Edit Profile (opens in new tab) Li, Xun Compute Distance To: Compute Author ID: li.xun Published as: Li, Xun Documents Indexed: 148 Publications since 1992, including 1 Book 1 Contribution as Editor Co-Authors: 122 Co-Authors with 98 Joint Publications 4,103 Co-Co-Authors all top 5 Co-Authors 4 single-authored 11 Huang, Jianhui 8 Ni, Yuanhua 5 Cui, Xiangyu 5 Liu, Guojing 5 Yong, Jiongmin 5 Zhang, Jifeng 4 Lari-Lavassani, Ali 4 Xiong, Jie 4 Yao, Haixiang 3 Chiu, Chun-Hung 3 Guan, Chonghu 3 Guo, Ben-Yu 3 Keer, Leon M. 3 Li, Zhongfei 3 Steigmann, David J. 3 Sun, Jingrui 3 Wang, Guangchen 3 Wu, Zhenyu 3 Yi, Fahuai 3 Zhou, Xunyu 2 Chen, Ping 2 Choi, Tsan-Ming 2 Dmitrasinovic-Vidovic, Gordana 2 Elliott, Robert James 2 Ganie, Hilal Ahmad 2 Gao, Jianjun 2 Golberg, Michael A. 2 Hu, Ying 2 Kong, Fanchao 2 Krstić, Miroslav 2 Li, Duan 2 Lv, Laishui 2 Ma, Cheng 2 Ma, Hongxu 2 Pirzada, Shariefuddin 2 Shi, Jingtao 2 Wang, Tianxiao 2 Ware, Antony F. 2 Wen, Jiaqiang 2 Wu, Xianping 2 Xu, Zuoquan 2 Xue, Han 2 Yiu, Ka Fai Cedric 2 Zhang, Kun 2 Zhang, Liangquan 2 Zhang, Liansheng 2 Zhou, Ling 2 Zhou, Wenxin 1 Ahmed, Osman S. 1 Ait Rami, Mustapha 1 Ang, Rongrong 1 Avilés L., J. 1 Bai, Donghua 1 Bakr, Mohamed H. 1 Baschuk, J. J. 1 Boukpeti, Nathalie 1 Buddhakulsomsiri, Jirachai 1 Cao, Lang 1 Chan, Raymond Hon-Fu 1 Charlier, Robert 1 Chat, Bilal Ahmad 1 Chen, Chaoping 1 Chen, Jian 1 Chen, Xiaoshan 1 Chen, Yanfei 1 Collin, Frédéric 1 Deng, Shuoqing 1 Denkena, Berend 1 Dor-On, Adam 1 Du, C. C. 1 Fang, Qijun 1 Fang, Yue 1 Fu, Chenpeng 1 Gasteiger, Joachim Johann 1 Guan, Zhijin 1 Guo, Yves ZY. 1 Han, Deren 1 Hao, Gang 1 Hao, Zhifeng 1 He, Jingjing 1 He, Yuhong 1 Hou, Shuihung 1 Hu, Sanqing 1 Hu, Zhengming 1 Hückel, Tomasz 1 Hui, Eddie C. M. 1 Imiela, J. 1 Jian, Xiongfei 1 Jin, Xing 1 Kakariadis, Evgenios T. A. 1 Kang, Yong 1 Kang, Zhilin 1 Katsoulis, Elias George 1 Koene, Erik F. M. 1 Kwan, Chiman 1 Laca, Marcelo 1 Lagoa, Constantino M. 1 Lapp, C. 1 Lau, Haye 1 Lee, Spike T. ...and 80 more Co-Authors all top 5 Serials 8 Automatica 7 IEEE Transactions on Automatic Control 7 Systems & Control Letters 6 Journal of Industrial and Management Optimization 5 Journal of Natural Science of Heilongjiang University 4 European Journal of Operational Research 3 Acta Mechanica 3 International Journal of Solids and Structures 3 Applied Mathematics and Optimization 3 SIAM Journal on Control and Optimization 3 Journal of Sichuan University. Natural Science Edition 3 Operations Research Letters 3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 International Journal of Control 2 International Journal of Non-Linear Mechanics 2 International Journal of Production Research 2 Archive of Applied Mechanics 2 Quantitative Finance 2 Journal of Control Science and Engineering 2 Mathematical Control and Related Fields 1 Biological Cybernetics 1 Computer Methods in Applied Mechanics and Engineering 1 Computers and Structures 1 International Journal of Engineering Science 1 International Journal for Numerical and Analytical Methods in Geomechanics 1 International Journal of Theoretical Physics 1 Journal of Computational Physics 1 Lithuanian Mathematical Journal 1 Physica A 1 Physics Letters. A 1 Quarterly Journal of Mechanics and Applied Mathematics 1 Chaos, Solitons and Fractals 1 Advances in Mathematics 1 Biometrical Journal 1 Biometrics 1 Journal of Differential Equations 1 Mechanics Research Communications 1 Insurance Mathematics & Economics 1 Applied Mathematics and Mechanics. (English Edition) 1 Mathematics in Practice and Theory 1 Acta Mathematica Hungarica 1 Journal of East China Normal University. Natural Science Edition 1 Acta Automatica Sinica 1 Journal of Computational Mathematics 1 Proceedings of the CSEE 1 Computers & Operations Research 1 Computational Mechanics 1 CAD. Computer-Aided Design 1 Annals of Operations Research 1 The Annals of Applied Probability 1 Journal of Global Optimization 1 Economic Quality Control 1 Annals of Physics 1 Applied Mathematical Modelling 1 Applicable Algebra in Engineering, Communication and Computing 1 Physics of Fluids 1 Computational and Applied Mathematics 1 International Journal of Numerical Methods for Heat & Fluid Flow 1 Mathware & Soft Computing 1 Engineering Analysis with Boundary Elements 1 Finance and Stochastics 1 Journal of Anhui Normal University. Natural Science 1 Nonlinear Dynamics 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Journal of Applied Mechanics and Technical Physics 1 International Journal of Theoretical and Applied Finance 1 Journal of Mathematical Study 1 Communications in Nonlinear Science and Numerical