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Author ID: li.xun Recent zbMATH articles by "Li, Xun"
Published as: Li, Xun
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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
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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

Publications by Year

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 1027.91040
Li, Xun; Zhou, Xun Yu; Lim, Andrew E. B.
111
2002
Dynamic mean-variance portfolio selection with borrowing constraint. Zbl 1183.91192
Fu, Chenpeng; Lari-Lavassani, Ali; Li, Xun
47
2010
Discrete time mean-field stochastic linear-quadratic optimal control problems. Zbl 1358.93189
Elliott, Robert; Li, Xun; Ni, Yuan-Hua
47
2013
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
45
2016
Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon. Zbl 1031.93155
Li, Xun; Zhou, Xun Yu; Ait Rami, Mustapha
37
2003
Optimal multi-period mean-variance policy under no-shorting constraint. Zbl 1304.91185
Cui, 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 1326.49051
Huang, Jianhui; Li, Xun; Yong, Jiongmin
31
2015
A Legendre spectral method for solving the nonlinear Klein-Gordon equation. Zbl 0856.65117
Guo, Ben-Yu; Li, Xun; Vázquez, Luis
25
1996
Consensus seeking in multi-agent systems with multiplicative measurement noises. Zbl 1276.93006
Ni, Yuan-Hua; Li, Xun
22
2013
Near-optimal control problems for linear forward-backward stochastic systems. Zbl 1205.93165
Huang, Jianhui; Li, Xun; Wang, Guangchen
21
2010
Finite plane twist of an annular membrane. Zbl 0785.73041
Li, X.; Steigmann, D. J.
21
1993
Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection. Zbl 1360.91133
Cui, Xiangyu; Li, Xun; Li, Duan
21
2014
Forward-backward linear quadratic stochastic optimal control problem with delay. Zbl 1250.93125
Huang, Jianhui; Li, Xun; Shi, Jingtao
20
2012
Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case. Zbl 1330.93244
Ni, Yuan-Hua; Elliott, Robert; Li, Xun
19
2015
Continuous-time mean-variance efficiency: the 80% rule. Zbl 1132.91472
Li, Xun; Zhou, Xun Yu
19
2006
Indefinite mean-field stochastic linear-quadratic optimal control. Zbl 1360.93782
Ni, Yuan-Hua; Zhang, Ji-Feng; Li, Xun
18
2015
The application of homotopy analysis method for 2-dimensional steady slip flow in microchannels. Zbl 1220.76025
Zhang, T. T.; Jia, L.; Wang, Z. C.; Li, X.
17
2008
A Legendre pseudospectral method for solving nonlinear Klein-Gordon equation. Zbl 0876.65073
Li, Xun; Guo, B. Y.
16
1997
Supply chain coordination with risk sensitive retailer under target sales rebate. Zbl 1237.90039
Chiu, Chun-Hung; Choi, Tsan-Ming; Li, Xun
16
2011
Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037
Li, Xun; Sun, Jingrui; Xiong, Jie
15
2019
Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon. Zbl 1119.93418
Li, Xun; Zhou, Yu
14
2002
Certificateless signature and proxy signature schemes from bilinear pairings. Zbl 1076.94029
Li, X.; Chen, K.; Sun, L.
14
2005
Near-optimal control for stochastic recursive problems. Zbl 1210.93083
Hui, 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 1408.91205
Yi, Lan; Wu, Xianping; Li, Xun; Cui, Xiangyu
9
2014
Linear quadratic mean field game with control input constraint. Zbl 1432.49048
Hu, Ying; Huang, Jianhui; Li, Xun
9
2018
On the instability of plane liquid sheets in two gas streams of unequal velocities. Zbl 0855.76020
Li, X.
9
1994
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Zbl 1336.93172
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng
9
2016
Indefinite mean-field stochastic linear-quadratic optimal control: from finite horizon to infinite horizon. Zbl 1359.93540
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng
9
2016
Maximum principles for a class of partial information risk-sensitive optimal controls. Zbl 1368.93139
Huang, Jianhui; Li, Xun; Wang, Guangchen
9
2010
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.
