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Li, Xun

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Author ID: li.xun Recent zbMATH articles by "Li, Xun"
Published as: Li, X.; Li, Xun
Documents Indexed: 137 Publications since 1992, including 1 Book
all top 5

Co-Authors

1 single-authored
11 Huang, Jianhui
8 Ni, Yuanhua
5 Cui, Xiangyu
5 Liu, Guojing
5 Zhang, Jifeng
4 Lari-Lavassani, Ali
4 Yong, Jiongmin
3 Chiu, Chun-Hung
3 Guo, Ben-Yu
3 Li, Zhongfei
3 Sun, Jingrui
3 Wang, Guangchen
3 Wu, Zhenyu
3 Yao, Haixiang
3 Yi, Fahuai
3 Zhou, Xunyu
2 Choi, Tsan-Ming
2 Dmitrasinovic-Vidovic, Gordana
2 Elliott, Robert James
2 Gao, Jianjun
2 Guan, Chonghu
2 Hu, Ying
2 Kong, Fanchao
2 Krstić, Miroslav
2 Li, Duan
2 Ma, Cheng
2 Ma, Hongxu
2 Wang, Tianxiao
2 Ware, Antony F.
2 Wu, Xianping
2 Xiong, Jie
2 Xu, Zuoquan
2 Xue, Han
2 Yiu, Ka Fai Cedric
2 Zhang, Liangquan
2 Zhang, Liansheng
2 Zhou, Ling
1 Ahmed, Osman S.
1 Ait Rami, Mustapha
1 Ang, Rongrong
1 Bai, Donghua
1 Bakr, Mohamed H.
1 Bashir, Muhammad Farhan
1 Cao, Lang
1 Chan, Raymond Hon-Fu
1 Chen, Jian
1 Chen, Ping
1 Chen, Xiaoshan
1 Fang, Yue
1 Fu, Chenpeng
1 Guan, Zhijin
1 Guo, Yves ZY.
1 Han, Deren
1 Hao, Gang
1 Hao, Zhifeng
1 He, Jingjing
1 Hou, Shuihung
1 Hu, Sanqing
1 Hui, Eddie C. M.
1 Jian, Xiongfei
1 Jin, Xing
1 Kang, Yong
1 Kang, Zhilin
1 Lee, Spike T.
1 Li, Jianyu
1 Li, Lihua
1 Li, Na
1 Li, Pengfei
1 Li, Yi
1 Li, Yong
1 Lim, Andrew E. B.
1 Liping, Ma
1 Liu, He
1 Liu, Jingyi
1 Liu, Lei
1 Liu, Li
1 Liu, Wei
1 Liu, Yao
1 Lu, Junguo
1 Lu, Shiping
1 Lv, Laishui
1 Shen, Jie
1 Shi, Jingtao
1 Shi, Yun
1 Song, Qingshuo
1 Sun, Defeng
1 Sun, Jie
1 Tai, Allen H.
1 Tan, Hwee Huat
1 Tan, Zhili
1 Tang, Hongji
1 Tian, Fei
1 Vázquez, Luis
1 Wan, Jun
1 Wang, Xiaoyu
1 Wen, Jiaqiang
1 Wu, Dandan
1 Wu, Weiping
1 Wu, Xiaoqing
1 Xiong, Biao
...and 20 more Co-Authors
all top 5

Serials

7 Automatica
7 IEEE Transactions on Automatic Control
7 Systems & Control Letters
5 Journal of Natural Science of Heilongjiang University
4 European Journal of Operational Research
4 Journal of Industrial and Management Optimization
3 SIAM Journal on Control and Optimization
3 Journal of Sichuan University. Natural Science Edition
3 Operations Research Letters
2 International Journal of Control
2 Applied Mathematics and Optimization
2 Quantitative Finance
2 Journal of Control Science and Engineering
2 Mathematical Control and Related Fields
1 International Journal of Theoretical Physics
1 Physica A
1 Journal of Differential Equations
1 Insurance Mathematics & Economics
1 Applied Mathematics and Mechanics. (English Edition)
1 Mathematics in Practice and Theory
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 Annals of Operations Research
1 The Annals of Applied Probability
1 Journal of Global Optimization
1 Annals of Physics
1 Computational and Applied Mathematics
1 Journal of Anhui Normal University. Natural Science
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Mathematical Methods of Operations Research
1 Journal of Inequalities and Applications
1 International Journal of Theoretical and Applied Finance
1 Journal of Mathematical Study
1 IEEE Transactions on Antennas and Propagation
1 Natural Science Journal of Harbin Normal University
1 Communications in Information and Systems
1 Control and Decision
1 Journal of Statistical Mechanics: Theory and Experiment
1 Pacific Journal of Optimization
1 Computational & Mathematical Methods in Medicine
1 Journal of Hangzhou Normal University. Natural Sciences Edition
1 SIAM Journal on Financial Mathematics
1 Journal of Probability and Statistics
1 Afrika Matematika
1 Annals of Finance
1 Probability, Uncertainty and Quantitative Risk

Publications by Year

Citations contained in zbMATH Open

78 Publications have been cited 701 times in 529 Documents Cited by Year
Dynamic mean-variance portfolio selection with no-shorting constraints. Zbl 1027.91040
Li, Xun; Zhou, Xun Yu; Lim, Andrew E. B.