Simulation 1 IEEE Transactions on Antennas and Propagation 1 Natural Science Journal of Harbin Normal University 1 EURASIP Journal on Applied Signal Processing 1 Communications in Information and Systems 1 Control and Decision 1 Control and Intelligent Systems 1 Journal of Statistical Mechanics: Theory and Experiment 1 Pacific Journal of Optimization 1 Communications in Mathematical Analysis 1 The European Physical Journal B. Condensed Matter and Complex Systems 1 Computational & Mathematical Methods in Medicine 1 Journal of Hangzhou Normal University. Natural Sciences Edition 1 Asian-European Journal of Mathematics 1 SIAM Journal on Financial Mathematics 1 Discrete Mathematics, Algorithms and Applications 1 Journal of Probability and Statistics 1 International Journal of Structural Stability and Dynamics 1 Afrika Matematika 1 Annals of Finance 1 Probability, Uncertainty and Quantitative Risk all top 5 Fields 49 Systems theory; control (93-XX) 41 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Calculus of variations and optimal control; optimization (49-XX) 19 Probability theory and stochastic processes (60-XX) 18 Mechanics of deformable solids (74-XX) 17 Operations research, mathematical programming (90-XX) 15 Numerical analysis (65-XX) 11 Fluid mechanics (76-XX) 10 Partial differential equations (35-XX) 8 Linear and multilinear algebra; matrix theory (15-XX) 7 Ordinary differential equations (34-XX) 7 Statistics (62-XX) 7 Computer science (68-XX) 4 Quantum theory (81-XX) 4 Biology and other natural sciences (92-XX) 3 Combinatorics (05-XX) 3 Functional analysis (46-XX) 3 Information and communication theory, circuits (94-XX) 2 Operator theory (47-XX) 2 Optics, electromagnetic theory (78-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Group theory and generalizations (20-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 93 Publications have been cited 883 times in 504 Documents Cited by ▼ Year ▼ Dynamic mean-variance portfolio selection with no-shorting constraints. Zbl 1027.91040Li, Xun; Zhou, Xun Yu; Lim, Andrew E. B. 111 2002 Dynamic mean-variance portfolio selection with borrowing constraint. Zbl 1183.91192Fu, Chenpeng; Lari-Lavassani, Ali; Li, Xun 47 2010 Discrete time mean-field stochastic linear-quadratic optimal control problems. Zbl 1358.93189Elliott, Robert; Li, Xun; Ni, Yuan-Hua 47 2013 Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033Sun, Jingrui; Li, Xun; Yong, Jiongmin 45 2016 Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon. Zbl 1031.93155Li, Xun; Zhou, Xun Yu; Ait Rami, Mustapha 37 2003 Optimal multi-period mean-variance policy under no-shorting constraint. Zbl 1304.91185Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan 36 2014 A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon. Zbl 1326.49051Huang, Jianhui; Li, Xun; Yong, Jiongmin 31 2015 A Legendre spectral method for solving the nonlinear Klein-Gordon equation. Zbl 0856.65117Guo, Ben-Yu; Li, Xun; Vázquez, Luis 25 1996 Consensus seeking in multi-agent systems with multiplicative measurement noises. Zbl 1276.93006Ni, Yuan-Hua; Li, Xun 22 2013 Near-optimal control problems for linear forward-backward stochastic systems. Zbl 1205.93165Huang, Jianhui; Li, Xun; Wang, Guangchen 21 2010 Finite plane twist of an annular membrane. Zbl 0785.73041Li, X.; Steigmann, D. J. 21 1993 Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection. Zbl 1360.91133Cui, Xiangyu; Li, Xun; Li, Duan 21 2014 Forward-backward linear quadratic stochastic optimal control problem with delay. Zbl 1250.93125Huang, Jianhui; Li, Xun; Shi, Jingtao 20 2012 Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case. Zbl 1330.93244Ni, Yuan-Hua; Elliott, Robert; Li, Xun 19 2015 Continuous-time mean-variance efficiency: the 80% rule. Zbl 1132.91472Li, Xun; Zhou, Xun Yu 19 2006 Indefinite mean-field stochastic linear-quadratic optimal control. Zbl 1360.93782Ni, Yuan-Hua; Zhang, Ji-Feng; Li, Xun 18 2015 The application of homotopy analysis method for 2-dimensional steady slip flow in microchannels. Zbl 1220.76025Zhang, T. T.; Jia, L.; Wang, Z. C.; Li, X. 17 2008 A Legendre pseudospectral method for solving nonlinear Klein-Gordon equation. Zbl 0876.65073Li, Xun; Guo, B. Y. 16 1997 Supply chain coordination with risk sensitive retailer under target sales rebate. Zbl 1237.90039Chiu, Chun-Hung; Choi, Tsan-Ming; Li, Xun 16 2011 Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037Li, Xun; Sun, Jingrui; Xiong, Jie 15 2019 Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon. Zbl 1119.93418Li, Xun; Zhou, Yu 14 2002 Certificateless signature and proxy signature