. 3, pp. 641-664, Journal of Optimization Theory and Applications, 2000.
• X. M. Yang, D. Li and S. Y. Wang, "Near-subconvexlikeness in vector optimization with set-valued functions," Journal of Optimization Theory and Applications, Vol. 110, No. 2, pp. 413-427, 2001.
• X. M. Yang and D. Li, "On properties of preinvex functions," Journal of Mathematical Analysis and Applications, Vol. 256, pp. 229-241, 2001.
• X. M. Yang and D. Li, "Semistrictly preinvex functions," Journal of Mathematical Analysis and Applications, Vol. 258, pp. 287-308, 2001.
• X. M. Yang, S. Y. Wang and D. Li, "Symmetric duality for a class of multiobjective programming," International Journal of Mathematics and Mathematical Sciences, Vol. 24, No. 9, pp. 617-625, 2000.
• X. Y. Zhou and D. Li, "Continuous time mean-variance portfolio selection: A stochastic LQ framework," Applied Mathematics and Optimization, Vol. 42, pp. 19-33, 2000.
• X. Q. Yang and D. Li, "Successive optimization method via parametric monotone composition formulation," Journal of Global Optimization, Vol. 16, pp. 355-369, 2000.
• D. Li and X. L. Sun, "Local convexification of the Lagrangian function in nonconvex optimization," Journal of Optimization Theory and Applications, Vol.104, No. 1, pp. 109-120, 2000.
• D. Li and W.-L. Ng, "Optimal dynamic portfolio selection: Multi-period mean-variance formulation," Mathematical Finance, Vol. 10, No. 3, pp. 387-406, 2000.
• D. Li, "Zero duality gap in integer programming: P-norm surrogate constraint method," Operations Research Letters, Vol. 25, No. 2, pp. 89-96, 1999.
• X. L. Sun and D. Li, "Logarithmic-exponential penalty formulation for integer programming," Applied Mathematics Letters, Vol. 12, No. 7, pp. 73-77, 1999.
• X. L. Sun and D. Li, "Value-estimation function method for constrained global optimization," Journal of Optimization Theory and Applications, Vol. 102, No. 2, 385-409, 1999.
• D. Li, J.-B. Yang and M. P. Biswal, "Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization," European Journal of Operational Research, Vol. 117, No. 1, pp. 84-99, 1999.
• D. Li, T.-F. Chan, and W.-L. Ng, "Safety-first dynamic portfolio selection," Dynamics of Continuous, Discrete and Impulsive Systems, Vol. 4, No. 4, pp. 585-600, 1998.
• M. P. Biswal, N. P. Biswal, and D. Li, "Probabilistic linear programming problems involving exponential random variables," European Journal of Operational Research, Vol. 111, No. 3, pp. 589-597, 1998.
• D. Li and M. P. Biswal, "Exponential transformation in convexifying noninferior frontier and exponential generating method," Journal of Optimization Theory and Applications, Vol. 99, No. 1, pp. 183-199, 1998.
• K. L. Teo, D. Li, and Y. Liu, "Perturbation feedback control in general multiple linear-quadratic control problems," IMA Journal of Mathematical Control and Information, Vol. 15, pp. 303-315, 1998.
• D. Li, "Saddle-point generation in nonlinear nonconvex optimization," Nonlinear Analysis, Vol. 30, No. 7, pp. 4339-4344, 1997.
• D. Li and C. W. Schmidt, "Cost smoothing in discrete-time linear-quadratic control," Automatica, Vol. 33, pp. 447-452, 1997.
• D. Li and J.-B. Yang, "Iterative parametric minimax method for a class of composite optimization problems," Journal of Mathematical Analysis and Applications, Vol. 198, pp. 64-83, 1996.
• D. Li, "Convexification of noninferior frontier," Journal of Optimization Theory and Applications, Vol. 88, No. 1, pp. 177-196, 1996.