98
2002
Dynamic mean-variance portfolio selection with borrowing constraint. Zbl 1183.91192
Fu, Chenpeng; Lari-Lavassani, Ali; Li, Xun
45
2010
Discrete time mean-field stochastic linear-quadratic optimal control problems. Zbl 1358.93189
Elliott, Robert; Li, Xun; Ni, Yuan-Hua
36
2013
Optimal multi-period mean-variance policy under no-shorting constraint. Zbl 1304.91185
Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan
33
2014
Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon. Zbl 1031.93155
Li, Xun; Zhou, Xun Yu; Ait Rami, Mustapha
29
2003
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
27
2016
A Legendre spectral method for solving the nonlinear Klein-Gordon equation. Zbl 0856.65117
Guo, Ben-Yu; Li, Xun; Vázquez, Luis
24
1996
A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon. Zbl 1326.49051
Huang, Jianhui; Li, Xun; Yong, Jiongmin
23
2015
Finite plane twist of an annular membrane. Zbl 0785.73041
Li, X.; Steigmann, D. J.
21
1993
Near-optimal control problems for linear forward-backward stochastic systems. Zbl 1205.93165
Huang, Jianhui; Li, Xun; Wang, Guangchen
19
2010
Continuous-time mean-variance efficiency: the 80% rule. Zbl 1132.91472
Li, Xun; Zhou, Xun Yu
19
2006
Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection. Zbl 1360.91133
Cui, Xiangyu; Li, Xun; Li, Duan
18
2014
Consensus seeking in multi-agent systems with multiplicative measurement noises. Zbl 1276.93006
Ni, Yuan-Hua; Li, Xun
18
2013
The application of homotopy analysis method for 2-dimensional steady slip flow in microchannels. Zbl 1220.76025
Zhang, T. T.; Jia, L.; Wang, Z. C.; Li, X.
17
2008
Forward-backward linear quadratic stochastic optimal control problem with delay. Zbl 1250.93125
Huang, Jianhui; Li, Xun; Shi, Jingtao
16
2012
A Legendre pseudospectral method for solving nonlinear Klein-Gordon equation. Zbl 0876.65073
Li, Xun; Guo, B. Y.
15
1997
Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case. Zbl 1330.93244
Ni, Yuan-Hua; Elliott, Robert; Li, Xun
14
2015
Supply chain coordination with risk sensitive retailer under target sales rebate. Zbl 1237.90039
Chiu, Chun-Hung; Choi, Tsan-Ming; Li, Xun
14
2011
Certificateless signature and proxy signature schemes from bilinear pairings. Zbl 1076.94029
Li, X.; Chen, K.; Sun, L.
14
2005
Indefinite mean-field stochastic linear-quadratic optimal control. Zbl 1360.93782
Ni, Yuan-Hua; Zhang, Ji-Feng; Li, Xun
11
2015
Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon. Zbl 1119.93418
Li, Xun; Zhou, Yu
11
2002
Near-optimal control for stochastic recursive problems. Zbl 1210.93083
Hui, Eddie; Huang, Jianhui; Li, Xun; Wang, Guangchen
10
2011
Maximum principles for a class of partial information risk-sensitive optimal controls. Zbl 1368.93139
Huang, Jianhui; Li, Xun; Wang, Guangchen
9
2010
On the instability of plane liquid sheets in two gas streams of unequal velocities. Zbl 0855.76020
Li, X.