schemes from bilinear pairings. Zbl 1076.94029Li, X.; Chen, K.; Sun, L. 14 2005 Near-optimal control for stochastic recursive problems. Zbl 1210.93083Hui, Eddie; Huang, Jianhui; Li, Xun; Wang, Guangchen 10 2011 A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time. Zbl 1408.91205Yi, Lan; Wu, Xianping; Li, Xun; Cui, Xiangyu 9 2014 Linear quadratic mean field game with control input constraint. Zbl 1432.49048Hu, Ying; Huang, Jianhui; Li, Xun 9 2018 On the instability of plane liquid sheets in two gas streams of unequal velocities. Zbl 0855.76020Li, X. 9 1994 Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Zbl 1336.93172Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng 9 2016 Indefinite mean-field stochastic linear-quadratic optimal control: from finite horizon to infinite horizon. Zbl 1359.93540Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng 9 2016 Maximum principles for a class of partial information risk-sensitive optimal controls. Zbl 1368.93139Huang, Jianhui; Li, Xun; Wang, Guangchen 9 2010 Upper bounds for the sum of Laplacian eigenvalues of a graph and Brouwer’s conjecture. Zbl 1410.05125Ganie, Hilal A.; Pirzada, S.; Ul Shaban, Rezwan; Li, X. 8 2019 Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems. Zbl 1378.93146Huang, Jianhui; Li, Xun; Wang, Tianxiao 7 2017 Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050Li, Xun; Sun, Jingrui; Yong, Jiongmin 7 2016 A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction. Zbl 1317.91068Jin, Xing; Li, Xun; Tan, Hwee Huat; Wu, Zhenyu 7 2013 A stochastic control problem and related free boundaries in finance. Zbl 1373.35343Guan, Chonghu; Li, Xun; Xu, Zuo Quan; Yi, Fahuai 6 2017 Mixed equilibrium solution of time-inconsistent stochastic linear-quadratic problem. Zbl 1407.93433Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav 6 2019 Point loads on a hemispherical elastic membrane. Zbl 0835.73031Li, X.; Steigmann, D. J. 6 1995 Finite deformation of a pressurized toroidal membrane. Zbl 0836.73035Li, X.; Steigmann, D. J. 6 1995 Necessary condition for near optimal control of linear forward-backward stochastic differential equations. Zbl 1337.93102Zhang, Liangquan; Huang, Jianhui; Li, Xun 5 2015 On the crosscorrelation of sequences with the decimation factor \(d=\frac{p^n+1}{p+1}-\frac{p^n-1}{2}\). Zbl 1015.94006Hu, Z.; Li, X.; Mills, D.; Müller, E.; Sun, W.; Willems, W.; Yang, Y.; Zhang, Z. 5 2001 New exact penalty function for solving constrained finite min-max problems. Zbl 1233.90258Ma, Cheng; Li, Xun; Cedric Yiu, Ka-Fai; Zhang, Lian-sheng 5 2012 Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise. Zbl 1281.76023Li, X.; Liu, X. B. 5 2013 Mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. Zbl 1359.91008Huang, Jianhui; Li, Xun; Wang, Tianxiao 5 2016 Continuous-time Markowitz’s model with constraints on wealth and portfolio. Zbl 1408.91200Li, Xun; Xu, Zuo Quan 4 2016 Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171Yao, Haixiang; Chen, Ping; Li, Xun 4 2016 On the topology distortion in self-organizing feature maps. Zbl 0797.92006Li, X.; Gasteiger, J.; Zupan, J. 4 1993 On the convergence of the dual reciprocity method for Poisson’s equation. Zbl 1045.65110Li, X.; Golberg, M. A. 4 2003 Topology optimization of structures under multiple load cases using a fiber-reinforced composite material model. Zbl 1102.74036Zhou, K.; Li, X. 4 2006 Bounding option pricing of multi-assets: a semidefinite programming approach. Zbl 1105.90056Han, Deren; Li, Xun; Sun, Defeng; Sun, Jie 4 2005 Some integration-by-parts formulas involving 2-copulas. Zbl 1322.60008Li, X.; Mikusiński, P.; Taylor, M. D. 4 2002 Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system. Zbl 1458.34108Yang, J. H.; Sanjuán, Miguel A. F.; Liu, H. G.; Litak, G.; Li, X. 4 2016 Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang 4 2019 Optimal investment with stopping in finite horizon. Zbl 06780136Jian, Xiongfei; Li, Xun; Yi, Fahuai 4 2014 Coefficient formula and matrix of nonuniform B-spline functions. Zbl 0783.65003Grabowski, H.; Li, X. 3 1992 Cooperative dynamics of snowdrift game on spatial distance-dependent small-world networks. Zbl 1189.91184Shang, L. H.; Li, X.; Wang, X. F. 3 2006 Real options approach for fashionable and perishable products using stock loan with regime switching. Zbl 1415.91307Chiu, Chun-Hung; Hou, Shui-Hung; Li, Xun; Liu, Wei 3 2017 Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers. Zbl 1346.90089Chiu, Chun-Hung; Choi, Tsan-Ming; Hao, Gang; Li, Xun 3 2015 Finite element analysis of DAM-reservoir systems using an exact far-boundary condition. Zbl 