Edit Profile Li, Zhongfei Compute Distance To: Compute Author ID: li.zhongfei Published as: Li, Zhongfei; Li, Z.; Li, Zhong Fei; Li, Z. F.; Li, Zhong-Fei; Li, Zhong-fei; Li, ZH. Documents Indexed: 164 Publications since 1989 all top 5 Co-Authors 16 single-authored 24 Wang, Shouyang 24 Zeng, Yan 10 Deng, Xiao-Tie 10 Yao, Haixiang 5 Chen, Shumin 5 Lai, Yongzeng 5 Li, Yongwu 5 Yi, Bo 4 Gu, Ailing 4 Sun, Jingyun 4 Wu, Huiling 4 Yang, Hailiang 3 Chen, Guo Qian 3 Coladas, Luis 3 Guo, Xianping 3 Kang, Zhilin 3 Li, Xun 3 Ng, Kai Wang 3 Tan, Ken Seng 3 Viens, Frederi G. 3 Wu, Zi 3 Xie, Shuxiang 3 Zhang, Ling 2 A, Chunxiang 2 Bian, Lihua 2 Cai, Maocheng 2 Ge, Hao 2 Huang, Yonghui 2 Li, Chanjuan 2 Li, Duan 2 Rong, Weidong 2 Sarker, Bhaba R. 2 Wang, Fan 2 Wang, Pei 2 Xu, Yunhui 2 Yang, Yajun 2 Zeng, Li 1 Abramov, Sergeĭ Aleksandrovich 1 Adams, Nikolaus A. 1 Albors-Riera, C. 1 Ayache, Nicholas 1 Chen, Guangya 1 Chen, Zheng 1 Clatz, O. 1 Cong, Jianfa 1 Craven, Bruce Desmond 1 Delingette, Hervé 1 Deng, Xiaothie 1 Douville, N. J. 1 Du, Weikang 1 Evans, Robin J. 1 Fu, Ke 1 Haddock, B. 1 Han, Lei 1 Hao, Zengrong 1 Holden, Arun V. 1 Hopfield, John J. 1 Hu, Qinghua 1 Ji, Changjiang 1 Jia, Jihong 1 Lai, L. Q. 1 Lanteri, Stéphane 1 Latva-aho, Matti 1 Laurière, Mathieu 1 Law, Baron 1 Li, Kemian 1 Li, Xingyi 1 Li, Youtang 1 Li, Zhongxiang 1 Liu, Jingjun 1 Ma, Qinghua 1 Melek, William W. 1 Mertz, Laurent 1 Nishida, Daishiro 1 Orchard, Clive H. 1 Reinoso, B. 1 Sermesant, Maxime 1 Shao, Ling 1 Shen, Shuguang 1 Suo, M. Q. 1 Thouless, M. D. 1 Tomkins, R. James 1 Wang, Luya 1 Wittenmark, Björn 1 Wu, Xianping 1 Wylie, Jonathan J. 1 Xu, Luoyu Roy 1 Xu, Zuoquan 1 Yi, Jianxin 1 Yi, Lan 1 Zeng, Yanshan 1 Zhang, Henggui 1 Zhang, Weiwei 1 Zhang, Yi 1 Zhu, Shushang all top 5 Serials 14 Insurance Mathematics & Economics 13 Journal of Inner Mongolia University 11 Journal of Systems Science and Mathematical Sciences 7 Journal of Industrial and Management Optimization 5 Optimization 4 Journal of Optimization Theory and Applications 4 Acta Scientiarum Naturalium Universitatis Sunyatseni 4 Journal of Systems Science and Complexity 3 Journal of Mathematical Analysis and Applications 3 Automatica 3 Operations Research Letters 3 Mathematical Problems in Engineering 3 Communications in Nonlinear Science and Numerical Simulation 3 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 2 Acta Mechanica 2 Bulletin of the Australian Mathematical Society 2 International Journal of Systems Science 2 Journal of the Operational Research Society 2 Mechanics Research Communications 2 Theoretical Computer Science 2 Acta Mathematicae Applicatae Sinica 2 Mathematics in Practice and Theory 2 IEEE Transactions on Signal Processing 2 European Journal of Operational Research 2 Mathematical Methods of Operations Research 2 Quantitative Finance 2 OR Transactions 2 Operations Research Transactions 1 Archives of Mechanics 1 Biological Cybernetics 1 International Journal of Control 1 Journal of Computational Physics 1 Journal of Fluid Mechanics 1 Journal of the Mechanics and Physics of Solids 1 Physics Letters. A 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 Meccanica 1 Topology and its Applications 1 Acta Mathematica Hungarica 1 International Journal of Production Research 1 Acta Mathematicae Applicatae Sinica. English Series 1 Finite Elements in Analysis and Design 1 Chinese Journal