GAO Yan

Title:Professor

Position: Ph.D. supervisor; Academic leader in Systems Science of USST

Research Interests: Optimization; Operation Research; Hybrid System Control; Portfolio Selection Optimization; Real-Time Pricing for Smart Grid.

Email: gaoyan@usst.edu.cn;gaoyhc@126.com

Office: Room A1111, Business School

Department:System Science

Academic/Professional Qualifications & Career History

Academic/Professional Qualifications 

Ph.D., Computational Mechanics, Department of Engineering Mechanics, Dalian University of Technology,Dalian, China. 1993 – 1996;

M.S., Applied Mathematics, Department of Applied Mathematics, Dalian University of Technology, Dalian, China. 1985 – 1988;

B.S., Mathematics, Department of Mathematics, Harbin University of Science and Technology, Harbin, China. 1978 - 1982


Career History:

2017.12-2018.11 Visitor of Polytechnic of Porto, Portugal.

2002.4 - 2003.6Visitor of Cambridge University, UK.

2001 - presentFull Professor of the Business School, University of Shanghai for Science and Technology.

2001.10 - 2001.12Visitor of University Karlsruhe, Germany.

1999 - 2001Full Professor of China University of Mining and Technology (Beijing Campus).

1988 - 1993Full Professor/Associate Professor/Lecturer, Yanshan University.

1982 - 1985Lecturer, Northeast Heavy Machinery Institute.



Research Achievements

Scientific Research projects

Projects:

1.2021-2024 (Ongoing funding), Research on Social Welfare Maximization Method of Real-time Electricity Pricing Based on Demand-side Management. Grant No.72071130, Research Grant supported by National Natural Science Foundation of China (NSFC).

2.2012 – 2015, Research on Hybrid Systems Game Theory based on Non-smooth Analysis and Optimization, Principal Investigator. Grant No. 11171221, Research Grant supported by National Natural Science Foundation of China (NSFC).

3.2012 - 2015, Optimal Coordination Model for Electric Vehicle and Storage in (subject to SUR project), Principal Investigator, Supported by IBM.

4.2012 – 2015, Key Technology Research for Big Data Analytics in Energy and Utility (subject to SUR project), Principal Investigator, Supported by IBM.  

5.2012 – 2013, Research on IOT-based Customer/Grid Interaction in Smart Grid (subject to SUR project), Principal Investigator, Supported by IBM.


Recent Papers:

1.Zhou XX, Gao Y, Wang P, Zhu BZ, Examining the overconfidence and overreaction in China’s carbon markets, Economic Analysis and Policy, 2022, 75, 472-489. doi.org/10.1016/j.eap.2022.06.001.

2.Zhou XX, Gao Y, Wang P, Zhu BZ, Wu ZC, Does herding behavior exist in china’s carbon markets?[J]. Applied Energy, 2022, 308: 118313, doi.org/10.1016/j.apenergy.2021.118313.

3.Zhang L, Gao Y, Zhu H, Tao L. A distributed real-time pricing strategy based on reinforcement learning approach for smart grid, Expert Systems with Applications, 2022, doi.org/10.1016/j.e swa.2021.116285.

4.Zhang L, Gao Y, Zhu H, Tao L. Bi-level stochastic real-time pricing model in multi-energy generation system: A reinforcement learning approach, Energy, 2022, doi.org/10.1016/j.energy.

5.Tao L, Gao Y, Cao L, Zhu, H. Distributed real-time pricing for smart grid considering sparse constraints and integration of distributed energy and storage devices, COMPEL: The International Journal for Computation and Mathematics in Electrical and Electronic Engineering, 2021, doi.org/10.1108/COMPEL-04-2021-0135.

6.Yuan GX, Gao Y, Ye B. Optimal dispatching strategy and real-time pricing for multi-regional integrated energy systems based on demand response, Renewable Energy, 2021, doi: 10.1016/j.renene.2021.07.036.

7.Lu ZM, Gao Y, Xu C. Evaluation of energy management system for regional integrated energy system under interval type-2 hesitant fuzzy environment. Energy, 2021, 222: 119860.

8.Ye B, Gao Y, Yuan GX. Renewable energy investment study for electric power enterprise based on a time period with expected supply, Enterprise Information Systems, 2021, doi: 10.1080/17517575.2021.1923064.