0918.73210Li, X.; Romo O., M. P.; Avilés L., J. 3 1996 Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system. Zbl 1476.93164Wen, Jiaqiang; Li, Xun; Xiong, Jie 3 2021 Anticipated backward stochastic differential equations with quadratic growth. Zbl 1467.60041Hu, Ying; Li, Xun; Wen, Jiaqiang 3 2021 Indefinite mean-field type linear-quadratic stochastic optimal control problems. Zbl 1451.93418Li, Na; Li, Xun; Yu, Zhiyong 3 2020 Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong 2 2016 Diffusion processes of fragmentary information on scale-free networks. Zbl 1400.91477Li, Xun; Cao, Lang 2 2016 A direct method for solving crack growth problems. I. Zbl 0771.73067Li, X.; Keer, L. M. 2 1992 Better than pre-committed optimal mean-variance policy in a jump diffusion market. Zbl 1411.91529Shi, Yun; Li, Xun; Cui, Xiangyu 2 2017 Instability of cylindrical compressible gas jets in viscous liquid streams. Zbl 0912.76018Shen, J.; Li, X. 2 1998 Static flexural analysis of elliptic Reissner-Mindlin plates on a Pasternak foundation by the triangular differential quadrature method. Zbl 1119.74633Zhong, Hongzhi; Li, X.; He, Yuhong 2 2005 On skew Laplacian spectrum and energy of digraphs. Zbl 1458.05142Ganie, Hilal A.; Pirzada, S.; Chat, Bilal A.; Li, X. 2 2021 The influence of \(IC\Phi\)-subgroups on the structure of finite groups. Zbl 07399057Gao, Y.; Li, X. 2 2021 Mean field game for linear-quadratic stochastic recursive systems. Zbl 1428.91004Zhang, Liangquan; Li, Xun 2 2019 On an exact penalty function method for semi-infinite programming problems. Zbl 1292.90299Ma, Cheng; Li, Xun; Yiu, Ka-Fai Cedric; Yang, Yongjian; Zhang, Liansheng 2 2012 Equilibrium solutions of multiperiod mean-variance portfolio selection. Zbl 07256293Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav 2 2020 A stochastic maximum principle for partially observed stochastic control systems with delay. Zbl 1454.93297Zhang, Shuaiqi; Li, Xun; Xiong, Jie 2 2020 A direct method for solving crack growth problems. II. Shear mode problems. Zbl 0778.73051Li, X.; Keer, L. M. 1 1992 Continuous time portfolio selection under conditional capital at risk. Zbl 1200.91279Dmitrasinovic-Vidovic, Gordana; Lari-Lavassani, Ali; Li, Xun; Ware, Antony 1 2010 Improve microwave quantum illumination via optical parametric amplifier. Zbl 1372.81187Xiong, Biao; Li, Xun; Wang, Xiao-Yu; Zhou, Ling 1 2017 A mixed linear quadratic optimal control problem with a controlled time horizon. Zbl 1297.49058Huang, Jianhui; Li, Xun; Yong, Jiongmin 1 2014 Numerical study of a single drop impact onto a liquid film up to the consequent formation of a crown. Zbl 1297.76175Jiang, T.; Ouyang, J.; Li, X.; Ren, J.; Wang, X. 1 2013 Axisymmetric wave propagation in a layered transversely isotropic medium. Zbl 0902.73080Liu, K.; Li, X.; Liu, Y. 1 1997 Spectral methods for solving nonlinear Klein-Gordon equation. Zbl 0918.35125Guo, Benyu; Li, Xun 1 1996 The correlated two-photon transport in a one-dimensional waveguide coupling to a hybrid atom-optomechanical system. Zbl 1358.81182Liu, Jingyi; Zhang, Wenzhao; Li, Xun; Yan, Weibin; Zhou, Ling 1 2016 Bubble growth and stability in an effective porous medium. Zbl 0825.76820Li, X.; Yortsos, Y. C. 1 1994 On methods for solving the Dirichlet problem for Poisson’s equation. Zbl 1013.65130Li, X.; Golberg, M. A. 1 2002 Consolidation around a borehole embedded in media with double porosity under release of geostatic stresses. Zbl 1024.74503Li, X. 1 2003 A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets. Zbl 1233.91283Li, Xun; Wu, Zhenyu 1 2006 Modelling chemo-hydro-mechanical behaviour of unsaturated clays: a feasibility study. Zbl 1105.74304Liu, Z.; Boukpeti, Nathalie; Li, X.; Collin, F.; Radu, J.-P.; Hueckel, T.; Charlier, R. 1 2005 On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices. Zbl 1139.91336Li, Xun; Wu, Zhenyu 1 2008 Thickness size effect on contact behavior of a thermoelectric strip. Zbl 07411212Li, X.; Tian, X. J.; Zhou, Y. T. 1 2021 Optimal consumption with reference to past spending maximum. Zbl 1484.91449Deng, Shuoqing; Li, Xun; Pham, Huyên; Yu, Xiang 1 2022 An extended cohesive damage model for simulating arbitrary damage propagation in engineering materials. Zbl 1439.74334Li, X.; Chen, J. 1 2017 Parametric resonance of a FG cylindrical thin shell with periodic rotating angular speeds in thermal environment. Zbl 1480.74215Li, X.; Du, C. C.; Li, Y. H. 1 2018 A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application. Zbl 1461.93546Li, Xun; Tai, Allen H.; Tian, Fei 1 2021 Optimal stopping investment with non-smooth utility over an