Yan-Kui Liu, Ph.D.
Professor
Risk Management and Financial Engineering Lab
College of Mathematics and Computer Science
Hebei University
Baoding 071002, China

Tel: +86.312.5066629
Fax: +86.312.5066629
E-mail: yliu@mail.hbu.edu.cn
E-mail: liuyankui@cmc.hbu.cn
http://www.orsc.edu.cn/~yliu


Dr. Liu's research is in optimization under uncertainty and related fields. Uncertainty in an optimization problem may be introduced in many ways such as probabilistic uncertainty and possibilistic uncertainty. The fuzzy programming methodology extends linear and nonlinear programming models by assigning a possibility distribution to the uncertain parameters in a problem. The fuzzy random programming methodology combines both fuzziness and randomness in an optimization setting, and the uncertain parameters are characterized by fuzzy random variables. Since such uncertain programming problems include parameters defined only through a possibility distribution or a probability distribution, they are inherently infinite-dimensional optimization problems. Therefore, algorithmic procedures for solving them must rely on approximation schemes or heuristic algorithms. Even then, the approximating problems may be extremely large, and solution procedures will depend largely on the structures of the underlying problems. My interests concentrate on these and related issues of modeling and computation, at both theoretical and applied levels.

1. Education

  1. Ph.D., 2003.1, Department of Mathematical Sciences, Tsinghua University, Beijing
  2. M.S., 1992.6, Department of Mathematics, Hebei University, Baoding
  3. B.S., 1989.6, Department of Mathematics, Hebei University, Baoding

2. Career

  1. Professor, College of Mathematics & Computer Science, Hebei University, 2003-
  2. Associate Professor, College of Mathematics & Computer Science, Hebei University, 2000-2003
  3. Lecturer, Department of Mathematics, Hebei University, 1994-2000
  4. Assistant, Department of Mathematics, Hebei University, 1992-1994

3. Areas of Interests

  1. Uncertainty Theory: probability theory, belief theory, fuzzy set theory, credibility theory, mean chance theory, equilibrium chance theory, type-2 fuzzy theory
  2. Uncertain Programming: stochastic programming, fuzzy programming, fuzzy random programming, and their applications in management and engineering
  3. Computational Intelligence: evolutionary computing, fuzzy systems and soft computing, swarm intelligence and optimization, hybrid and integrated intelligent systems
  4. Nonadditive Measure Theory: fuzzy measures, fuzzy integrals, and their applications
  5. Set-valued Analysis: set-valued measures, Aumann integrals, and their applications

4. Books

  1. Y.K. Liu, S. Wang, Theory of Fuzzy Random Optimization, China Agricultural University Press, Beijing, 2006.
  2. Y.K. Liu, Y. Chen, Y. Liu, R. Qin, Fuzzy Optimization Methods with Applications, Science Press, Beijing, 2013.