• D. Li, "Zero duality gap for a class of nonconvex optimization problems," Journal of Optimization Theory and Applications, Vol. 85, No. 2, pp. 309-324, 1995.
• D. Li, "Iterative parametric dynamic programming and its application in reliability optimization,"Journal of Mathematical Analysis and Applications, Vol. 191, No. 3, pp. 589-607, 1995.
• D. Li and J. A. Burger, "Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems," Computer & Mathematics with Applications, Vol. 27, No. 9/10, pp. 59-66, 1994.
• D. Li, "On general multiple linear-quadratic control problems," IEEE Trans. on Automatic Control, Vol. 38, No. 11, pp. 1722-1727, 1993.
• D. Li, "Hierarchical control for large-scale systems with general multiple linear- quadratic structure," Automatica, Vol. 29, No. 6, pp. 1451-1461, 1993.
• D. Li and Y. Y. Haimes, "A decomposition method for optimization of large system reliability," IEEE Trans. on Reliability, Vol. 41, No. 2, pp. 183-189, 1992.
• D. Li and Y. Y. Haimes, "Optimal maintenance-related decisionmaking for deteriorating water distribution systems 1. Semi-Markovian model for a water main," Water Resources Research, Vol. 28, No. 4, pp. 1053-1061, 1992.
• D. Li and Y. Y. Haimes, "Optimal maintenance-related decisionmaking for deteriorating water distribution systems 2. Multilevel decomposition approach," Water Resources Research, Vol. 28, No. 4, pp. 1063-1070, 1992.
• D. Li and Y. Y. Haimes, "Extension of dynamic programming to nonseparable problems," Computer & Mathematics with Applications, Vol. 21, No. 11/12, pp. 51-56, 1991.
• D. Li, "On the minimax solution of multiple linear-quadratic problems," IEEE Trans. on Automatic Control, Vol. 35, No. 10, pp. 1153-1156, 1990.
• D. Li, "Multiple objectives and nonseparability in stochastic dynamic programming," International Journal of Systems Science, Vol. 21, No. 5, pp. 933-950, 1990.
• D. Li and Y. Y. Haimes, "New approach for nonseparable dynamic programming problems," Journal of Optimization Theory and Applications, Vol. 64, No. 2, pp. 311-330, 1990.
• D. Li and Y. Y. Haimes, "Multilevel methodology for a class of nonseparable optimization problems," International Journal of Systems Science, Vol. 21, No. 11, pp. 2351-2360, 1990.
• D. Li and Y. Y. Haimes, "Multiobjective dynamic programming: The state of the art," Control - Theory and Advanced Technology, Vol. 5, No. 4, pp. 471-483, 1989.
• Y. Y. Haimes and D. Li, "Hierarchical multiobjective analysis for large-scale systems: Review and current status," Automatica, Vol. 24, No.1, pp. 53-69, 1988.
• D. Li and Y. Y. Haimes, "A hierarchical generating method for large-scale multiobjective systems," Journal of Optimization Theory and Applications, Vol. 54, No. 2, pp. 303-333, 1987.
• D. Li and Y. Y. Haimes, "The envelope approach for multiobjective optimization problems," IEEE Trans. on Systems, Man, and Cybernetics, Vol. 17, No. 6, pp. 1026-1038, 1987.
• T. Yuan, D. Li, and Z. Zhang, "A recursive algorithm by using eigenvector method for identifying multivariable linear time-invariant system," Journal of Shanghai Jiaotong University, No. 2, 1983.
• W. Liu, E. Bai, D. Li, L. Cheng, R. Ma, H. Gu, D. Chen, and Z. Li, "An automatic device for measuring colour rendering index," Fudan Journal (Natural Science), No. 2, June, 1977.

Statistical and Decision Analysis

• T. M. Choi, D. Li and H. M. Yan, "Quick response policy with Bayesian information updates," European Journal of Operational Research, Vol. 170, pp. 788-808, 2005.