infinite time horizon. Zbl 1415.91131Chen, Xiaoshan; Li, Xun; Yi, Fahuai 1 2019 Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan 1 2017 Optimal consumption with reference to past spending maximum. Zbl 1484.91449Deng, Shuoqing; Li, Xun; Pham, Huyên; Yu, Xiang 1 2022 Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system. Zbl 1476.93164Wen, Jiaqiang; Li, Xun; Xiong, Jie 3 2021 Anticipated backward stochastic differential equations with quadratic growth. Zbl 1467.60041Hu, Ying; Li, Xun; Wen, Jiaqiang 3 2021 On skew Laplacian spectrum and energy of digraphs. Zbl 1458.05142Ganie, Hilal A.; Pirzada, S.; Chat, Bilal A.; Li, X. 2 2021 The influence of \(IC\Phi\)-subgroups on the structure of finite groups. Zbl 07399057Gao, Y.; Li, X. 2 2021 Thickness size effect on contact behavior of a thermoelectric strip. Zbl 07411212Li, X.; Tian, X. J.; Zhou, Y. T. 1 2021 A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application. Zbl 1461.93546Li, Xun; Tai, Allen H.; Tian, Fei 1 2021 Indefinite mean-field type linear-quadratic stochastic optimal control problems. Zbl 1451.93418Li, Na; Li, Xun; Yu, Zhiyong 3 2020 Equilibrium solutions of multiperiod mean-variance portfolio selection. Zbl 07256293Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav 2 2020 A stochastic maximum principle for partially observed stochastic control systems with delay. Zbl 1454.93297Zhang, Shuaiqi; Li, Xun; Xiong, Jie 2 2020 Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037Li, Xun; Sun, Jingrui; Xiong, Jie 15 2019 Upper bounds for the sum of Laplacian eigenvalues of a graph and Brouwer’s conjecture. Zbl 1410.05125Ganie, Hilal A.; Pirzada, S.; Ul Shaban, Rezwan; Li, X. 8 2019 Mixed equilibrium solution of time-inconsistent stochastic linear-quadratic problem. Zbl 1407.93433Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav 6 2019 Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang 4 2019 Mean field game for linear-quadratic stochastic recursive systems. Zbl 1428.91004Zhang, Liangquan; Li, Xun 2 2019 Optimal stopping investment with non-smooth utility over an infinite time horizon. Zbl 1415.91131Chen, Xiaoshan; Li, Xun; Yi, Fahuai 1 2019 Linear quadratic mean field game with control input constraint. Zbl 1432.49048Hu, Ying; Huang, Jianhui; Li, Xun 9 2018 Parametric resonance of a FG cylindrical thin shell with periodic rotating angular speeds in thermal environment. Zbl 1480.74215Li, X.; Du, C. C.; Li, Y. H. 1 2018 Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems. Zbl 1378.93146Huang, Jianhui; Li, Xun; Wang, Tianxiao 7 2017 A stochastic control problem and related free boundaries in finance. Zbl 1373.35343Guan, Chonghu; Li, Xun; Xu, Zuo Quan; Yi, Fahuai 6 2017 Real options approach for fashionable and perishable products using stock loan with regime switching. Zbl 1415.91307Chiu, Chun-Hung; Hou, Shui-Hung; Li, Xun; Liu, Wei 3 2017 Better than pre-committed optimal mean-variance policy in a jump diffusion market. Zbl 1411.91529Shi, Yun; Li, Xun; Cui, Xiangyu 2 2017 Improve microwave quantum illumination via optical parametric amplifier. Zbl 1372.81187Xiong, Biao; Li, Xun; Wang, Xiao-Yu; Zhou, Ling 1 2017 An extended cohesive damage model for simulating arbitrary damage propagation in engineering materials. Zbl 1439.74334Li, X.; Chen, J. 1 2017 Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan 1 2017 Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033Sun, Jingrui; Li, Xun; Yong, Jiongmin 45 2016 Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Zbl 1336.93172Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng 9 2016 Indefinite mean-field stochastic linear-quadratic optimal control: from finite horizon to infinite horizon. Zbl 1359.93540Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng 9 2016 Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050Li, Xun; Sun, Jingrui; Yong, Jiongmin 7 2016 Mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. Zbl 1359.91008Huang, Jianhui; Li, Xun; Wang, Tianxiao 5 2016 Continuous-time Markowitz’s model with constraints on wealth and portfolio. Zbl 1408.91200Li, Xun; Xu, Zuo Quan 4 2016 Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171Yao, Haixiang; Chen, Ping; Li, Xun 4 2016 Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system. Zbl 1458.34108Yang, J. H.; Sanjuán, Miguel A. F.; Liu, H. G.; Litak, G.; Li, X. 4 2016 Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong 2 2016 Diffusion processes of fragmentary information on scale-free networks. Zbl 1400.91477Li, Xun; Cao, Lang 2 2016 The correlated two-photon transport in a one-dimensional waveguide coupling to