9
1994
A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time. Zbl 1408.91205
Yi, Lan; Wu, Xianping; Li, Xun; Cui, Xiangyu
7
2014
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction. Zbl 1317.91068
Jin, Xing; Li, Xun; Tan, Hwee Huat; Wu, Zhenyu
6
2013
Point loads on a hemispherical elastic membrane. Zbl 0835.73031
Li, X.; Steigmann, D. J.
6
1995
Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems. Zbl 1378.93146
Huang, Jianhui; Li, Xun; Wang, Tianxiao
5
2017
A stochastic control problem and related free boundaries in finance. Zbl 1373.35343
Guan, Chonghu; Li, Xun; Xu, Zuo Quan; Yi, Fahuai
5
2017
Indefinite mean-field stochastic linear-quadratic optimal control: from finite horizon to infinite horizon. Zbl 1359.93540
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng
5
2016
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Zbl 1336.93172
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng
5
2016
Necessary condition for near optimal control of linear forward-backward stochastic differential equations. Zbl 1337.93102
Zhang, Liangquan; Huang, Jianhui; Li, Xun
5
2015
Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise. Zbl 1281.76023
Li, X.; Liu, X. B.
5
2013
New exact penalty function for solving constrained finite min-max problems. Zbl 1233.90258
Ma, Cheng; Li, Xun; Cedric Yiu, Ka-Fai; Zhang, Lian-sheng
5
2012
On the crosscorrelation of sequences with the decimation factor \(d=\frac{p^n+1}{p+1}-\frac{p^n-1}{2}\). Zbl 1015.94006
Hu, Z.; Li, X.; Mills, D.; Müller, E.; Sun, W.; Willems, W.; Yang, Y.; Zhang, Z.
5
2001
Finite deformation of a pressurized toroidal membrane. Zbl 0836.73035
Li, X.; Steigmann, D. J.
5
1995
Upper bounds for the sum of Laplacian eigenvalues of a graph and Brouwer’s conjecture. Zbl 1410.05125
Ganie, Hilal A.; Pirzada, S.; Ul Shaban, Rezwan; Li, X.
4
2019
Mixed equilibrium solution of time-inconsistent stochastic linear-quadratic problem. Zbl 1407.93433
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav
4
2019
Linear quadratic mean field game with control input constraint. Zbl 1432.49048
Hu, Ying; Huang, Jianhui; Li, Xun
4
2018
Optimal investment with stopping in finite horizon. Zbl 06780136
Jian, Xiongfei; Li, Xun; Yi, Fahuai
4
2014
Topology optimization of structures under multiple load cases using a fiber-reinforced composite material model. Zbl 1102.74036
Zhou, K.; Li, X.
4
2006
On the convergence of the dual reciprocity method for Poisson’s equation. Zbl 1045.65110
Li, X.; Golberg, M. A.
4
2003
On the topology distortion in self-organizing feature maps. Zbl 0797.92006
Li, X.; Gasteiger, J.; Zupan, J.
4
1993
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
3
2016
Continuous-time Markowitz’s model with constraints on wealth and portfolio. Zbl 1408.91200
Li, Xun; Xu, Zuo Quan
3
2016
Mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. Zbl 1359.91008
Huang, Jianhui; Li, Xun; Wang, Tianxiao
3
2016
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171
Yao, Haixiang; Chen, Ping; Li, Xun
3
2016
Bounding option pricing of multi-assets: a semidefinite programming approach. Zbl 1105.90056
Han, Deren; Li, Xun; Sun, Defeng; Sun, Jie
3
2005
Coefficient formula and matrix of nonuniform B-spline functions. Zbl 0783.65003
Grabowski, H.; Li, X.