• T. M. Choi, D. Li and H. M. Yan, "Optimal returns policy for supply chain with E-marketplace," International Journal of Production Economics, Vol. 88, pp. 205-227, 2004.
• T. M. Choi, D. Li and H. M. Yan, "Optimal two-stage ordering policy with Bayesian information updating," Journal of the Operational Research Society, Vol. 54, No. 8, pp. 846-859, 2003.
• T. M. Choi, D. Li and H. M. Yan, "Optimal single ordering policy with multiple delivery modes," Computers \& Operations Research, Vol. 31, No. 12, pp. 1965-1984, 2004.
• T. M. Choi, D. Li and H. M. Yan, "Electronic marketplace for returned products in the publishing industry - A simulation analysis," Quarterly Journal of Electronic Commerce, Vol. 3, No. 4, pp. 357-373, 2002.
• J. H. Lambert, Y. Y. Haimes, D. Li, R. Schooff and V. Tulsiani, "Identification, ranking, and management of risks in a major system acquisition," Reliability Engineering and System Safety, Vol. 72, pp. 315-325, 2001.
• M. A. Chowdhury, N. J. Garber and D. Li, "A multiobjective methodology for highway safety resources allocation," Journal of Infrastructure Systems, Vol. 6, No. 4, 2000.
• J. S. Eisele, Y. Y. Haimes, N. Garber, D. Li, J. H. Lambert, P. Kuczminski, and M. Chowdhury, "The impact of improved vehicle design on highway safety," Reliability Engineering and System Safety, Vol. 54, No. 1, pp. 65-76, 1996.
• C. R. Schneiter, Y. Y. Haimes, D. Li, and J. H. Lambert, "Capacity reliability of water distribution networks and optimum rehabilitation decision making," Water Resources Research, Vol. 32, No. 7, pp. 2271-2278, 1996.
• P. Kuczminski, J. S. Eisele, N. Garber, R. Schwing, Y. Y. Haimes, D. Li, and M. Chowdhury, "Improvement of highway safety I: Identification of causal factors through fault-tree modeling," Risk Analysis, Vol. 15, No. 3, pp. 293-312, 1995.
• J. H. Lambert and D. Li, "Evaluating risk of extreme events: Results for monotonic functions," Journal of Water Resource Planning and Management, Vol. 120, No. 3, pp. 382-399, 1994.
• J. H. Lambert, N. C. Matalas, C. W. Ling, Y. Y. Haimes and D. Li, "Selection of probability distributions in characterizing risk of extreme events," Risk Analysis, Vol. 14, No. 5, pp. 731-742, 1994.
• D. Li, T. Dolezal, and Y. Y. Haimes, "Capacity reliability of water distribution networks," Reliability Engineering and System Safety, Vol. 42, No. 1, pp. 29-38, 1993.
• J. E. Pannullo, D. Li, and Y. Y. Haimes, "On the characteristics of extreme values for series systems," Reliability Engineering and System Safety, Vol. 40, No. 2, pp. 101-110, 1993.
• S. F. Romei, Y. Y. Haimes and D. Li, "Exact determination and sensitivity analysis of a risk measure of extreme events," Information and Decision Technologies, Vol. 18, No. 4, pp. 265-282, 1992.
• Y. Y. Haimes, J. H. Lambert, and D. Li, "Risk of extreme events in a multiobjective framework," Water Resources Bulletin, Vol. 28, No. 1, pp. 201- 209, 1992.
• J. Mitsiopoulos, Y. Y. Haimes and D. Li, "Approximating catastrophic risk through statistics of extremes," Water Resources Research, Vol. 27, No. 6, pp. 1223-1230, 1991
• Y. Y. Haimes and D. Li, "A hierarchical multiobjective framework for risk management," Automatica, Vol. 27, No. 3, pp. 579-584, 1991.