9.Lu ZM, Gao Y, Xu C. Sustainability evaluation of public–private partnership microgrid considering uncertainty and risk preference, Sustainable Energy, Grids and Networks, 2021, 26: 100426.

10.Yuan, GX, Gao Y, Ye B, Liu ZM. A bilevel programming approach for real-time pricing strategy of smart grid considering multi-microgrids connection. International Journal of Energy Research, 2021, 10572:10589.

11.Yuan GX, Gao Y, Ye B, Huang RP. Real-time pricing for smart grid with multi-energy microgrids and uncertain loads: a bilevel programming method. International Journal of Electrical Power & Energy Systems. 2020, 123:106206.

12.Tao J, Gao Y,Generalized shadow price in convex programming. Pacific Journal of Optimization, 2021,17(1): 77-98.

13.Tao J, Gao Y. Computing shadow prices with multiple Lagrange multipliers. Journal of Industrial and Management Optimization, 2021, 17(5): 2307-2329.

14.Tao L, Gao Y. Real-time pricing for smart grid with distributed energy and storage: A noncooperative game method considering spatially and temporally coupled constraints. International Journal of Electrical Power & Energy Systems, 2020,115:105487.

15.Lu Z, Gao Y, Zhao W. A TODIM-based approach for environmental impact assessment of pumped hydro energy storage plant[J]. Journal of Cleaner Production, 2020, 248: 119265.

16.Dai Y, Gao Y, Gao H, Zhu H, Li L. A real-time pricing scheme considering load uncertainty and price competition in smart grid market, Journal of Industrial and Management Optimization, 2020, 16(2): 777-793.

17.Tao L, Gao Y, Zhu H, Liu S. Distributed genetic real-time pricing for multiseller-multibuyer smart grid based on bilevel programming considering random fluctuation of electricity consumption. Computers and Industrial Engineering 2019, 135:359.

18.He BJ, Li JX, Tsung H, Gao Y, et al. Monitoring of power consumption requirement load process and price adjustment for smart grid, Computers and Industrial Engineering, 2019, 137, 106068.

19.Zhu HB, Gao Y, Hou Y, Wang ZY, Feng X. Real-time pricing considering different type of smart home appliances based on Markov decision process. International Journal of Electrical Power and Energy Systems,2019, 107:486-495.

20.Wang HJ, Gao Y. Real-time pricing method for smart grids based on complementarity problem. Journal of Modern Power Systems and Clean Energy, 2019, doi.org/10.1007/s40565-0 19-0508-7.

21.Tao L, Gao Y, Liu Y, Zhu H. A rolling penalty function algorithm of real-time pricing for smart microgrids based on bilevel programming. Engineering Optimization, 2019, doi:10.1080/030 5215X.2019.1642882.

22.Wang HJ, Gao Y. Distributed real-time pricing method incorporating load uncertainty based on non-smooth equations for smart grid. Mathematical Problems in Engineering, 2019, doi.org/10.1155/2019/1498134.

23.Wang HJ, Gao Y. Real-time pricing method for smart grids based on complementarity problem. Journal of modern power systems and clean energy, 2019, doi.org/10.1007/s40565-019-0508-7.

24.Zhu, HB, Gao Y, Hou Y. Multi-time slots real-time pricing strategy with power fluctuation caused by operating continuity of smart home appliances. Engineering Applications of Artificial Intelligence, 2018, 71, 166-177.

25.Dai YM, Gao Y, Gao HW, Zhu HB. A Demand response approach considering retailer incentive mechanism based on Stackelberg game in smart grid with multi retailers. International Transactions on Electrical Energy Systems, 2018, doi.org/10.1002/etep.2590.

26.Wan ZT, Li JX, Gao Y. Monitoring and diagnosis process of abnormal consumption on smart power grid. Neural Computing and Applications, 2018, 30: 21-28. 

27.Zhu HB, Gao Y, Hou Y. Real-time pricing for demand response in smart grid based on alternating direction method of multipliers. Mathematical Problem in Engineering, 2018, doi.org/10.1155/2018/8760575.

28.Hussain M, Gao Y. A review of demand response in an efficient smart grid environment, The Electricity Journal, 2018, 31:55-63.