3
1992
Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037
Li, Xun; Sun, Jingrui; Xiong, Jie
2
2019
Real options approach for fashionable and perishable products using stock loan with regime switching. Zbl 1415.91307
Chiu, Chun-Hung; Hou, Shui-Hung; Li, Xun; Liu, Wei
2
2017
Better than pre-committed optimal mean-variance policy in a jump diffusion market. Zbl 1411.91529
Shi, Yun; Li, Xun; Cui, Xiangyu
2
2017
Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers. Zbl 1346.90089
Chiu, Chun-Hung; Choi, Tsan-Ming; Hao, Gang; Li, Xun
2
2015
On an exact penalty function method for semi-infinite programming problems. Zbl 1292.90299
Ma, Cheng; Li, Xun; Yiu, Ka-Fai Cedric; Yang, Yongjian; Zhang, Liansheng
2
2012
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets. Zbl 1233.91283
Li, Xun; Wu, Zhenyu
2
2006
Cooperative dynamics of snowdrift game on spatial distance-dependent small-world networks. Zbl 1189.91184
Shang, L. H.; Li, X.; Wang, X. F.
2
2006
Static flexural analysis of elliptic Reissner-Mindlin plates on a Pasternak foundation by the triangular differential quadrature method. Zbl 1119.74633
Zhong, Hongzhi; Li, X.; He, Yuhong
2
2005
Some integration-by-parts formulas involving 2-copulas. Zbl 1322.60008
Li, X.; Mikusiński, P.; Taylor, M. D.
2
2002
Instability of cylindrical compressible gas jets in viscous liquid streams. Zbl 0912.76018
Shen, J.; Li, X.
2
1998
Finite element analysis of DAM-reservoir systems using an exact far-boundary condition. Zbl 0918.73210
Li, X.; Romo O., M. P.; Avilés L., J.
2
1996
A direct method for solving crack growth problems. I. Zbl 0771.73067
Li, X.; Keer, L. M.
2
1992
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225
Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang
1
2019
Parametric resonance of a FG cylindrical thin shell with periodic rotating angular speeds in thermal environment. Zbl 07167916
Li, X.; Du, C. C.; Li, Y. H.
1
2018
An extended cohesive damage model for simulating arbitrary damage propagation in engineering materials. Zbl 1439.74334
Li, X.; Chen, J.
1
2017
Diffusion processes of fragmentary information on scale-free networks. Zbl 1400.91477
Li, Xun; Cao, Lang
1
2016
Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570
Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong
1
2016
The correlated two-photon transport in a one-dimensional waveguide coupling to a hybrid atom-optomechanical system. Zbl 1358.81182
Liu, Jingyi; Zhang, Wenzhao; Li, Xun; Yan, Weibin; Zhou, Ling
1
2016
A mixed linear quadratic optimal control problem with a controlled time horizon. Zbl 1297.49058
Huang, 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 1297.76175
Jiang, T.; Ouyang, J.; Li, X.; Ren, J.; Wang, X.
1
2013
Continuous time portfolio selection under conditional capital at risk. Zbl 1200.91279
Dmitrasinovic-Vidovic, Gordana; Lari-Lavassani, Ali; Li, Xun; Ware, Antony
1
2010
On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices. Zbl 1139.91336
Li, Xun; Wu, Zhenyu
1
2008
Modelling chemo-hydro-mechanical behaviour of unsaturated clays: a feasibility study. Zbl 1105.74304
Liu, Z.; Boukpeti, Nathalie; Li, X.; Collin, F.; Radu, J.-P.; Hueckel, T.; Charlier, R.
1
2005
Consolidation around a borehole embedded in media with double porosity under release of geostatic stresses. Zbl 1024.74503
Li, X.
1
2003
On methods for solving the Dirichlet problem for Poisson’s equation. Zbl 1013.65130
Li, X.; Golberg, M. A.
1
2002
Axisymmetric wave propagation in a layered transversely isotropic medium. Zbl 0902.73080
Liu, K.; Li, X.; Liu, Y.
1
1997
Spectral methods for solving nonlinear Klein-Gordon equation. Zbl 0918.35125
Guo, Benyu; Li, Xun
1
1996
Bubble growth and stability in an effective porous medium. Zbl 0825.76820
Li, X.; Yortsos, Y. C.
1
1994
A direct method for solving crack growth problems. II. Shear mode problems. Zbl 0778.73051
Li, X.; Keer, L. M.
1
1992
Upper bounds for the sum of Laplacian eigenvalues of a graph and Brouwer’s conjecture. Zbl 1410.05125
Ganie, Hilal A.; Pirzada, S.; Ul Shaban, Rezwan; Li, X.
