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Xun Li
Xun Li
Department of Applied Mathemaitcs, Hong Kong Polytechnic University
Overená e-mailová adresa na: polyu.edu.hk - Domovská stránka
Názov
Citované v
Citované v
Rok
Dynamic mean-variance portfolio selection with no-shorting constraints
X Li, XY Zhou, AEB Lim
SIAM Journal on Control and Optimization 40 (5), 1540-1555, 2002
3932002
Discrete time mean-field stochastic linear-quadratic optimal control problems
R Elliott, X Li, YH Ni
Automatica 49 (11), 3222-3233, 2013
2112013
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems
J Sun, X Li, J Yong
SIAM Journal on Control and Optimization 54 (5), 2274-2308, 2016
1642016
Optimal multi-period mean–variance policy under no-shorting constraint
X Cui, J Gao, X Li, D Li
European Journal of Operational Research 234 (2), 459-468, 2014
1452014
A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
J Huang, X Li, J Yong
Mathematical Control and Related Fields 5 (1), 97-139, 2015
1352015
Dynamic mean–variance portfolio selection with borrowing constraint
C Fu, A Lari-Lavassani, X Li
European Journal of Operational Research 200 (1), 312-319, 2010
1352010
Consensus seeking in multi-agent systems with multiplicative measurement noises
YH Ni, X Li
Systems & Control Letters 62 (5), 430-437, 2013
1312013
Supply chain coordination with risk sensitive retailer under target sales rebate
CH Chiu, TM Choi, X Li
Automatica 47 (8), 1617-1625, 2011
1212011
Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon
X Li, XY Zhou, MA Rami
Journal of Global Optimization 27 (2-3), 149-175, 2003
1102003
Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case
YH Ni, R Elliott, X Li
Automatica 57, 65-77, 2015
922015
Indefinite mean-field stochastic linear-quadratic optimal control
YH Ni, JF Zhang, X Li
IEEE Transactions on Automatic Control 60 (7), 1786-1800, 2015
882015
Linear quadratic optimal control problems for mean-field backward stochastic differential equations
X Li, J Sun, J Xiong
Applied Mathematics & Optimization 80 (1), 223-250, 2019
762019
Continuous-time mean-variance efficiency: the 80% rule
X Li, XY Zhou
The Annals of Applied Probability 16 (4), 1751-1763, 2006
752006
Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection
X Cui, X Li, D Li
IEEE Transactions on Automatic Control 59 (7), 1833-1844, 2014
672014
The impact of demand variability and transshipment on vendor's distribution policies under vendor managed inventory strategy
X Chen, G Hao, X Li, KFC Yiu
International Journal of Production Economics 139 (1), 42-48, 2012
672012
Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon
X Li, XY Zhou
Communications in Information and Systems 2 (3), 265-282, 2002
662002
A Legendre spectral method for solving the nonlinear Klein-Gordon equation
BY Guo, X Li, L Vazquez
COMPUTATIONAL & APPLIED MATHEMATICS 15 (1), 19-36, 1996
641996
Near-optimal control problems for linear forward–backward stochastic systems
J Huang, X Li, G Wang
Automatica 46 (2), 397-404, 2010
632010
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Z Kang, X Li, Z Li, S Zhu
Quantitative Finance 19 (1), 105-121, 2019
612019
Mean‐variance policy for discrete‐time cone‐constrained markets: Time consistency in efficiency and the minimum‐variance signed supermartingale measure
X Cui, D Li, X Li
Mathematical Finance 27 (2), 471-504, 2017
582017
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–20