Edit Profile Li, Xun Compute Distance To: Compute Author ID: 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 all top 5 Fields 42 Systems theory; control (93-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 18 Probability theory and stochastic processes (60-XX) 13 Operations research, mathematical programming (90-XX) 8 Numerical analysis (65-XX) 7 Linear and multilinear algebra; matrix theory (15-XX) 6 Partial differential equations (35-XX) 5 Ordinary differential equations (34-XX) 4 Quantum theory (81-XX) 3 Statistics (62-XX) 2 Functional analysis (46-XX) 2 Operator theory (47-XX) 2 Computer science (68-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Mathematical logic and foundations (03-XX) 1 Difference and functional equations (39-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 1027.91040Li, Xun; Zhou, Xun Yu; Lim, Andrew E. B. 98 2002 Dynamic mean-variance portfolio selection with borrowing constraint. Zbl 1183.91192Fu, Chenpeng; Lari-Lavassani, Ali; Li, Xun 45 2010 Discrete time mean-field stochastic linear-quadratic optimal control problems. Zbl 1358.93189Elliott, Robert; Li, Xun; Ni, Yuan-Hua 36 2013 Optimal multi-period mean-variance policy under no-shorting constraint. Zbl 1304.91185Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan 33 2014 Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon. Zbl 1031.93155Li, Xun; Zhou, Xun Yu; Ait Rami, Mustapha 29 2003 Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033Sun, Jingrui; Li, Xun; Yong, Jiongmin 27 2016 A Legendre spectral method for solving the nonlinear Klein-Gordon equation. Zbl 0856.65117Guo, Ben-Yu; Li, Xun; Vázquez, Luis 24 1996 A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon. Zbl 1326.49051Huang, Jianhui; Li, Xun; Yong, Jiongmin 23 2015 Finite plane twist of an annular membrane. Zbl 0785.73041Li, X.; Steigmann, D. J. 21 1993 Near-optimal control problems for linear forward-backward stochastic systems. Zbl 1205.93165Huang, Jianhui; Li, Xun; Wang, Guangchen 19 2010 Continuous-time mean-variance efficiency: the 80% rule. Zbl 1132.91472Li, Xun; Zhou, Xun Yu 19 2006 Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection. Zbl 1360.91133Cui, Xiangyu; Li, Xun; Li, Duan 18 2014 Consensus seeking in multi-agent systems with multiplicative measurement noises. Zbl 1276.93006Ni, Yuan-Hua; Li, Xun 18 2013 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 Forward-backward linear quadratic stochastic optimal control problem with delay. Zbl 1250.93125Huang, Jianhui; Li, Xun; Shi, Jingtao 16 2012 A Legendre pseudospectral method for solving nonlinear Klein-Gordon equation. Zbl 0876.65073Li, Xun; Guo, B. Y. 15 1997 Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case. Zbl 1330.93244Ni, Yuan-Hua; Elliott, Robert; Li, Xun 14 2015 Supply chain coordination with risk sensitive retailer under target sales rebate. Zbl 1237.90039Chiu, Chun-Hung; Choi, Tsan-Ming; Li, Xun 14 2011 Certificateless signature and proxy signature schemes from bilinear pairings. Zbl 1076.94029Li, X.; Chen, K.; Sun, L. 14 2005 Indefinite mean-field stochastic linear-quadratic optimal control. Zbl 1360.93782Ni, Yuan-Hua; Zhang, Ji-Feng; Li, Xun 11 2015 Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon. Zbl 1119.93418Li, Xun; Zhou, Yu 11 2002 Near-optimal control for stochastic recursive problems. Zbl 1210.93083Hui, Eddie; Huang, Jianhui; Li, Xun; Wang, Guangchen 10 2011 Maximum principles for a class of partial information risk-sensitive optimal controls. Zbl 1368.93139Huang, Jianhui; Li, Xun; Wang, Guangchen 9 2010 On the instability of plane liquid sheets in two gas streams of unequal velocities. Zbl 0855.76020Li, X. 9 1994 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 7 2014 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 6 2013 Point loads on a hemispherical elastic membrane. Zbl 0835.73031Li, X.; Steigmann, D. J. 6 1995 Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems. Zbl 1378.93146Huang, Jianhui; Li, Xun; Wang, Tianxiao 5 2017 A stochastic control problem and related free boundaries in finance. Zbl 1373.35343Guan, 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 1359.93540Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng 5 2016 Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Zbl 1336.93172Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng 5 2016 Necessary condition for near optimal control of linear forward-backward stochastic differential equations. Zbl 1337.93102Zhang, Liangquan; Huang, Jianhui; Li, Xun 5 2015 Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise. Zbl 1281.76023Li, X.; Liu, X. B. 5 2013 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 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 Finite deformation of a pressurized toroidal membrane. Zbl 0836.73035Li, X.; Steigmann, D. J. 5 1995 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. 