4
2019
Mixed equilibrium solution of time-inconsistent stochastic linear-quadratic problem. Zbl 1407.93433
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav
4
2019
Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037
Li, Xun; Sun, Jingrui; Xiong, Jie
2
2019
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225
Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang
1
2019
Linear quadratic mean field game with control input constraint. Zbl 1432.49048
Hu, Ying; Huang, Jianhui; Li, Xun
4
2018
Parametric resonance of a FG cylindrical thin shell with periodic rotating angular speeds in thermal environment. Zbl 07167916
Li, X.; Du, C. C.; Li, Y. H.
1
2018
Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems. Zbl 1378.93146
Huang, Jianhui; Li, Xun; Wang, Tianxiao
5
2017
A stochastic control problem and related free boundaries in finance. Zbl 1373.35343
Guan, Chonghu; Li, Xun; Xu, Zuo Quan; Yi, Fahuai
5
2017
Real options approach for fashionable and perishable products using stock loan with regime switching. Zbl 1415.91307
Chiu, Chun-Hung; Hou, Shui-Hung; Li, Xun; Liu, Wei
2
2017
Better than pre-committed optimal mean-variance policy in a jump diffusion market. Zbl 1411.91529
Shi, Yun; Li, Xun; Cui, Xiangyu
2
2017
An extended cohesive damage model for simulating arbitrary damage propagation in engineering materials. Zbl 1439.74334
Li, X.; Chen, J.
1
2017
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
27
2016
Indefinite mean-field stochastic linear-quadratic optimal control: from finite horizon to infinite horizon. Zbl 1359.93540
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng
5
2016
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Zbl 1336.93172
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng
5
2016
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
3
2016
Continuous-time Markowitz’s model with constraints on wealth and portfolio. Zbl 1408.91200
Li, Xun; Xu, Zuo Quan
3
2016
Mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. Zbl 1359.91008
Huang, Jianhui; Li, Xun; Wang, Tianxiao
3
2016
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171
Yao, Haixiang; Chen, Ping; Li, Xun
3
2016
Diffusion processes of fragmentary information on scale-free networks. Zbl 1400.91477
Li, Xun; Cao, Lang
1
2016
Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570
Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong
1
2016
The correlated two-photon transport in a one-dimensional waveguide coupling to a hybrid atom-optomechanical system. Zbl 1358.81182
Liu, 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 1326.49051
Huang, Jianhui; Li, Xun; Yong, Jiongmin
23
2015
Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case. Zbl 1330.93244
Ni, Yuan-Hua; Elliott, Robert; Li, Xun
14
2015
Indefinite mean-field stochastic linear-quadratic optimal control. Zbl 1360.93782
Ni, Yuan-Hua; Zhang, Ji-Feng; Li, Xun
11
2015
Necessary condition for near optimal control of linear forward-backward stochastic differential equations. Zbl 1337.93102
Zhang, Liangquan; Huang, Jianhui; Li, Xun
5
2015
Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers. Zbl 1346.90089
Chiu, Chun-Hung; Choi, Tsan-Ming; Hao, Gang; Li, Xun
2
2015
Optimal multi-period mean-variance policy under no-shorting constraint. Zbl 1304.91185
Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan
33
2014
Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection. Zbl 1360.91133
Cui, Xiangyu; Li, Xun; Li, Duan
18
2014
A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time. Zbl 1408.91205
Yi, Lan; Wu, Xianping; Li, Xun; Cui, Xiangyu
7
2014
Optimal investment with stopping in finite horizon. Zbl 06780136
Jian, Xiongfei; Li, Xun; Yi, Fahuai
4
2014
A mixed linear quadratic optimal control problem with a controlled time horizon. Zbl 1297.49058
Huang, Jianhui; Li, Xun; Yong, Jiongmin
1
2014
Discrete time mean-field stochastic linear-quadratic optimal control problems. Zbl 1358.93189
Elliott, Robert; Li, Xun; Ni, Yuan-Hua
36
2013
Consensus seeking in multi-agent systems with multiplicative measurement noises. Zbl 1276.93006
Ni, Yuan-Hua; Li, Xun
18
2013
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction. Zbl 1317.91068
Jin, Xing; Li, Xun; Tan, Hwee Huat; Wu, Zhenyu
6
2013
Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise. Zbl 1281.76023
Li, 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 1297.76175
Jiang, T.; Ouyang, J.; Li, X.; Ren, J.; Wang, X.