8
2019
Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems. Zbl 1378.93146
Huang, Jianhui; Li, Xun; Wang, Tianxiao
7
2017
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
7
2016
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction. Zbl 1317.91068
Jin, Xing; Li, Xun; Tan, Hwee Huat; Wu, Zhenyu
7
2013
A stochastic control problem and related free boundaries in finance. Zbl 1373.35343
Guan, Chonghu; Li, Xun; Xu, Zuo Quan; Yi, Fahuai
6
2017
Mixed equilibrium solution of time-inconsistent stochastic linear-quadratic problem. Zbl 1407.93433
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav
6
2019
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.
6
1995
Necessary condition for near optimal control of linear forward-backward stochastic differential equations. Zbl 1337.93102
Zhang, 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 1015.94006
Hu, 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 1233.90258
Ma, 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 1281.76023
Li, X.; Liu, X. B.
5
2013
Mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. Zbl 1359.91008
Huang, Jianhui; Li, Xun; Wang, Tianxiao
5
2016
Continuous-time Markowitz’s model with constraints on wealth and portfolio. Zbl 1408.91200
Li, Xun; Xu, Zuo Quan
4
2016
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171
Yao, Haixiang; Chen, Ping; Li, Xun
4
2016
On the topology distortion in self-organizing feature maps. Zbl 0797.92006
Li, X.; Gasteiger, J.; Zupan, J.
4
1993
On the convergence of the dual reciprocity method for Poisson’s equation. Zbl 1045.65110
Li, X.; Golberg, M. A.
4
2003
Topology optimization of structures under multiple load cases using a fiber-reinforced composite material model. Zbl 1102.74036
Zhou, K.; Li, X.
4
2006
Bounding option pricing of multi-assets: a semidefinite programming approach. Zbl 1105.90056
Han, Deren; Li, Xun; Sun, Defeng; Sun, Jie
4
2005
Some integration-by-parts formulas involving 2-copulas. Zbl 1322.60008
Li, X.; Mikusiński, P.; Taylor, M. D.
4
2002
Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system. Zbl 1458.34108
Yang, 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 1407.91225
Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang
4
2019
Optimal investment with stopping in finite horizon. Zbl 06780136
Jian, Xiongfei; Li, Xun; Yi, Fahuai
4
2014
Coefficient formula and matrix of nonuniform B-spline functions. Zbl 0783.65003
Grabowski, H.; Li, X.
3
1992
Cooperative dynamics of snowdrift game on spatial distance-dependent small-world networks. Zbl 1189.91184
Shang, L. H.; Li, X.; Wang, X. F.
3
2006
Real options approach for fashionable and perishable products using stock loan with regime switching. Zbl 1415.91307
Chiu, 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 1346.90089
Chiu, 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 0918.73210
Li, 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 1476.93164
Wen, Jiaqiang; Li, Xun; Xiong, Jie
3
2021
Anticipated backward stochastic differential equations with quadratic growth. Zbl 1467.60041
Hu, Ying; Li, Xun; Wen, Jiaqiang
3
2021
Indefinite mean-field type linear-quadratic stochastic optimal control problems. Zbl 1451.93418
Li, Na; Li, Xun; Yu, Zhiyong
3
2020
Dynamic asset-liability management in a Markov market with stochastic cash flows. Zbl 1400.91570
Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong
2
2016
Diffusion processes of fragmentary information on scale-free networks. Zbl 1400.91477
Li, Xun; Cao, Lang
2
2016
A direct method for solving crack growth problems. I. Zbl 0771.73067
Li, X.; Keer, L. M.
2
1992
Better than pre-committed optimal mean-variance policy in a jump diffusion market. Zbl 1411.91529
Shi, Yun; Li, Xun; Cui, Xiangyu
2
2017
Instability of cylindrical compressible gas jets in viscous liquid streams. Zbl 0912.76018
Shen, J.; Li, X.