29.Lv JF, Gao Y. Viability criteria for a switched system on bounded polyhedron. Asian Journal of Control, 2018, 20(6):2380-2387.

30.Lv JF, Gao Y. The computation of the viability kernel for switched systems. Advances in Difference Equations, 2018, doi.org/10.1186/s13662-018-1756-y. 

31.Liu L, Gao Y, Wang FC. Road safety analysis for high-speed vehicle in complex environments based on the viability kernel. IET Intelligent Transport Systems, 2018, https://doi: 10.1049/iet-its.2017.0168.

32.Song LS, Gao Y. Smoothing Levenberg_Marquardt method for nonlinear complementary problem. Numerical Algorithms, 2018, https://doi.org/10.1007/s11075-018-0485-3. 

33.Dai YM, Gao Y, Gao HW, et al. Real-time pricing scheme based on Stackelberg game in smart grid with multiple power retailers. Neurocomputing, 2017, 260: 149-156.

34.Liu L, Gao Y, Wu Y. Speed optimization control for wheeled robot navigation with obstacle avoidance based on viability theory. Automatika: časopis za automatiku, mjerenje, elektroniku, računarstvo i komunikacije, 2016, 57(2): 428-440.

35.Li LH, Gao Y, Second order sufficient optimality conditions for hybrid control problems with state jump,Journal of Industrial and Management Optimization, 2015,11(1), 329-343.

36.Dai YM, Gao Y, Real-time pricing decision making for retailer-wholesaler in smart grid based on game theory, Abstract and Applied Analysis, 2014, doi.org/10.1155/2014/708584.

37.Dai YM, Gao Y. Real-time pricing decision making for retailer-wholesaler in smart grid based on game theory. Abstract and Applied Analysis, 2014, https://doi.org/10.1155/2014/708584.

38.Chen Y, Gao Y. Two new Levenberg-Marquardt methods for nonsmooth nonlinear complementarity problems. ScienceAsia, 2014, 40(1): 89-93.

39.Li JX, Gao Y, et al, Substitution secant/finite difference method to large sparse minimax problems,Journal of Industrial and Management Optimization,2014,10(2),637-663.  

40.Zhang X, Gao Y, Xia ZQ, Stabilization of switched systems with polytopic uncertainties via composite quadratic functions, Nonlinear Analysis: Hybrid Systems, 2014, 11(1),71-83.

41.Chen Z, Gao Y. Determining the viable unbounded polyhydron under linear control systems, Asian Journal of Control, 2014, 16(5),1561-1567.

42.Dang YZ, Gao Y. A new simultaneous subgradient projection algorithm for solving a multiple-sets split feasibility problem, Applications of Mathematics, 2014,59(1), 37-51.    

43.Dang YZ, Gao Y. Inertial iteration for split common fixed-point problem for quasi-nonexpansive operators, Abstract and Applied Analysis, 2013, doi.10.1155/2013/ 386930.

44.Gao Y. Piecewise smooth Lyapunov function for a nonlinear dynamical system. Journal of Convex Analysis, 2012, 19(4): 1009-1015. 

45.Gao Y. Viability criteria for differential inclusions, Journal of Systems Science and Complexity, 2011, Vol. 24: 825–834 

46.Du, SQ, Gao Y. Merit functions for nonsmooth complementarity problems and related descent algorithm, Applied Mathematics-A Journal of Chinese Universities, 2010, 25(1): 78-84. 

47.Du, SQ, Gao Y. A parametrized Newton method for nonsmooth equations with finitely many maximun functions, Applications of Mathematics, Vol. 54 (2009), No. 5, 381–390. 

48.Du, S.Q, Gao Y. Convergence analysis of nonmonotone Levenberg-Marquardt algorithms for complementarity problem, Applied Mathematics and Computation, 2010, Vol 216, No 5,1652-1659. 

49.Li L, Gao Y. Approximate subgradient projection algorithm for convex feasibility problem, Journal of Systems Engineering and Electronics, 2010, Vol. 21, No. 3, 527–530 

50.Chen Z,Gao Y. On common linear copositive Lyapunov functions for pairs of stable positive linear systems, Nonlinear Analysis: Hybrid Systems, Vol.3(2009), No. 4, 467-474. 

