Chen Zhiping, Jiang Jie. Stability analysis of optimization problems with kth order stochastic and distributionally robust dominance constraints induced by full random recourse. SIAM Journal on Optimization, 2018, 28(2): 1396-1419. 

Jiang Jie, Chen Zhiping. Quantitative stability of multistage stochastic programs via calm modifications. Operations Research Letters, 2018, 46(5): 543-547.

Jiang Jie, Chen Zhiping. Stability of multistage stochastic programs with quadratic objective functions. 工程数学学报, 2019, 36(2):198-218.

Jiang Jie, Chen Zhiping. Quantitative stability analysis of two-stage stochastic linear programs with full random recourse. Numerical Functional Analysis and Optimization, 2019, 40(16): 1847-1876.

Jiang Jie, Shi Yun, Wang Xiaozhou, Chen Xiaojun, Regularized two-stage stochastic variational inequalities for Cournot-Nash equilibrium under uncertainty. Journal of Computational Mathematics, 2019, 37(6): 813-842.

Chen Zhiping, Jiang Jie. Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse. Optimization Letters, 2020, 14(5): 1249-1264. 

Jiang Jie, Chen Xiaojun, Chen Zhiping. Quantitative analysis for a class of two-stage stochastic linear variational inequality problems. Computational Optimization and Applications, 2020, 76(2): 431-460.

Jiang Jie, Chen Zhiping, Hu He. Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts. Journal of Industrial & Management Optimization, 2021, 17(5): 2415-2440.

Chen Zhiping, Hu He, Jiang Jie. Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse. Asia-Pacific Journal of Operational Research, 2021, 38(04): 1-25. (corresponding author)

Jiang Jie, Li Shengjie. On complexity of multistage stochastic programs under heavy tailed distributions. Operations Research Letters, 2021, 49(2): 265-269.

Peng Sheng, Jiang Jie. Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches, Computational Optimization and Applications, 2021, 80(1): 153-184. (corresponding author)

Jiang Jie, Li Shengjie. Regularized sample average approximation approach for two-stage stochastic variational inequalities, Journal of Optimization Theory and Applications, 2021, 190(2): 650-671.

Liu Jianxun, Li Shengjie, Jiang Jie. Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse. Applicable Analysis, 2022, 101(8): 3122-3138.

Jiang Jie, Sun Hailin, Zhou Bin. Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage. Numerical Algorithms, 2022, 89(1): 167-194.

Jiang Jie, Li Shengjie. Statistical robustness of two-stage stochastic variational inequalities, Optimization Letters, 2022, 16(9): 2591–2605.

Chen Zhiping, Hu He, Jiang Jie. Convergence analysis on data-driven Fortet-Mourier metrics with applications in stochastic optimization, Sustainability, 2022, 14(8), 4501. (corresponding author)

Jiang Jie, Chen Zhiping. Regularized methods for a two-stage robust production planning problem and its sample average approximation, Journal of the Operations Research Society of China, 2023, 11: 595–625. 

Jiang Jie, Chen Xiaojun. Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints, Mathematical Programming, 2023, 198: 1449-1484

Jiang Jie, Sun Hailin. Monotonicity and complexity of multistage stochastic variational inequalities, Journal of Optimization Theory and Applications, 2023, 196: 433-460.

Jiang Jie, Chen Xiaojun. Optimality conditions for nonsmooth nonconvex-nonconcave min-max problems and generative adversarial networks. SIAM Journal on Mathematics of Data Science, 2023, 5(3): 693-722. 

Jiang Jie, Peng Shen. Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation. European Journal of Operational Research, 2024, 313(2): 616-627. 

Jiang Jie, Sun Hailin. Discrete approximation for two-stage stochastic variational inequalities. Journal of Global Optimization, 2024, 89: 117-142. 

Jiang Jie, Chen Zhiping. Discrete approximation and convergence analysis for a class of decision-dependent two-stage stochastic programs, Journal of the Operations Research Society of China, 2024, 12,  649-679.

Jiang Jie, Sun Hailin, Chen Xiaojun. Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models. SIAM Journal on Optimization, 2024, 34(3): 2917-2942. 

Zhou Bin, Jiang Jie, Sun Hailin. Dynamic stochastic projection method for multistage stochastic variational inequalities. Computational Optimization and Applications, 2024, 89: 485-516. 

Jiang Jie. Distributionally robust variational inequalities: Relaxation, quantification and discretization. Journal of Optimization Theory and Applications, 2024, 203: 227-255. 

Qiu Zicheng, Jiang Jie, Chen Xiaojun. A Quasi-Newton Subspace Trust Region Algorithm for Nonmonotone Variational Inequalities in Adversarial Learning over Box Constraints. Journal of Scientific Computing, 2024, 101(2): 45.

Zhou Bin, Jiang Jie, Song Yongzhong, Sun Hailin. Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities. Numerical Algorithms, 2025, 98: 1-33.