1
2013
Forward-backward linear quadratic stochastic optimal control problem with delay. Zbl 1250.93125
Huang, Jianhui; Li, Xun; Shi, Jingtao
16
2012
New exact penalty function for solving constrained finite min-max problems. Zbl 1233.90258
Ma, Cheng; Li, Xun; Cedric Yiu, Ka-Fai; Zhang, Lian-sheng
5
2012
On an exact penalty function method for semi-infinite programming problems. Zbl 1292.90299
Ma, 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 1237.90039
Chiu, Chun-Hung; Choi, Tsan-Ming; Li, Xun
14
2011
Near-optimal control for stochastic recursive problems. Zbl 1210.93083
Hui, Eddie; Huang, Jianhui; Li, Xun; Wang, Guangchen
10
2011
Dynamic mean-variance portfolio selection with borrowing constraint. Zbl 1183.91192
Fu, Chenpeng; Lari-Lavassani, Ali; Li, Xun
45
2010
Near-optimal control problems for linear forward-backward stochastic systems. Zbl 1205.93165
Huang, Jianhui; Li, Xun; Wang, Guangchen
19
2010
Maximum principles for a class of partial information risk-sensitive optimal controls. Zbl 1368.93139
Huang, Jianhui; Li, Xun; Wang, Guangchen
9
2010
Continuous time portfolio selection under conditional capital at risk. Zbl 1200.91279
Dmitrasinovic-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 1220.76025
Zhang, 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 1139.91336
Li, Xun; Wu, Zhenyu
1
2008
Continuous-time mean-variance efficiency: the 80% rule. Zbl 1132.91472
Li, Xun; Zhou, Xun Yu
19
2006
Topology optimization of structures under multiple load cases using a fiber-reinforced composite material model. Zbl 1102.74036
Zhou, K.; Li, X.
4
2006
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets. Zbl 1233.91283
Li, Xun; Wu, Zhenyu
2
2006
Cooperative dynamics of snowdrift game on spatial distance-dependent small-world networks. Zbl 1189.91184
Shang, L. H.; Li, X.; Wang, X. F.
2
2006
Certificateless signature and proxy signature schemes from bilinear pairings. Zbl 1076.94029
Li, X.; Chen, K.; Sun, L.
14
2005
Bounding option pricing of multi-assets: a semidefinite programming approach. Zbl 1105.90056
Han, Deren; Li, Xun; Sun, Defeng; Sun, Jie
3
2005
Static flexural analysis of elliptic Reissner-Mindlin plates on a Pasternak foundation by the triangular differential quadrature method. Zbl 1119.74633
Zhong, Hongzhi; Li, X.; He, Yuhong
2
2005
Modelling chemo-hydro-mechanical behaviour of unsaturated clays: a feasibility study. Zbl 1105.74304
Liu, 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 1031.93155
Li, Xun; Zhou, Xun Yu; Ait Rami, Mustapha
29
2003
On the convergence of the dual reciprocity method for Poisson’s equation. Zbl 1045.65110
Li, X.; Golberg, M. A.
4
2003
Consolidation around a borehole embedded in media with double porosity under release of geostatic stresses. Zbl 1024.74503
Li, X.
1
2003
Dynamic mean-variance portfolio selection with no-shorting constraints. Zbl 1027.91040
Li, Xun; Zhou, Xun Yu; Lim, Andrew E. B.
98
2002
Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon. Zbl 1119.93418
Li, Xun; Zhou, Yu
11
2002
Some integration-by-parts formulas involving 2-copulas. Zbl 1322.60008
Li, X.; Mikusiński, P.; Taylor, M. D.
2
2002
On methods for solving the Dirichlet problem for Poisson’s equation. Zbl 1013.65130
Li, 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 1015.94006
Hu, 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 0912.76018
Shen, J.; Li, X.
2
1998
A Legendre pseudospectral method for solving nonlinear Klein-Gordon equation. Zbl 0876.65073
Li, Xun; Guo, B. Y.
15
1997
Axisymmetric wave propagation in a layered transversely isotropic medium. Zbl 0902.73080
Liu, K.; Li, X.; Liu, Y.
1
1997
A Legendre spectral method for solving the nonlinear Klein-Gordon equation. Zbl 0856.65117
Guo, Ben-Yu; Li, Xun; Vázquez, Luis
24
1996
Finite element analysis of DAM-reservoir systems using an exact far-boundary condition. Zbl 0918.73210
Li, X.; Romo O., M. P.; Avilés L., J.