• V. Tulsiani, Y. Y. Haimes and D. Li, "Distribution analyzer and risk evaluator (DARE) using fault trees," Risk Analysis, Vol. 10, No. 4, pp. 521-538, 1990.
• Y. Y. Haimes, D. Li and V. Tulsiani, "Multiobjective decision tree method," Risk Analysis, Vol. 10, No. 1, pp. 111-129, 1990.
• D. Li and Y. Y. Haimes, "The uncertainty sensitivity index method (USIM) and its extension," Naval Research Logistics, Vol. 35, No. 6, pp. 655-672, 1988.

CONTRIBUTIONS IN ENCYCLOPEDIA:

• D. Li and Y. Y. Haimes, "Multiobjective optimization of large-scale systems: The envelope approach," in Systems and Control Encyclopedia, Supplementary Volume 1, M. G. Singh, (Ed.), Pergamon Press, 1990, pp. 437-444.
• Y. Y. Haimes and D. Li, "Hierarchical multiobjective systems," in Systems and Control Encyclopedia, Supplementary Volume 1, M. G. Singh, (Ed.), Pergamon Press, 1990, pp. 330-335.
• D. Li and Y. Y. Haimes, "Multiobjective analysis of large scale systems," in Encyclopedia of Physical Science and Technology, 1991 Yearbook, Academic Press, 1991, pp. 365-373. Also in Encyclopedia of Physical Science and Technology, second edition, Vol. 10, R. A. Meyers (Ed.), 1992, pp. 485-493.
• Y. Y. Haimes, D. Li, P. Karlsson, and J. Mitsiopoulos, "Extreme events: Risk management," in Systems and Control Encyclopedia, Supplementary Volume 1, M. G. Singh, (Ed.), Pergamon Press, 1990, pp. 259-265.

• D. Li and Y. Y. Haimes, "Decomposition technique in multiobjective discrete- time dynamic problems," in Control and Dynamic Systems, Vol. 28, C. T. Leondes, (Ed.), Academic Press, San Diego, 1988, pp. 109-180.
• Y. Y. Haimes and D. Li, "Multiobjective decision tree analysis in industrial systems," in Control and Dynamic Systems, Vol. 36, C. T. Leondes, (Ed.), Academic Press, San Diego, 1990, pp. 1-17.
• D. Li and Y. Y. Haimes, "Multiobjective control of risk of extreme events in dynamic systems," in Multiple Criteria Decision Making, A. Goicoechea, L. Duckstein, and S. Zionts (Eds.), Springer-Verlag, New York, 1992, pp. 199-210.
• D. Li and Y. Y. Haimes, "Using multiobjective optimization as a separation strategy for nonseparable problems," in Multiple Criteria Decision Making: Expand and Enrich the Domains of Thinking and Application, G. H. Tzeng, H. F. Wang, U. P. Wen, and P. L. Yu (Eds.), Springer-Verlag, New York, 1994, pp. 109-117.
• X. Y. Zhou and D. Li, "Explicit efficient frontier of a continuous-time mean-variance portfolio selection problem," in Control of Distributed Parameter and Stochastic Systems, S. Chen, X. Li, J. Yong and X. Y. Zhou (Eds.), Kluwer, Boston, 1999, pp. 323-330.
• X. L. Sun and D. Li, "New dual formulations in constrained integer programming," in Progress in Optimization II, X. Q. Yang, A. I. Mees, M. E. Fisher, and L. S. Jennings (Eds.), Kluwer, 2000, pp. 79-91.
• D. Li and X. L. Sun, "Nonlinear Lagrangian methods in constrained nonlinear optimization," in Optimization Methods and Applications, X. Q. Yang, K. L. Teo and L. Caccetta (Eds.), Kluwer, 2001, pp. 267-277.
• D. Li, "Time-varying trade-offs in multiobjective dynamic programming," in New Frontiers of Decision Making for the Information Technology Era, M. Zeleny and Y. Shi (Eds.), World Scientific Publishing Co., 2000, pp. 196-206.