a hybrid atom-optomechanical system. Zbl 1358.81182Liu, Jingyi; Zhang, Wenzhao; Li, Xun; Yan, Weibin; Zhou, Ling 1 2016 A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon. Zbl 1326.49051Huang, Jianhui; Li, Xun; Yong, Jiongmin 31 2015 Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case. Zbl 1330.93244Ni, Yuan-Hua; Elliott, Robert; Li, Xun 19 2015 Indefinite mean-field stochastic linear-quadratic optimal control. Zbl 1360.93782Ni, Yuan-Hua; Zhang, Ji-Feng; Li, Xun 18 2015 Necessary condition for near optimal control of linear forward-backward stochastic differential equations. Zbl 1337.93102Zhang, Liangquan; Huang, Jianhui; Li, Xun 5 2015 Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers. Zbl 1346.90089Chiu, Chun-Hung; Choi, Tsan-Ming; Hao, Gang; Li, Xun 3 2015 Optimal multi-period mean-variance policy under no-shorting constraint. Zbl 1304.91185Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan 36 2014 Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection. Zbl 1360.91133Cui, Xiangyu; Li, Xun; Li, Duan 21 2014 A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time. Zbl 1408.91205Yi, Lan; Wu, Xianping; Li, Xun; Cui, Xiangyu 9 2014 Optimal investment with stopping in finite horizon. Zbl 06780136Jian, Xiongfei; Li, Xun; Yi, Fahuai 4 2014 A mixed linear quadratic optimal control problem with a controlled time horizon. Zbl 1297.49058Huang, Jianhui; Li, Xun; Yong, Jiongmin 1 2014 Discrete time mean-field stochastic linear-quadratic optimal control problems. Zbl 1358.93189Elliott, Robert; Li, Xun; Ni, Yuan-Hua 47 2013 Consensus seeking in multi-agent systems with multiplicative measurement noises. Zbl 1276.93006Ni, Yuan-Hua; Li, Xun 22 2013 A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction. Zbl 1317.91068Jin, Xing; Li, Xun; Tan, Hwee Huat; Wu, Zhenyu 7 2013 Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise. Zbl 1281.76023Li, X.; Liu, X. B. 5 2013 Numerical study of a single drop impact onto a liquid film up to the consequent formation of a crown. Zbl 1297.76175Jiang, T.; Ouyang, J.; Li, X.; Ren, J.; Wang, X. 1 2013 Forward-backward linear quadratic stochastic optimal control problem with delay. Zbl 1250.93125Huang, Jianhui; Li, Xun; Shi, Jingtao 20 2012 New exact penalty function for solving constrained finite min-max problems. Zbl 1233.90258Ma, Cheng; Li, Xun; Cedric Yiu, Ka-Fai; Zhang, Lian-sheng 5 2012 On an exact penalty function method for semi-infinite programming problems. Zbl 1292.90299Ma, Cheng; Li, Xun; Yiu, Ka-Fai Cedric; Yang, Yongjian; Zhang, Liansheng 2 2012 Supply chain coordination with risk sensitive retailer under target sales rebate. Zbl 1237.90039Chiu, Chun-Hung; Choi, Tsan-Ming; Li, Xun 16 2011 Near-optimal control for stochastic recursive problems. Zbl 1210.93083Hui, Eddie; Huang, Jianhui; Li, Xun; Wang, Guangchen 10 2011 Dynamic mean-variance portfolio selection with borrowing constraint. Zbl 1183.91192Fu, Chenpeng; Lari-Lavassani, Ali; Li, Xun 47 2010 Near-optimal control problems for linear forward-backward stochastic systems. Zbl 1205.93165Huang, Jianhui; Li, Xun; Wang, Guangchen 21 2010 Maximum principles for a class of partial information risk-sensitive optimal controls. Zbl 1368.93139Huang, Jianhui; Li, Xun; Wang, Guangchen 9 2010 Continuous time portfolio selection under conditional capital at risk. Zbl 1200.91279Dmitrasinovic-Vidovic, Gordana; Lari-Lavassani, Ali; Li, Xun; Ware, Antony 1 2010 The application of homotopy analysis method for 2-dimensional steady slip flow in microchannels. Zbl 1220.76025Zhang, T. T.; Jia, L.; Wang, Z. C.; Li, X. 17 2008 On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices. Zbl 1139.91336Li, Xun; Wu, Zhenyu 1 2008 Continuous-time mean-variance efficiency: the 80% rule. Zbl 1132.91472Li, Xun; Zhou, Xun Yu 19 2006 Topology optimization of structures under multiple load cases using a fiber-reinforced composite material model. Zbl 1102.74036Zhou, K.; Li, X. 4 2006 Cooperative dynamics of snowdrift game on spatial distance-dependent small-world networks. Zbl 1189.91184Shang, L. H.; Li, X.; Wang, X. F. 3 2006 A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets. Zbl 1233.91283Li, Xun; Wu, Zhenyu 1 2006 Certificateless signature and proxy signature schemes from bilinear pairings. Zbl 1076.94029Li, X.; Chen, K.; Sun, L. 14 2005 Bounding option pricing of multi-assets: a semidefinite programming approach. Zbl 1105.90056Han, Deren; Li, Xun; Sun, Defeng; Sun, Jie 4 2005 Static flexural analysis of elliptic Reissner-Mindlin plates on a Pasternak foundation by the triangular differential quadrature method. Zbl 1119.74633Zhong, Hongzhi; Li, X.; He, Yuhong 2 2005 Modelling chemo-hydro-mechanical behaviour of unsaturated clays: a feasibility study. Zbl 1105.74304Liu, Z.; Boukpeti, Nathalie; Li, X.; Collin, F.; Radu, J.