5. Publications

  1. Y.K. Liu, G. Zhang, On the completeness of fuzzy measure-space, Fuzzy Sets and Systems, Vol.102, No.2, 345-351, March 1999.
  2. Y.K. Liu, On the convergence of measurable set-valued function sequence on fuzzy measure space, Fuzzy Sets and Systems, Vol.112, No.2, 241-249, June 2000.
  3. Y.K. Liu, B. Liu, The relationship between structural characteristics of fuzzy measure and convergences of sequences of measurable functions, Fuzzy Sets and Systems, Vol.120, No.3, 511-516, June 2001.
  4. Y.K. Liu, The completion of a fuzzy measure and its applications, Fuzzy Sets and Systems, Vol.123, No.2, 137-145, October 2001.
  5. B. Liu, Y.K. Liu, Expected value of fuzzy variable and fuzzy expected value models, IEEE Transactions on Fuzzy Systems, Vol.10, No.4, 445-450, August 2002.
  6. Y.K. Liu, B. Liu, Random fuzzy programming with chance measures defined by fuzzy integrals, Mathematical and Computer Modelling, Vol.36, Nos.4-5, 509-524, September 2002.
  7. Y.K. Liu, B. Liu, Nonadditive set functions defined by Aumann fuzzy integrals, Tsinghua Science and Technology, Vol.8, No.1, 37-42, February 2003.
  8. Y.K. Liu, B. Liu, A class of fuzzy random optimization: Expected value models, Information Sciences, Vol.155, No.1-2, 89-102, October 2003.
  9. Y.K. Liu, B. Liu, Expected value operator of random fuzzy variable and random fuzzy expected value models, International Journal of Uncertainty, Fuzziness & Knowlege-Based Systems, Vol.11, No.2, 195-215, April 2003.
  10. Y.K. Liu, B. Liu, Fuzzy random variables: A scalar expected value operator, Fuzzy Optimization and Decision Making, Vol.2, No.2, 143-160, June 2003.
  11. Y.K. Liu, B. Liu, Fuzzy random programming with equilibrium chance constraints, Information Sciences, Vol.170, No.2-4, 363-395, February 2005.
  12. Y.K. Liu, B. Liu, On minimum-risk problems in fuzzy random decision systems, Computers & Operations Research, Vol.32, No.2, 257-283, February 2005.
  13. Y.K. Liu, Fuzzy programming with recourse, International Journal of Uncertainty, Fuzziness & Knowlege-Based Systems, Vol.13, No.4, 381-413, August 2005.
  14. X. Feng, Y.K. Liu, Measurability criteria for fuzzy random vectors, Fuzzy Optimization and Decision Making, Vol.5, No.3, 245-253, July 2006.
  15. Y.K. Liu, Convergent results about the use of fuzzy simulation in fuzzy optimization problems, IEEE Transactions on Fuzzy Systems, Vol.14, No.2, 295-304, April 2006.
  16. Y.K. Liu, The approximation method for two-stage fuzzy random programming with recourse, IEEE Transactions on Fuzzy Systems, Vol.15, No.6, 1197-1208, December 2007.
  17. Y.K. Liu, X. Zhu, Capacitated fuzzy two-stage location-allocation problem, International Journal of Innovative Computing, Information and Control, Vol.3, No.4, 987-999, August 2007.
  18. Y.K. Liu, J. Gao, The independence of fuzzy variables with applications to fuzzy random optimization, International Journal of Uncertainty, Fuzziness & Knowlege-Based Systems, Vol.15, Suppl.2, 1-20, April 2007.
  19. F. Hao, Y.K. Liu, Portfolio selection problem with equilibrium chance constraint, Journal of Computational Information Systems, Vol.4, No.5, 1939-1946, October 2008.
  20. Y.K. Liu, The convergent results about approximating fuzzy random minimum risk problems, Applied Mathematics and Computation, Vol.205, No.2, 608-621, November 2008.
  21. Y.K. Liu, Z. Liu, J. Gao, The modes of convergence in the approximation of fuzzy random optimization problems, Soft Computing, Vol.13, No.2, 117-125, January 2009.
  22. Y.K. Liu, M. Tian, Convergence of optimal solutions about approximation scheme for fuzzy programming with minimum-risk criteria, Computers & Mathematics with Applications, Vol.57, No.6, 867-884, March 2009.
  23. F. Hao, Y.K. Liu, Mean-variance models for portfolio selection with fuzzy random returns, Journal of Applied Mathematics and Computing, Vol.30, Nos.1-2, 9-38, May 2009.
  24. Y. Lan, Y.K. Liu, G. Sun, Modeling fuzzy multi-period production planning and sourcing problem with credibility service levels, Journal of Computational and Applied Mathematics, Vol.231, Vol.1, 208-221, September 2009.
  25. S. Wang, Y.K. Liu, J. Watada, Fuzzy random renewal process with queueing applications, Computers & Mathematics with Applications, Vol.57, No.7, 1232-1248, April 2009.
  26. R. Qin, Y.K. Liu, Modeling data envelopment analysis by chance method in hybrid uncertain environments, Mathematics and Computers in Simulation, Vol.80, No.5, 922-950, January 2010.
  27. G. Sun, Y.K. Liu, Y. Lan, Optimizing material procurement planning problem by two-stage fuzzy programming, Computers & Industrial Engineering, Vol.58, No.1, 97-107, February 2010.
  28. Z. Liu, Y.K. Liu, Type-2 fuzzy variables and their arithmetic, Soft Computing, Vol.14, No.7, 729-747, May 2010.
  29. R. Qin, Y.K. Liu, A new data envelopment analysis model with fuzzy random inputs and outputs, Journal of Applied Mathematics and Computing, Vol.33, Nos.1-2, 327-356, June 2010.
  30. Y. Lan, Y.K. Liu, G. Sun, An approximation-based approach for fuzzy multi-period production planning problem with credibility objective, Applied Mathematical Modelling, Vol.34, No.11, 3202-3215, November 2010.
  31. R. Qin, Y.K. Liu, Z. Liu, Methods of critical value reduction for type-2 fuzzy variables and their applications, Journal of Computational and Applied Mathematics, Vol.235, No.5, 1454-1481, January 2011.
  32. G. Sun, Y.K. Liu, Y. Lan, Fuzzy two-stage material procurement planning problem, Journal of Intelligent Manufacturing, Vol.22, No.2, 319-331, April 2011.
  33. R. Qin, Y.K. Liu, Z. Liu, Modeling fuzzy data envelopment analysis by parametric programming method, Expert Systems with Applications, Vol.38, No.7, 8648-8663, July 2011.
  34. X. Wu, Y.K. Liu, Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem, Journal of Applied Mathematics and Computing, Vol.36, Nos.1-2, 373-400, August 2011.
  35. Y.K. Liu, X. Wu, F. Hao, A new chance-variance optimization criterion for portfolio selection in uncertain decision systems, Expert Systems with Applications, Vol.39, No.7, 6514-6526, June 2012.
  36. Y. Chen, Y.K. Liu, X. Wu, A new risk criterion in fuzzy environment and its application, Applied Mathematical Modelling, Vol.36, No.7, 3007-3028, July 2012.
  37. X. Wu, Y.K. Liu, Optimizing fuzzy portfolio selection problems by parametric quadratic programming, Fuzzy Optimization and Decision Making, Vol.11, No.4, 411-449, December 2012.
  38. K. Yang, Y.K. Liu, G. Yang, An improved hybrid particle swarm optimization algorithm for fuzzy p-hub center problem, Computers & Industrial Engineering, Vol.64, No.1, 133-142, January 2013.
  39. Y.K. Liu, X. Bai, Studying interconnections between two classes of two-stage fuzzy optimization problems, Soft Computing (2013), http://dx.doi.org/10.1007/s00500-012-0925-2
  40. K. Yang, Y.K. Liu, G. Yang, Solving fuzzy p-hub center problem by genetic algorithm incorporating local search, Applied Soft Computing (2013), http://dx.doi.org/10.1016/j.asoc.2012.11.024
  41. Z. Li, Y.K. Liu, G. Yang, A new probability model for insuring critical path problem with heuristic algorithm, Neurocomputing (2013), to be published.