• D. Li, Z. Y. Wu, H. W. J. Lee, X. M. Yang and L. S. Zhang, "Identification of hidden convex minimization problems", in Generalized Convexity, Generalized Monotonicity and Applications, A. Eberhard, N. Hadjisavvas and D. T. Luc (Eds.), Springer, 2003, pp. 299-309.

Statistical and Decision Analysis

• D. Li and Y. Y. Haimes, "Risk management in a hierarchical multiobjective framework," in Toward Interactive and Intelligent Decision Support Systems, Proceeding, Kyoto, Japan, 1986, Y. Sawaragi, K. Inoue, and H. Nakayama (Eds.), Springer-Verlag, Berlin, 1987, Vol. 2, pp. 180-189.
• Y. Y. Haimes, D. Li, and E. Z. Stakhiv, "Selection of optimal flood warning threshold," in Risk-Based Decision Making in Water Resources, Y. Y. Haimes and E. Z. Stakhiv (Eds.), American Society of Civil Engineering, New York, 1990, pp. 74-90.
• Y. Y. Haimes, D. Li, and E. Z. Stakhiv, "Optimal flood warning threshold and a case study in Milton, Pennsylvania," in NATO ASI Series, Vol. G29, Water Resources Engineering Risk Assessment, J. Ganoulis (Ed.), Springer-Verlag, Heidelberg, 1992, pp. 337-362.
• D. Li, Y. Y. Haimes, E. Stakhiv, and D. Moser, "Optimal flood warning threshold: A case study in Connesville, Pennsylvania," in Risk-Based Decision Making in Water Resources V, Y. Y. Haimes, D. A. Moser and E. Z. Stakhiv (Eds.), American Society of Civil Engineering, New York, 1992, pp. 260-283.
• J. H. Lambert, D. Li, and Y. Y. Haimes, "Risk of extreme events under uncertain physical conditions," in Engineering Risk in Natural Resources Management, L. Duckstein and E. Parent (Eds.), Dordrecht: Kluwer Academic Publishers, NATO ASI Series E: Applied Sciences - Vol. 275, pp. 321-329, 1994.
• Y. Y. Haimes, D. Li, V. Tulsiani, E. Stakhiv, and D. Moser, "Flood loss assessment with integrated measures," in Risk-Based Decision Making in Water Resources, VI, Y. Y. Haimes, D. A. Moser and E. Z. Stakhiv (Eds.), American Society of Civil Engineering, New York, 1994, pp. 219-233.
• T. Dolezal, Y. Y. Haimes, and D. Li, "Water infrastructure risk ranking and filtering (WIRRF) method," in Risk-Based Decision Making in Water Resources, VI, Y. Y. Haimes, D. A. Moser and E. Z. Stakhiv (Eds.), American Society of Civil Engineering, New York, 1994, pp. 56-72.

• F. C. Qian, B. W. Wan and D. Li, "Global optimality for general multiple linear quadratic control in discrete time systems," Preprints of the 14th IFAC World Congress, July 5-9, 1999, Beijing, China, Vol. F, pp. 199-204.
• Y, Y, Haimes, D. Li, and V. Tulsiani, "Multiobjective decision trees with applications," submitted to IEEE International Conference on Systems, Man and Cybernetics, Tokyo, Japan, October, 1999.
• L. S. Zhang and D. Li, "Global search in nonlinear integer programming: Filled function approach," Proceedings of the 4th International Conference on Optimization: Techniques and Applications, July 1 - 3, 1998, Perth, Australia, pp. 446-452.
• D. Li, "Recent development of p-th power Lagrangian method," Proceedings of the IASTED International Conference, Modelling, Simulation and Optimization, August 11-13, 1997, Singapore, pp. 237-240.