2
1996
Spectral methods for solving nonlinear Klein-Gordon equation. Zbl 0918.35125
Guo, Benyu; Li, Xun
1
1996
Point loads on a hemispherical elastic membrane. Zbl 0835.73031
Li, X.; Steigmann, D. J.
6
1995
Finite deformation of a pressurized toroidal membrane. Zbl 0836.73035
Li, X.; Steigmann, D. J.
5
1995
On the instability of plane liquid sheets in two gas streams of unequal velocities. Zbl 0855.76020
Li, X.
9
1994
Bubble growth and stability in an effective porous medium. Zbl 0825.76820
Li, X.; Yortsos, Y. C.
1
1994
Finite plane twist of an annular membrane. Zbl 0785.73041
Li, X.; Steigmann, D. J.
21
1993
On the topology distortion in self-organizing feature maps. Zbl 0797.92006
Li, X.; Gasteiger, J.; Zupan, J.
4
1993
Coefficient formula and matrix of nonuniform B-spline functions. Zbl 0783.65003
Grabowski, H.; Li, X.
3
1992
A direct method for solving crack growth problems. I. Zbl 0771.73067
Li, X.; Keer, L. M.
2
1992
A direct method for solving crack growth problems. II. Shear mode problems. Zbl 0778.73051
Li, X.; Keer, L. M.
1
1992
all top 5

Cited by 856 Authors