4 2019 Mixed equilibrium solution of time-inconsistent stochastic linear-quadratic problem. Zbl 1407.93433Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav 4 2019 Linear quadratic mean field game with control input constraint. Zbl 1432.49048Hu, Ying; Huang, Jianhui; Li, Xun 4 2018 Optimal investment with stopping in finite horizon. Zbl 06780136Jian, Xiongfei; Li, Xun; Yi, Fahuai 4 2014 Topology optimization of structures under multiple load cases using a fiber-reinforced composite material model. Zbl 1102.74036Zhou, K.; Li, X. 4 2006 On the convergence of the dual reciprocity method for Poisson’s equation. Zbl 1045.65110Li, X.; Golberg, M. A. 4 2003 On the topology distortion in self-organizing feature maps. Zbl 0797.92006Li, X.; Gasteiger, J.; Zupan, J. 4 1993 Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050Li, Xun; Sun, Jingrui; Yong, Jiongmin 3 2016 Continuous-time Markowitz’s model with constraints on wealth and portfolio. Zbl 1408.91200Li, Xun; Xu, Zuo Quan 3 2016 Mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. Zbl 1359.91008Huang, Jianhui; Li, Xun; Wang, Tianxiao 3 2016 Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171Yao, Haixiang; Chen, Ping; Li, Xun 3 2016 Bounding option pricing of multi-assets: a semidefinite programming approach. Zbl 1105.90056Han, Deren; Li, Xun; Sun, Defeng; Sun, Jie 3 2005 Coefficient formula and matrix of nonuniform B-spline functions. Zbl 0783.65003Grabowski, H.; Li, X. 3 1992 Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037Li, Xun; Sun, Jingrui; Xiong, Jie 2 2019 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 2 2017 Better than pre-committed optimal mean-variance policy in a jump diffusion market. Zbl 1411.91529Shi, Yun; Li, Xun; Cui, Xiangyu 2 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 2 2015 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 A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets. Zbl 1233.91283Li, Xun; Wu, Zhenyu 2 2006 Cooperative dynamics of snowdrift game on spatial distance-dependent small-world networks. Zbl 1189.91184Shang, 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 1119.74633Zhong, Hongzhi; Li, X.; He, Yuhong 2 2005 Some integration-by-parts formulas involving 2-copulas. Zbl 1322.60008Li, X.; Mikusiński, P.; Taylor, M. D. 2 2002 Instability of cylindrical compressible gas jets in viscous liquid streams. Zbl 0912.76018Shen, J.; Li, X. 2 1998 Finite element analysis of DAM-reservoir systems using an exact far-boundary condition. Zbl 0918.73210Li, X.; Romo O., M. P.; Avilés L., J. 2 1996 A direct method for solving crack growth problems. I. Zbl 0771.73067Li, X.; Keer, L. M. 2 1992 Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225Kang, 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 07167916Li, X.; Du, C. C.; Li, Y. H. 1 2018 An extended cohesive damage model for simulating arbitrary damage propagation in engineering materials. Zbl 1439.74334Li, X.; Chen, J. 1 2017 Diffusion processes of fragmentary information on scale-free networks. Zbl 1400.91477Li, Xun; Cao, Lang 1 2016 Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570Yao, 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 1358.81182Liu, Jingyi; Zhang, Wenzhao; Li, Xun; Yan, Weibin; Zhou, Ling 1 2016 A mixed linear quadratic optimal control problem with a controlled time horizon. Zbl 1297.49058Huang, 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 Continuous time portfolio selection under conditional capital at risk. Zbl 1200.91279Dmitrasinovic-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 1139.91336Li, Xun; Wu, Zhenyu 1 2008 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 Consolidation around a borehole embedded in media with double porosity under release of geostatic stresses. Zbl 1024.74503Li, X. 1 2003 On methods for solving the Dirichlet problem for Poisson’s equation. Zbl 1013.65130Li, X.; Golberg, M. A. 1 2002 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 Bubble growth and stability in an effective porous medium. Zbl 0825.76820Li, X.; Yortsos, Y. C. 1 1994 A direct method for solving crack growth problems. II. Shear mode problems. Zbl 0778.73051Li, X.; Keer, L. M. 1 1992 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. 