2
1998
Static flexural analysis of elliptic Reissner-Mindlin plates on a Pasternak foundation by the triangular differential quadrature method. Zbl 1119.74633
Zhong, Hongzhi; Li, X.; He, Yuhong
2
2005
On skew Laplacian spectrum and energy of digraphs. Zbl 1458.05142
Ganie, Hilal A.; Pirzada, S.; Chat, Bilal A.; Li, X.
2
2021
The influence of \(IC\Phi\)-subgroups on the structure of finite groups. Zbl 07399057
Gao, Y.; Li, X.
2
2021
Mean field game for linear-quadratic stochastic recursive systems. Zbl 1428.91004
Zhang, Liangquan; Li, Xun
2
2019
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
Equilibrium solutions of multiperiod mean-variance portfolio selection. Zbl 07256293
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav
2
2020
A stochastic maximum principle for partially observed stochastic control systems with delay. Zbl 1454.93297
Zhang, Shuaiqi; Li, Xun; Xiong, Jie
2
2020
A direct method for solving crack growth problems. II. Shear mode problems. Zbl 0778.73051
Li, X.; Keer, L. M.
1
1992
Continuous time portfolio selection under conditional capital at risk. Zbl 1200.91279
Dmitrasinovic-Vidovic, Gordana; Lari-Lavassani, Ali; Li, Xun; Ware, Antony
1
2010
Improve microwave quantum illumination via optical parametric amplifier. Zbl 1372.81187
Xiong, Biao; Li, Xun; Wang, Xiao-Yu; Zhou, Ling
1
2017
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
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
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
Bubble growth and stability in an effective porous medium. Zbl 0825.76820
Li, X.; Yortsos, Y. C.
1
1994
On methods for solving the Dirichlet problem for Poisson’s equation. Zbl 1013.65130
Li, X.; Golberg, M. A.
1
2002
Consolidation around a borehole embedded in media with double porosity under release of geostatic stresses. Zbl 1024.74503
Li, X.
1
2003
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets. Zbl 1233.91283
Li, Xun; Wu, Zhenyu
1
2006
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
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
Thickness size effect on contact behavior of a thermoelectric strip. Zbl 07411212
Li, X.; Tian, X. J.; Zhou, Y. T.
1
2021
Optimal consumption with reference to past spending maximum. Zbl 1484.91449
Deng, Shuoqing; Li, Xun; Pham, Huyên; Yu, Xiang
1
2022
An extended cohesive damage model for simulating arbitrary damage propagation in engineering materials. Zbl 1439.74334
Li, X.; Chen, J.
1
2017
Parametric resonance of a FG cylindrical thin shell with periodic rotating angular speeds in thermal environment. Zbl 1480.74215
Li, X.; Du, C. C.; Li, Y. H.
1
2018
A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application. Zbl 1461.93546
Li, Xun; Tai, Allen H.; Tian, Fei
1
2021
Optimal stopping investment with non-smooth utility over an infinite time horizon. Zbl 1415.91131
Chen, Xiaoshan; Li, Xun; Yi, Fahuai
1
2019
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047
Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan
1
2017
Optimal consumption with reference to past spending maximum. Zbl 1484.91449
Deng, 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 1476.93164
Wen, Jiaqiang; Li, Xun; Xiong, Jie
3
2021
Anticipated backward stochastic differential equations with quadratic growth. Zbl 1467.60041
Hu, Ying; Li, Xun; Wen, Jiaqiang
3
2021
On skew Laplacian spectrum and energy of digraphs. Zbl 1458.05142
Ganie, Hilal A.; Pirzada, S.; Chat, Bilal A.; Li, X.
2
2021
The influence of \(IC\Phi\)-subgroups on the structure of finite groups. Zbl 07399057
Gao, Y.; Li, X.
2
2021
Thickness size effect on contact behavior of a thermoelectric strip. Zbl 07411212
Li, X.; Tian, X. J.; Zhou, Y. T.