• S. S. Lam and D. Li, "General multiple linear-quadratic control in discrete-time," Proceedings of the 35th IEEE Conference on Decision and Control, December 11-13, 1996, Kobe, Japan, pp. 4170-4171.
• D. Li, "Iterative parametric dynamic programming for general multiple linear-quadratic control in discrete-time systems," Proceedings of the International Conference on Control and Information, Hong Kong, June 5-9, 1995, pp. 151-155.
• D. Li, "Achieving zero duality gap in nonconvex optimization through convexification," Preprints of the 7th IFAC/IFORS/IMACS Symposium on Large Scale Systems: Theory and Applications, London, UK, July 11-13, 1995, Vol. 2, pp. 665-668.
• J. H. Lambert, D. Li, and Y. Y. Haimes, "Extreme values of monotonic functions and evaluation of catastrophic flood loss," in Extreme Value Theory and Applications, Proceedings of the Conference on the Extreme Value Theory and Applications, Volume 3, Gaithersburg, MD, May, 1993, (Eds.) J. Galambos, J. Lechner, and E. Simiu, National Institute of Standards and Technology Special Publication 866, Aug. 1994, pp. 157-164.
• S. L. Yu, D. Li, and B. Hwang, "Estimating detention pond efficiency by a derived distribution approach," Proceedings of 1993 National Conference on Hydraulic Engineering and International Symposium on Engineering Hydrology, American Society of Civil Engineers, Hydraulics Division, July 25-30, 1993, San Francisco, pp. 671-676.
• J. E. Pannullo, D. Li, and Y. Y. Haimes, "Value of information in assessing risk of extreme events: A conjugate family approach," Conference Proceedings, 1993, IEEE International Conference on Systems, Man and Cybernetics, Le Touquet, France, 17-20 October, 1993, Vol. 1, pp. 477-482.
• D. Li, "A four-level hierarchical control scheme for large-scale general multiple linear-quadratic control problems," Preprints of the 12th IFAC World Congress, July 19-23, 1993, Sydney, Australia, Vol. 6, pp. 307-311.
• D. Li, "On-line adjustment in general multiple linear-quadratic control," Proceedings of the 32nd IEEE Conference on Decision and Control, San Antonio, Texas, December 15-17, 1993, Vol. 4, pp. 3331-3332.
• S. L. Yu, D. Li, and R. Field, "Derived distribution approach to wet detention pond design," Proceedings of the Sixth IAHR International Symposium on Stochastic Hydraulics, Taipei, May 18-20, 1992, pp. 607-614.
• D. Li and Y. Y. Haimes, "Nonseparable dynamic programming in discrete time systems," Proceedings of the 1991 American Control Conference, pp. 1263-1266, Boston, MA, June 26-28, 1991.
• Y. Y. Haimes and D. Li, "Toward an optimal maintenance framework for deteriorating water distribution systems," Water Resources Update, Issue Number 86, Autumn, 1991, pp. 26-28.
• D. Li, "A new solution approach to Salukvadze's problem," Proceedings of the 1990 American Control Conference, pp. 409-414, San Diego, CA., May 23-25, 1990.
• D. Li and Y. Y. Haimes, "Impact analysis through multiobjective dynamic programming," preprints of the 11th World Congress of IFAC, August 13-17, 1990, Tallinn, USSR.
• D. Li and Y. Y. Haimes, "A hierarchical generating method with feasible decomposition," in Automatic Control - World Congress, 1987. Selected Papers from the 10th Triennial World Congress of The International Federation of Automatic Control, Munich, West Germany, 27-31, July 1987, Oxford, UK: Pergamon, 1988, Vol. VII, pp. 73-78.
• D. Li and Y. Y. Haimes, "Modeling and multiobjective decision making for conflict resolution," Proceedings of 1986 IEEE International Conference on Systems, Man and Cybernetics, pp. 358-362, Atlanta, Georgia, October 14-17, 1986.