of Applied Probability and Statistics 1 Computers & Operations Research 1 Journal of Qufu Normal University. Natural Science 1 Asia-Pacific Journal of Operational Research 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Applied Mathematics Letters 1 Annals of Operations Research 1 International Journal of Foundations of Computer Science 1 Annals of Physics 1 Applied Mathematical Modelling 1 Archive of Applied Mechanics 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Journal of Mathematical Sciences (New York) 1 Top 1 Complexity 1 Journal of Geodesy 1 International Journal of Computational Fluid Dynamics 1 International Journal of Theoretical and Applied Finance 1 European Journal of Mechanics. B. Fluids 1 Applied Stochastic Models in Business and Industry 1 Progress in Natural Science 1 Control Theory & Applications 1 The ANZIAM Journal 1 Scandinavian Actuarial Journal 1 International Journal of Applied Mechanics and Engineering 1 Nonlinear Dynamics and Systems Theory 1 IMA Journal of Management Mathematics 1 Journal of Software 1 Control and Intelligent Systems 1 International Journal of Fracture 1 SIAM Journal on Financial Mathematics 1 Annals of Finance 1 AMM. Applied Mathematics and Mechanics. (English Edition) 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys all top 5 Fields 83 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 67 Operations research, mathematical programming (90-XX) 25 Systems theory; control (93-XX) 24 Calculus of variations and optimal control; optimization (49-XX) 22 Probability theory and stochastic processes (60-XX) 14 Mechanics of deformable solids (74-XX) 9 Fluid mechanics (76-XX) 7 Statistics (62-XX) 7 Biology and other natural sciences (92-XX) 5 Computer science (68-XX) 5 Geophysics (86-XX) 3 Numerical analysis (65-XX) 2 Quantum theory (81-XX) 2 Information and communication theory, circuits (94-XX) 1 Combinatorics (05-XX) 1 Algebraic geometry (14-XX) 1 Associative rings and algebras (16-XX) 1 Topological groups, Lie groups (22-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Manifolds and cell complexes (57-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 96 Publications have been cited 1,059 times in 493 Documents Cited by ▼ Year ▼ Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167Zeng, Yan; Li, Zhongfei 86 2011 Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250Li, Zhongfei; Zeng, Yan; Lai, Yongzeng 60 2012 Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. Zbl 1290.91103Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan 59 2013 Benson proper efficiency in the vector optimization of set-valued maps. Zbl 0913.90235Li, Z. F. 56 1998 Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282Zeng, Yan; Li, Zhongfei; Lai, Yongzeng 50 2013 Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan 48 2012 Optimal investment-reinsurance policy for an insurance company with VaR constraint. Zbl 1231.91155Chen, Shumin; Li, Zhongfei; Li, Kemian 40 2010 Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach. Zbl 1141.91474Xie, Shuxiang; Li, Zhongfei; Wang, Shouyang 36 2008 A minimax portfolio selection strategy with equilibrium. Zbl 1066.91039Deng, Xiao-Tie; Li, Zhong-Fei; Wang, Shou-Yang 34 2005 Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps. Zbl 0893.90150Li, Zhongfei; Chen, Guangya 32 1997 Lagrange multipliers and saddle points in multiobjective