51.Du S. Q. and Gao Y. Convergence analysis of nonsmooth equations for general nonlinear complementarity problem, Nonlinear Analysis Series A: Theory, Methods & Applications, Vol. 70 (2009), No.2, 764-771. 

52.Gao Y. Lygeros, J, Quincampoix, M., On the reachability problem of uncertain hybrid systems, IEEE Transactions on Automatic Control, 2007, Vol. 52, No.9, 1572-1586. 

53.Gao Y. Newton method of solving Karush-Kuhn-Tucker systems for a constrained minimax problem, Journal of Information and Optimization Sciences, Vol. 28 (2007), No.2, 173-184.   

54.Gao Y. Newton methods for quasidifferentiable equations and their convergence, Journal of Optimization Theory and Applications, Vol. 131 (2006), No. 3, 417-428. 

55.Gao Y. Differences of polyhedra in matrix space and their applications to nonsmooth analysis, Journal of Optimization Theory and Applications, Vol. 130 (2006), No.3, 429–440. 

56.Gao Y., Li, X. W., Nonsmooth equations approach to a constrained minimax problem, Applications of Mathematics, Vol.50 (2005), No.2, 15-130. 

57.Gao Y. Representative of quasi differentials and its formula for a quasidifferentiable function, Set-Valued Analysis, Vol. 13(2005), No.4, 323-336. 

58.Gao Y. Lygeros, J., Quincampoix, M., Seube, N., On the control of uncertain impulsive system: approximate stabilisation and controlled invariance, International Journal of Control, 2004, Vol.77, No.16, 1393-1407. 

59.Gao Y. Representation of the Clarke generalized Jacobian via the quasidifferential, Journal of Optimization Theory and Applications, Vol.123 (2004), No.3, 519-532.   

60.Gao Y., Calculating an element of B-differential for vector maximum functions, Numerical Functional Analysis and Optimization, Vol.25 (2001), No.5-6, 561-575.  

61.Gao Y., Newton methods for solving nonsmooth equations via a new subdifferential, Mathematical Methods of Operations Research, Vol.54 (2001), No.2, 239-257.

62.Gao Y., A modified algorithm of finding an element of Clarke generalized gradient for a smooth composition of max-type functions, Journal of Computational Mathematics, Vol.18 (2000), No.5, 513-520. 

63.Gao Y., Newton methods for solving two classes of nonsmooth equations, Applications of Mathematics, Vol.46 (2001), No.3, 215-229. 

64.Gao Y., Demyanov difference of two sets and optimality conditions of Lagrange multiplier type for constrained quasidifferentiable optimization, Journal of Optimization Theory and Applications, Vol.104 (2000), No.2, 377-394. 


Conference Papers: 

1.Gao Y, Lygeros J, Quincapoix M. The reachability problem for uncertain hybrid systems revisited: a viability theory perspective[C]. Springer, 2006: 242–256.


Awards for Scientific Research 

1.National Excellent Teacher, 2009. Approved and issued by Ministry of Education Administration of State Council.

2.Memorial to Frank Long Scholarship, 1995. Approved and issued by Murai Long Foundation.


Teaching Courses

Operational research; economic cybernetics; systems engineering; two hybrid systems; nonlinear control

Professional/Consulting Activities

2009-2019, Executive Director, China Association for Research on the Unified Planning Method of Preferred Law and Economic Mathematics, 2010-2019, Executive Director, China Society of Systems Engineering

2010-2018, Executive Director, Professional Committee of Financial Engineering and Financial Risk Management of China Institute of Operations Research. 2012 -, Executive Vice Chairman, Shanghai Society of Systems Engineering

2011-2017, Director, China Management Modernization Research Association

2017 - Executive Director, Management Science and Engineering Society

2018 - Member of Shanghai Association for Science and Technology

2009 - Member of the Discipline Evaluation Group of the State Council (System Science)


Awards and Honors

1.National Excellent Teacher, 2009. Approved and issued by Ministry of Education Administration of State Council.

2.Memorial to Frank Long Scholarship, 1995. Approved and issued by Murai Long Foundation.

3.Young teacher award, 1992. Approved and issued by OK Ying Tong Education Foundation.