1
2021
A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application. Zbl 1461.93546
Li, Xun; Tai, Allen H.; Tian, Fei
1
2021
Indefinite mean-field type linear-quadratic stochastic optimal control problems. Zbl 1451.93418
Li, Na; Li, Xun; Yu, Zhiyong
3
2020
Equilibrium solutions of multiperiod mean-variance portfolio selection. Zbl 07256293
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav
2
2020
A stochastic maximum principle for partially observed stochastic control systems with delay. Zbl 1454.93297
Zhang, Shuaiqi; Li, Xun; Xiong, Jie
2
2020
Linear quadratic optimal control problems for mean-field backward stochastic differential equations. Zbl 1428.49037
Li, Xun; Sun, Jingrui; Xiong, Jie
15
2019
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.
8
2019
Mixed equilibrium solution of time-inconsistent stochastic linear-quadratic problem. Zbl 1407.93433
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng; Krstic, Miroslav
6
2019
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225
Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang
4
2019
Mean field game for linear-quadratic stochastic recursive systems. Zbl 1428.91004
Zhang, Liangquan; Li, Xun
2
2019
Optimal stopping investment with non-smooth utility over an infinite time horizon. Zbl 1415.91131
Chen, Xiaoshan; Li, Xun; Yi, Fahuai
1
2019
Linear quadratic mean field game with control input constraint. Zbl 1432.49048
Hu, Ying; Huang, Jianhui; Li, Xun
9
2018
Parametric resonance of a FG cylindrical thin shell with periodic rotating angular speeds in thermal environment. Zbl 1480.74215
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
7
2017
A stochastic control problem and related free boundaries in finance. Zbl 1373.35343
Guan, 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 1415.91307
Chiu, 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 1411.91529
Shi, Yun; Li, Xun; Cui, Xiangyu
2
2017
Improve microwave quantum illumination via optical parametric amplifier. Zbl 1372.81187
Xiong, Biao; Li, Xun; Wang, Xiao-Yu; Zhou, Ling
1
2017
An extended cohesive damage model for simulating arbitrary damage propagation in engineering materials. Zbl 1439.74334
Li, X.; Chen, J.
1
2017
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047
Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan
1
2017
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
45
2016
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Zbl 1336.93172
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng
9
2016
Indefinite mean-field stochastic linear-quadratic optimal control: from finite horizon to infinite horizon. Zbl 1359.93540
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng
9
2016
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
7
2016
Mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. Zbl 1359.91008
Huang, Jianhui; Li, Xun; Wang, Tianxiao
5
2016
Continuous-time Markowitz’s model with constraints on wealth and portfolio. Zbl 1408.91200
Li, Xun; Xu, Zuo Quan
4
2016
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. Zbl 1371.91171
Yao, Haixiang; Chen, Ping; Li, Xun
4
2016
Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system. Zbl 1458.34108
Yang, 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 1400.91570
Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong
2
2016
Diffusion processes of fragmentary information on scale-free networks. Zbl 1400.91477
Li, Xun; Cao, Lang
2
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
31
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
19
2015
Indefinite mean-field stochastic linear-quadratic optimal control. Zbl 1360.93782
Ni, Yuan-Hua; Zhang, Ji-Feng; Li, Xun
18
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
3
2015
Optimal multi-period mean-variance policy under no-shorting constraint. Zbl 1304.91185
Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan
36
2014
Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection. Zbl 1360.91133
Cui, 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 1408.91205
Yi, Lan; Wu, Xianping; Li, Xun; Cui, Xiangyu
9
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
47
2013
Consensus seeking in multi-agent systems with multiplicative measurement noises. Zbl 1276.93006
Ni, Yuan-Hua; Li, Xun
22
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
7
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
20
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
16
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
47
2010
Near-optimal control problems for linear forward-backward stochastic systems. Zbl 1205.93165
Huang, Jianhui; Li, Xun; Wang, Guangchen
21
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
Cooperative dynamics of snowdrift game on spatial distance-dependent small-world networks. Zbl 1189.91184
Shang, 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 1233.91283
Li, Xun; Wu, Zhenyu
1
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
4
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
37
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.
111
2002
Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon. Zbl 1119.93418
Li, Xun; Zhou, Yu
14
2002
Some integration-by-parts formulas involving 2-copulas. Zbl 1322.60008
Li, X.; Mikusiński, P.; Taylor, M. D.
4
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.
16
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
25
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.
3
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.
6
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 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
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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

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