programming. Zbl 0823.90107Li, Z. F.; Wang, S. Y. 32 1994 Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion. Zbl 1284.91249Li, Yongwu; Li, Zhongfei 30 2013 Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. Zbl 1401.91208Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan 26 2015 Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Zbl 1269.90085Zeng, Yan; Li, Zhongfei; Liu, Jingjun 25 2010 Optimal dividend strategies with time-inconsistent preferences. Zbl 1402.91671Chen, Shumin; Li, Zhongfei; Zeng, Yan 22 2014 Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Zbl 1237.91210Wu, Huiling; Li, Zhongfei 22 2012 \(\varepsilon\)-approximate solutions in multiobjective optimization. Zbl 0916.90242Li, Zhongfei; Wang, Shouyang 21 1998 Modeling the olfactory bulb and its neural oscillatory processings. Zbl 0675.92005Li, Z.; Hopfield, J. J. 17 1989 Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model. Zbl 1348.91261Sun, Jingyun; Li, Zhongfei; Zeng, Yan 17 2016 Scalarization and Lagrange duality in multiobjective optimization. Zbl 0817.90100Wang, S.; Li, Z. 16 1992 Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Zbl 1231.91415Wu, Huiling; Li, Zhongfei 16 2011 Multi-period portfolio selection for asset-liability management with uncertain investment horizon. Zbl 1160.90544Yi, Lan; Li, Zhongfei; Li, Duan 14 2008 Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224Zeng, Yan; Li, Zhongfei 14 2011 Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model. Zbl 1314.91128A, Chunxiang; Li, Zhongfei 13 2015 Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng 13 2013 Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224Yao, Haixiang; Li, Zhongfei; Li, Duan 12 2016 Optimality conditions for multiobjective and nonsmooth minimisation in abstract spaces. Zbl 0827.90121Coladas, L.; Li, Z.; Wang, S. 11 1994 A linear programming algorithm for optimal portfolio selection with transaction costs. Zbl 1080.93573Li, Zhong-Fei; Wang, Shou-Yang; Deng, Xiao-Tie 11 2000 Multi-period portfolio optimization for asset-liability management with bankrupt control. Zbl 1279.91146Li, Chanjuan; Li, Zhongfei 11 2012 Optimal reinsurance-investment strategies for insurers under mean-car criteria. Zbl 1292.91099Zeng, Yan; Li, Zhongfei 11 2012 Connectedness of super efficient sets in vector optimization of set-valued maps. Zbl 0928.90081Li, Zhong-Fei; Wang, Shou-Yang 9 1998 Multi-scale analysis for environmental dispersion in wetland flow. Zbl 1419.76624Wu, Zi; Li, Z.; Chen, G. Q. 9 2011 A type of minimax inequality for vector-valued mappings. Zbl 0913.90275Li, Z. F.; Wang, S. Y. 9 1998 Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. Zbl 1394.91203Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun 9 2017 Ore polynomial rings in one variable in computer algebra. Zbl 1127.16302Abramov, S. A.; Le, H. Q.; Li, Z. 8 2005 Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility. Zbl 1402.91217Wang, Pei; Li, Zhongfei 8 2018 Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng 7 2016 Dynamic portfolio selection with mispricing and model ambiguity. Zbl 1311.91176Yi, Bo; Viens, Frederi; Law, Baron; Li, Zhongfei 6 2015 Dynamic coupling switching control incorporating support vector machines for wheeled mobile manipulators with hybrid joints. Zbl 1191.93105Li, Z.; Kang, Y. 6 2010 Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated. Zbl 