-P.; Hueckel, T.; Charlier, R. 1 2005 Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon. Zbl 1031.93155Li, Xun; Zhou, Xun Yu; Ait Rami, Mustapha 37 2003 On the convergence of the dual reciprocity method for Poisson’s equation. Zbl 1045.65110Li, X.; Golberg, M. A. 4 2003 Consolidation around a borehole embedded in media with double porosity under release of geostatic stresses. Zbl 1024.74503Li, X. 1 2003 Dynamic mean-variance portfolio selection with no-shorting constraints. Zbl 1027.91040Li, Xun; Zhou, Xun Yu; Lim, Andrew E. B. 111 2002 Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon. Zbl 1119.93418Li, Xun; Zhou, Yu 14 2002 Some integration-by-parts formulas involving 2-copulas. Zbl 1322.60008Li, X.; Mikusiński, P.; Taylor, M. D. 4 2002 On methods for solving the Dirichlet problem for Poisson’s equation. Zbl 1013.65130Li, X.; Golberg, M. A. 1 2002 On the crosscorrelation of sequences with the decimation factor \(d=\frac{p^n+1}{p+1}-\frac{p^n-1}{2}\). Zbl 1015.94006Hu, Z.; Li, X.; Mills, D.; Müller, E.; Sun, W.; Willems, W.; Yang, Y.; Zhang, Z. 5 2001 Instability of cylindrical compressible gas jets in viscous liquid streams. Zbl 0912.76018Shen, J.; Li, X. 2 1998 A Legendre pseudospectral method for solving nonlinear Klein-Gordon equation. Zbl 0876.65073Li, Xun; Guo, B. Y. 16 1997 Axisymmetric wave propagation in a layered transversely isotropic medium. Zbl 0902.73080Liu, K.; Li, X.; Liu, Y. 1 1997 A Legendre spectral method for solving the nonlinear Klein-Gordon equation. Zbl 0856.65117Guo, Ben-Yu; Li, Xun; Vázquez, Luis 25 1996 Finite element analysis of DAM-reservoir systems using an exact far-boundary condition. Zbl 0918.73210Li, X.; Romo O., M. P.; Avilés L., J. 3 1996 Spectral methods for solving nonlinear Klein-Gordon equation. Zbl 0918.35125Guo, Benyu; Li, Xun 1 1996 Point loads on a hemispherical elastic membrane. Zbl 0835.73031Li, X.; Steigmann, D. J. 6 1995 Finite deformation of a pressurized toroidal membrane. Zbl 0836.73035Li, X.; Steigmann, D. J. 6 1995 On the instability of plane liquid sheets in two gas streams of unequal velocities. Zbl 0855.76020Li, X. 9 1994 Bubble growth and stability in an effective porous medium. Zbl 0825.76820Li, X.; Yortsos, Y. C. 1 1994 Finite plane twist of an annular membrane. Zbl 0785.73041Li, X.; Steigmann, D. J. 21 1993 On the topology distortion in self-organizing feature maps. Zbl 0797.92006Li, X.; Gasteiger, J.; Zupan, J. 4 1993 Coefficient formula and matrix of nonuniform B-spline functions. Zbl 0783.65003Grabowski, H.; Li, X. 3 1992 A direct method for solving crack growth problems. I. Zbl 0771.73067Li, X.; Keer, L. M. 2 1992 A direct method for solving crack growth problems. II. Shear mode problems. Zbl 0778.73051Li, X.; Keer, L. M. 1 1992 all cited Publications top 5 cited Publications all top 5 Cited by 712 Authors 37 Li, Xun 16 Zhang, Weihai 15 Sun, Jingrui 15 Yong, Jiongmin 14 Wu, Zhen 12 Huang, Jianhui 12 Li, Zhongfei 12 Yao, Haixiang 9 Cui, Xiangyu 9 Wang, Tianxiao 9 Xiong, Jie 8 Chen, Ping 8 Forsyth, Peter A. 8 Li, Duan 8 Ni, Yuanhua 8 Xu, Zuoquan 8 Zhang, Huanshui 7 Choi, Tsan-Ming 7 Shi, Jingtao 7 Yu, Zhiyong 7 Zhang, Jifeng 6 Bi, Junna 6 Costa, Oswaldo Luiz V. 6 Djaidja, Sabir 6 Ma, Limin 6 Wang, Guangchen 6 Wang, Shouyang 6 Wu, Qinghe 6 Yan, Wei 6 Zeng, Yan 5 Chiu, Chun-Hung 5 Dehghan Takht Fooladi, Mehdi 5 Gao, Jianjun 5 Huang, Minyi 5 Wu, Xinyuan 5 Zhang, Tianliang 4 Bensoussan, Alain 4 Chen, Zhiping 4 Guan, Chonghu 4 Guo, Junyi 4 Hafayed, Mokhtar 4 Hu, Ying 4 Ji, Shaolin 4 Jin, Zhuo 4 Liang, Zhibin 4 Lin, Yaning 4 Liu, Changying 4 Pun, Chi Seng 4 Saldi, Naci 4 Tembine, Hamidou 4 Wang, Hanxiao 4 Wei, Jiaqin 4 Wen, Jiaqiang 4 Wong, Hoi Ying 4 Xu, Juanjuan 4 Yiu, Ka Fai Cedric 4 Zhang, Feng 4 Zhang, Qimin 3 Abbas, Syed 3 Buckley, Winston S. 3 Chen, Yuefen 3 Dang, Duy Minh 3 Dolgopolik, Maxim Vladimirovich 3 Feng, Xinwei 3 Hou, Ting 3 Lai, Yongzeng 3 Li, Gang 3 Li, Na 3 Li, Yan 3 Liu, Xikui 3 Liu, Yongjun 3 Ma, Hongji 3 Mezerdi, Brahim 3 Moon, Jun-Hee 3 Oosterlee, Cornelis Willebrordus 3 Pham, Huyên 3 Shao, Lusheng 3 Shen, Yang 3 Shi, Xiaomin 3 Shi, Yun 3 Sun, Huijie 3 Sun, Yabing 3 Sun, Zhongyang 3 Vigna, Elena 3 Wang, Bingchang 3 Wang, Jian 3 Wei, Qingmeng 3 Wu, Aiguo 3 Xiao, Helu 3 Xu, Jie 3 Yam, Sheung Chi Phillip 3 Yi, Fahuai 3 Yin, Gang George 3 Zhang, Chengke 3 Zhang, Liangquan 3 Zhang, Miao 3 Zhang, Weiguo 3 Zhao, Weidong 3 Zhou, Zhongbao 3 Zhu, Huainian ...and 612 more Authors all top 5 Cited in 115 Serials 46 European Journal of Operational Research 33 Automatica 26 SIAM Journal on Control and Optimization 22 Journal of Industrial and Management Optimization 19 International Journal of Control 17 Applied Mathematics and Optimization 17 Systems & Control Letters 16 Journal of the Franklin Institute 13 Applied Mathematics and Computation 13 Insurance Mathematics & Economics 13 Mathematical Problems in Engineering 13 International Journal of Systems Science. Principles and Applications of Systems and Integration 12 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 10 Annals of Operations Research 9 Quantitative Finance 9 Journal of Systems Science and Complexity 9 Mathematical Control and Related Fields 8 Journal of Optimization Theory and Applications 8 Operations Research Letters 8 International Journal of Theoretical and Applied Finance 7 Journal of Economic Dynamics & Control 7 Advances in Difference Equations 6 Mathematical Methods of Operations Research 6 SIAM Journal on Financial Mathematics 6 Dynamic Games and Applications 5 Journal of Mathematical Analysis and Applications 5 Journal of Computational and Applied Mathematics 4 Journal of Computational Physics 4 Applied Numerical Mathematics 4 Journal of the Operations Research Society of China 3 Computer Physics Communications 3 Mathematics of Operations Research 3 Stochastic Analysis and Applications 3 Optimization 3 The Annals of Applied Probability 3 Numerical Algorithms 3 International Journal of Robust and Nonlinear Control 3 Abstract and Applied Analysis 3 Soft Computing 3 Scandinavian Actuarial Journal 3 Asian Journal of Control 3 Probability, Uncertainty and Quantitative Risk 2 Computers & Mathematics with Applications 2 Chaos, Solitons and Fractals 2 Information Sciences 2 Journal of Differential Equations 2 Optimal Control Applications & Methods 2 Numerical Methods for Partial Differential Equations 2 Journal of Global Optimization 2 Communications in Statistics. Theory and Methods 2 Stochastic Processes and their Applications 2 Complexity 2 European Journal of Control 2 Mathematical Finance 2 Journal of Inequalities and Applications 2 Discrete Dynamics in Nature and Society 2 Discrete and Continuous Dynamical Systems. Series B 2 Decisions in Economics and Finance 2 Journal of Applied Mathematics 2 Optimization Letters 1 Advances in Applied Probability 1 International Journal of Systems Science 1 International Journal of Theoretical Physics 1 Mathematical Methods in the Applied Sciences 1 Physica A 1 Physics Letters. A 1 Journal of Mathematical Economics 1 Mathematics and Computers in Simulation 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Numerische Mathematik 1 Operations Research 1 Statistics & Probability Letters 1 Chinese Annals of Mathematics. Series B 1 Journal of Computational Mathematics 1 Journal of Classification 1 Computers & Operations Research 1 MCSS. Mathematics of Control, Signals, and Systems 1 Japan Journal of Industrial and Applied Mathematics 1 Applications of Mathematics 1 Discrete Event Dynamic Systems 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics 1 Computational and Applied Mathematics 1 International Journal of Numerical Methods for Heat & Fluid Flow 1 Turkish Journal of Mathematics 1 Advances in Computational Mathematics 1 Applied Mathematical Finance 1 Bernoulli 1 Discrete and Continuous Dynamical Systems 1 Finance and Stochastics 1 Optimization Methods & Software 1 Journal of Applied Mathematics and Decision Sciences 1 Data Mining and Knowledge Discovery 1 Acta Mathematica Sinica. English Series 1 Optimization and Engineering 1 RAIRO. Operations Research 1 The ANZIAM Journal 1 OR Spectrum 1 Stochastics and Dynamics 1 Fuzzy Optimization and Decision Making ...and 15 more Serials all top 5 Cited in 24 Fields 278 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 273 Systems theory; control (93-XX) 158 Probability theory and stochastic processes (60-XX) 150 Calculus of variations and optimal control; optimization (49-XX) 91 Operations research, mathematical programming (90-XX) 44 Numerical analysis (65-XX) 36 Partial differential equations (35-XX) 18 Statistics (62-XX) 18 Computer science (68-XX) 17 Ordinary differential equations (34-XX) 6 Biology and other natural sciences (92-XX) 5 Quantum theory (81-XX) 4 Combinatorics (05-XX) 4 Difference and functional equations (39-XX) 3 Integral equations (45-XX) 2 Real functions (26-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Optics, electromagnetic theory (78-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year