4 2019 Mixed equilibrium solution of time-inconsistent stochastic linear-quadratic problem. Zbl 1407.93433Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav 4 2019 Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037Li, Xun; Sun, Jingrui; Xiong, Jie 2 2019 Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang 1 2019 Linear quadratic mean field game with control input constraint. Zbl 1432.49048Hu, Ying; Huang, Jianhui; Li, Xun 4 2018 Parametric resonance of a FG cylindrical thin shell with periodic rotating angular speeds in thermal environment. Zbl 07167916Li, 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 5 2017 A stochastic control problem and related free boundaries in finance. Zbl 1373.35343Guan, 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 1415.91307Chiu, 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 1411.91529Shi, Yun; Li, Xun; Cui, Xiangyu 2 2017 An extended cohesive damage model for simulating arbitrary damage propagation in engineering materials. Zbl 1439.74334Li, X.; Chen, J. 1 2017 Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033Sun, Jingrui; Li, Xun; Yong, Jiongmin 27 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 5 2016 Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Zbl 1336.93172Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng 5 2016 Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050Li, Xun; Sun, Jingrui; Yong, Jiongmin 3 2016 Continuous-time Markowitz’s model with constraints on wealth and portfolio. Zbl 1408.91200Li, Xun; Xu, Zuo Quan 3 2016 Mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. Zbl 1359.91008Huang, Jianhui; Li, Xun; Wang, Tianxiao 3 2016 Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171Yao, Haixiang; Chen, Ping; Li, Xun 3 2016 Diffusion processes of fragmentary information on scale-free networks. Zbl 1400.91477Li, Xun; Cao, Lang 1 2016 Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570Yao, 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 1358.81182Liu, 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 23 2015 Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case. Zbl 1330.93244Ni, Yuan-Hua; Elliott, Robert; Li, Xun 14 2015 Indefinite mean-field stochastic linear-quadratic optimal control. Zbl 1360.93782Ni, Yuan-Hua; Zhang, Ji-Feng; Li, Xun 11 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 2 2015 Optimal multi-period mean-variance policy under no-shorting constraint. Zbl 1304.91185Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan 33 2014 Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection. Zbl 1360.91133Cui, 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 1408.91205Yi, Lan; Wu, Xianping; Li, Xun; Cui, Xiangyu 7 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 36 2013 Consensus seeking in multi-agent systems with multiplicative measurement noises. Zbl 1276.93006Ni, Yuan-Hua; Li, Xun 18 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 6 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 16 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 14 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 45 2010 Near-optimal control problems for linear forward-backward stochastic systems. Zbl 1205.93165Huang, Jianhui; Li, Xun; Wang, Guangchen 19 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 A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets. Zbl 1233.91283Li, Xun; Wu, Zhenyu 2 2006 Cooperative dynamics of snowdrift game on spatial distance-dependent small-world networks. Zbl 1189.91184Shang, L. H.; Li, X.; Wang, X. F. 2 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 3 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 29 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. 98 2002 Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon. Zbl 1119.93418Li, Xun; Zhou, Yu 11 2002 Some integration-by-parts formulas involving 2-copulas. Zbl 1322.60008Li, X.; Mikusiński, P.; Taylor, M. D. 2 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. 15 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 24 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. 2 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. 5 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 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 all top 5 Cited in 31 Fields 234 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 218 Systems theory; control (93-XX) 131 Probability theory and stochastic processes (60-XX) 117 Calculus of variations and optimal control; optimization (49-XX) 79 Operations research, mathematical programming (90-XX) 55 Numerical analysis (65-XX) 46 Mechanics of deformable solids (74-XX) 40 Partial differential equations (35-XX) 26 Fluid mechanics (76-XX) 24 Computer science (68-XX) 20 Information and communication theory, circuits (94-XX) 19 Ordinary differential equations (34-XX) 15 Statistics (62-XX) 9 Combinatorics (05-XX) 8 Biology and other natural sciences (92-XX) 5 Number theory (11-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Difference and functional equations (39-XX) 3 Integral equations (45-XX) 3 Classical thermodynamics, heat transfer (80-XX) 3 Quantum theory (81-XX) 2 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year