1264.91121Zhang, Ling; Li, Zhongfei 6 2012 Minimum risk probability for finite horizon semi-Markov decision processes. Zbl 1267.90169Huang, Yonghui; Guo, Xianping; Li, Zhongfei 6 2013 Paréto equilibria in multicriteria metagames. Zbl 0853.90129Wang, Shou Yang; Li, Zhong Fei 5 1995 Multi-period mean variance portfolio selection under incomplete information. Zbl 1420.91437Zhang, Ling; Li, Zhongfei; Xu, Yunhui; Li, Yongwu 5 2016 Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. Zbl 1408.91227Chen, Shumin; Li, Zhongfei; Zeng, Yan 5 2018 Two types of duality in multiobjective fractional programming. Zbl 0874.90168Coladas, L.; Li, Z.; Wang, S. 4 1996 Minimum-variance control of linear time-varying systems. Zbl 0885.93056Li, Z.; Evans, R. J. 4 1997 Computational complexity of arbitrage in frictional security market. Zbl 1066.91560Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang 4 2002 \(\epsilon \)-conjugate maps and \(\epsilon \)-conjugate duality in vector optimization with set-valued maps. Zbl 1152.90593Jia, Ji-Hong; Li, Zhong-Fei 4 2008 Environmental dispersion in a tidal flow through a depth-dominated wetland. Zbl 1417.76020Wu, Zi; Zeng, L.; Chen, G. Q.; Li, Z.; Shao, Ling; Wang, P.; Jiang, Z. 4 2012 Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065Li, Yongwu; Li, Zhongfei; Zeng, Yan 4 2016 Hyperbolicity of links in thickened surfaces. Zbl 1412.57002Adams, C.; Albors-Riera, C.; Haddock, B.; Li, Z.; Nishida, D.; Reinoso, B.; Wang, Luya 4 2019 Complete stability of large order statistics. Zbl 0714.62043Li, Z. F.; Tomkins, R. J. 3 1991 On computation of arbitrage for markets with friction. Zbl 1087.91508Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang 3 2000 Job routing and operations scheduling: a network-based virtual cell formation approach. Zbl 1131.90344Sarker, B. R.; Li, Z. 3 2001 Mean-variance portfolio optimization under stochastic income and uncertain exit time. Zbl 1184.93121Li, Zhongfei; Xie, Shuxiang 3 2010 Minimum variance prediction for linear time-varying systems. Zbl 0879.93048Li, Z.; Evans, R. J.; Wittenmark, B. 3 1997 Flow distribution and environmental dispersivity in a tidal wetland channel of rectangular cross-section. Zbl 1316.76124Zeng, L.; Chen, G. Q.; Wu, Z.; Li, Z.; Wu, Y. H.; Ji, P. 3 2012 Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. Zbl 1416.91159Bian, Lihua; Li, Zhongfei; Yao, Haixiang 3 2018 Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston’s SV model. Zbl 1400.91563Sun, Jingyun; Li, Zhongfei; Li, Yongwu 3 2016 Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets. Zbl 1278.91155Zeng, Yan; Li, Zhongfei; Wu, Huiling 3 2013 Hydroelastic waves propagating in an ice-covered channel. Zbl 1460.86048Ren, K.; Wu, G. X.; Li, Z. F. 3 2020 Optimal portfolio selection of assets with transaction costs and no short sales. Zbl 1018.91024Li, Zhong-Fei; Li, Zhong-Xiang; Wang, Shou-Yang; Deng, Xiao-Tie 2 2001 Torsional rigidity of reinforced concrete bars with arbitrary sectional shape. Zbl 1103.74356Li, Z.; Ko, J. M.; Ni, Y. Q. 2 2000 A polychromatic sets approach to the conceptual design of machine tools. Zbl 1068.90076Xu, L.; Li, Z.; Li, S.; Tang, F. 2 2005 A generally applicable approximate solution for mixed mode crack-inclusion interaction. Zbl 1103.74051Li, Z.; Sheng, Q.; Sun, J. 2 2006 Continuous-time optimal portfolio selection with liability. Zbl 