31 Li, Xun
14 Zhang, Weihai
13 Yong, Jiongmin
11 Sun, Jingrui
10 Li, Zhongfei
10 Yao, Haixiang
9 Cui, Xiangyu
8 Forsyth, Peter A.
8 Li, Duan
8 Wang, Tianxiao
8 Wu, Zhen
7 Chen, Ping
7 Choi, Tsan-Ming
7 Huang, Jianhui
7 Ni, Yuanhua
7 Zhang, Jifeng
6 Abbasbandy, Saeid
6 Schiavone, Peter
6 Wang, Shouyang
6 Wang, Xu
6 Xu, Zuoquan
6 Yan, Wei
6 Yu, Zhiyong
5 Bi, Junna
5 Chiu, Chun-Hung
5 Costa, Oswaldo Luiz V.
5 Dehghan Takht Fooladi, Mehdi
5 Dinarvand, Saeed
5 Djaidja, Sabir
5 Gao, Jianjun
5 Ma, Limin
5 Wu, Qinghe
5 Wu, Xinyuan
5 Zeng, Yan
5 Zhang, Huanshui
5 Zhang, Tianliang
4 Chen, Zhiping
4 Ganie, Hilal Ahmad
4 Hafayed, Mokhtar
4 Huang, Minyi
4 Ji, Shaolin
4 Jin, Zhuo
4 Liu, Changying
4 Rashidi, Mohammad Mehdi
4 Saldi, Naci
4 Shivanian, Elyas
4 Wang, Guangchen
4 Wei, Jiaqin
4 Yiu, Ka Fai Cedric
3 Abbas, Syed
3 Bensoussan, Alain
3 Buckley, Winston S.
3 Chen, Yuefen
3 Coman, Ciprian D.
3 Dang, Duy Minh
3 Dolgopolik, Maxim Vladimirovich
3 Guan, Chonghu
3 Guo, Junyi
3 Hou, Ting
3 Kim, Chun I. L.
3 Lai, Yongzeng
3 Li, Gang
3 Li, Na
3 Li, Xianguo
3 Lin, Yaning
3 Liu, Yongjun
3 Mezerdi, Brahim
3 Oosterlee, Cornelis Willebrordus
3 Pham, Huyên
3 Pirzada, Shariefuddin
3 Ru, Chong-Qing
3 Schiavone, Patrick
3 Shen, Yang
3 Shi, Yun
3 Vigna, Elena
3 Wang, Jian
3 Wei, Qingmeng
3 Xia, Yongbo
3 Xiong, Jie
3 Xu, Jie
3 Xu, Juanjuan
3 Yam, Sheung Chi Phillip
3 Yi, Fahuai
3 Yin, Gang George
3 Zhang, Chengke
3 Zhang, Liangquan
3 Zhang, Qimin
3 Zhang, Weiguo
3 Zhou, Xunyu
3 Zhu, Huainian
2 Alp, Özge Sezgin
2 Bahlali, Khaled
2 Bai, Lihua
2 Başar, Tamer
2 Bassom, Andrew P.
2 Bin, Ning
2 Bodnar, Taras
2 Cao, Jinde
2 Chen, Xinfu
2 Cheng, Long
...and 756 more Authors
all top 5

Cited in 151 Serials

44 European Journal of Operational Research
29 Automatica
22 SIAM Journal on Control and Optimization
16 Mathematical Problems in Engineering
15 International Journal of Control
14 Systems & Control Letters
13 Acta Mechanica
13 Journal of the Franklin Institute
13 Insurance Mathematics & Economics
13 Journal of Industrial and Management Optimization
12 Applied Mathematics and Computation
9 Applied Mathematics and Optimization
9 Journal of Systems Science and Complexity
8 Information Sciences
8 Operations Research Letters
8 International Journal of Theoretical and Applied Finance
8 Quantitative Finance
7 Journal of Optimization Theory and Applications
7 Annals of Operations Research
6 Journal of Economic Dynamics & Control
6 Mathematical Methods of Operations Research
6 European Journal of Mechanics. A. Solids
6 Nonlinear Analysis. Real World Applications
6 Mathematical Control and Related Fields
6 International Journal of Systems Science. Principles and Applications of Systems and Integration
5 Journal of Mathematical Analysis and Applications
5 Journal of Computational and Applied Mathematics
5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
5 SIAM Journal on Financial Mathematics
4 Journal of Computational Physics
4 Applied Mathematical Modelling
4 Engineering Analysis with Boundary Elements
4 Mathematics and Mechanics of Solids
4 Communications in Nonlinear Science and Numerical Simulation
4 Advances in Difference Equations
4 Dynamic Games and Applications
3 Computers & Mathematics with Applications
3 Computer Physics Communications
3 Mathematics of Operations Research
3 Applied Numerical Mathematics
3 Optimization
3 Computational Mechanics
3 Numerical Algorithms
3 International Journal of Computer Mathematics
3 International Journal of Robust and Nonlinear Control
3 Continuum Mechanics and Thermodynamics
3 Advances in Computational Mathematics
3 Abstract and Applied Analysis
3 Soft Computing
3 Discrete Dynamics in Nature and Society
3 Asian Journal of Control
3 Journal of the Operations Research Society of China
2 Computer Methods in Applied Mechanics and Engineering
2 Journal of Fluid Mechanics
2 Chaos, Solitons and Fractals
2 Optimal Control Applications & Methods
2 Stochastic Analysis and Applications
2 Numerical Methods for Partial Differential Equations
2 The Annals of Applied Probability
2 Journal of Global Optimization
2 Stochastic Processes and their Applications
2 Archive of Applied Mechanics
2 Physics of Fluids
2 International Journal of Numerical Methods for Heat & Fluid Flow
2 Finite Fields and their Applications
2 Complexity
2 European Journal of Control
2 Mathematical Finance
2 Journal of Inequalities and Applications
2 Scandinavian Actuarial Journal
2 Discrete and Continuous Dynamical Systems. Series B
2 Decisions in Economics and Finance
2 Journal of Applied Mathematics
2 Structural and Multidisciplinary Optimization
2 Optimization Letters
2 Advances in Mathematics of Communications
2 AMM. Applied Mathematics and Mechanics. (English Edition)
2 Probability, Uncertainty and Quantitative Risk
1 Advances in Applied Probability
1 Artificial Intelligence
1 International Journal of Engineering Science
1 International Journal of Heat and Mass Transfer
1 International Journal for Numerical and Analytical Methods in Geomechanics
1 International Journal for Numerical Methods in Fluids
1 International Journal of Systems Science
1 International Journal of Theoretical Physics
1 Journal of the Mechanics and Physics of Solids
1 Mathematical Methods in the Applied Sciences
1 Physica A
1 Wave Motion
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 International Journal for Numerical Methods in Engineering
1 Journal of Differential Equations
1 Journal of Mathematical Economics
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerische Mathematik
1 Theoretical Computer Science
1 Statistics & Probability Letters
1 Applied Mathematics and Mechanics. (English Edition)
1 Chinese Annals of Mathematics. Series B
...and 51 more Serials

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