6. Research Projects

  1. "Programs under Uncertainty and its Intelligent Algorithms", Doctoral Research Fund of Hebei University (No.Y2004022), 2004-2006.
  2. "Theory and Practice of Two-Stage Fuzzy Random Optimization", Natural Science Foundation of Hebei Province (No.A2005000087), 2005-2007.
  3. "Optimization Theory and Its Applications in Type-2 Fuzzy Decision Systems", Natural Science Foundation of Hebei Province (No.A2008000563), 2008-2010.
  4. "Program for One Hundred Excellent and Innovative Talents in Colleges and Universities of Hebei Province", The Education Department of Hebei Province, 2007-2009.
  5. "Fuzzy Random Programming with Recourse and Its Applications", National Natural Science Foundation of China (No.70571021), 2006-2008.
  6. "Type-2 Fuzzy Theory with Applications in Engineering Optimization Problems", National Natural Science Foundation of China (No.60974134), 2010-2012.

7. Editorial Services

  1. International Journal of Natural Sciences & Technology, Editorial Board Member (2006-)
  2. Journal of Uncertain Systems, Editor-in-Chief (2007-)

8. Membership & Activities in Professional Associations

  1. Hebei Mathematics Society
  2. The Society of Operations Research, Hebei Province
  3. Operations Research Society of China (ORSC)
  4. Youth Working Committee, Operations Research Society of China
  5. Uncertainty Society of China, Operations Research Society of China
  6. Associate Editor, Proceedings of the Fourth National Youth Conference on Operations Research and Management, Huairou, China, October 17-20, 2001.
  7. Member, Organizing Committee, Second International Conference on Information, Beijing, China, July 24-27, 2002.
  8. Member, Organizing Committee, First Annual Conference on Uncertainty, Daqing, China, August 16-19, 2003.
  9. Member, Program Committee, Fifth National Youth Conference on Operations Research and Management, Daqing, China, August 16-19, 2003.
  10. Member, Organizing Committee, Second International Conference on Information and Management Sciences, Chengdu, China, August 24-30, 2003.
  11. Member, Organizing Committee, Third International Conference on Information and Management Sciences, Dunhuang, China, June 5-10, 2004.
  12. Co-Chair, Organizing Committee, Second Annual Conference on Uncertainty, Qinhuangdao, China, July 16-20, 2004.
  13. Member, Program Committee, Sixth National Youth Conference on Operations Research and Management, Qinghuangdao, China, August 16-20, 2004.
  14. Publicity Chair, Fifth International Conference on Information and Management Sciences, Chengdu, China, July 1-8, 2006.
  15. Co-Editors, Sixth International Conference on Information and Management Sciences, Lhasa, Tibet, China, July 1-6, 2007.
  16. Chair, Fifth Annual Conference on Uncertainty, Wuhan, China, August 20-24, 2007.
  17. Co-Guest Editors, Special issue on Uncertainty Analysis and Decision Making, Soft Computing, vol.13, no.2, 103-208, January 2009.