1150.91398Xie, Shuxiang; Li, Zhongfei 2 2007 An approximate solution of the interaction between an edge dislocation and an inclusion of arbitrary shape. Zbl 1192.74063Shi, J.; Li, Z. 2 2006 The brittle fracture criterion based on the maximum tensile stress on the surface of blunt crack tip. Zbl 1192.74325Li, Z.; Ji, Changjiang; Li, Youtang; Xu, Luoyu Roy 2 2007 The shielding effects of the crack-tip plastic zone. Zbl 1273.74526Zhu, P.; Yang, L.; Li, Z.; Sun, J. 2 2010 Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. Zbl 1408.90310Huang, Yonghui; Li, Zhongfei; Guo, Xianping 2 2014 Large amplitude motions of a submerged circular cylinder in water with an ice cover. Zbl 1408.76079Li, Z. F.; Shi, Y. Y.; Wu, G. X. 2 2017 Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Zbl 1408.91188A, Chunxiang; Li, Zhongfei; Wang, Fan 2 2016 An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139Kang, Zhilin; Li, Zhongfei 2 2018 A hybrid method for linearized wave radiation and diffraction problem by a three dimensional floating structure in a polynya. Zbl 1436.65152Li, Z. F.; Shi, Y. Y.; Wu, G. X. 2 2020 Benson proper efficiency of vector optimization of set-valued maps. Zbl 0958.90074Li, Zhongfei 1 1998 Measuring matrix-based cell formation with alternative routings. Zbl 1140.90381Sarker, B. R.; Li, Z. 1 1998 Global efficiency in multiobjective programming. Zbl 0955.90122Wang, Shouyang; Li, Zhongfei; Craven, B. D. 1 1999 A minimax inequality for vector-valued mappings. Zbl 0978.90104Li, Z. F.; Wang, S. Y. 1 1999 A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2005 Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2006 Optimal dynamic portfolio selection with earnings-at-risk. Zbl 1148.91019Li, Z. F.; Yang, H.; Deng, X. T. 1 2007 Optimal investment with noise trading risk. Zbl 1175.91166Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng 1 2008 Necessary conditions of the optimal multi-period proportional reinsurance strategy. Zbl 1199.91087Li, Zhongfei; Cong, Jianfa 1 2008 Collective buckling of nonuniform nanobeams interacting through an elastic substrate. Zbl 1268.74024Li, Z.; Feng, K.; Yang, J. S.; Tan, L.; Lin, H. 1 2010 Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint. Zbl 1212.91102Yao, Haixiang; Li, Zhongfei 1 2009 Transient flow around an impulsively started cylinder using a dynamic mesh method. Zbl 1184.76758Wang, L. Q.; Li, Z. F.; Wu, D. Z.; Hao, Z. R. 1 2007 Nonblind and semiblind space-frequency multiuser detection for multirate MC-CDMA systems. Zbl 1374.94667Li, Z.; Latva-Aho, M. 1 2006 Periodic cracking of films supported on compliant substrates. Zbl 1270.74182Thouless, M. D.; Li, Z.; Douville, N. J.; Takayama, S. 1 2011 Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs. Zbl 1317.90314Chen, Shu-min; Li, Zhong-fei 1 2015 The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571Yao, Haixiang; Li, Zhongfei; Li, Xingyi 1 2016 Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. Zbl 1369.91086Gu, Ailing; Li, Zhongfei 1 2016 Error formulas for ideal interpolation. Zbl 1399.41003Gong, Y. H.; Jiang, X.; Li, Z.; Zhang, S. G. 1 2016 An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119Gu, Ailing; Li, Zhongfei; Zeng, Yan 1 2013 Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang 1 2019 Finding the shortest path with vertex constraint over large graphs. Zbl 1420.05171Yang, Yajun; Li, Zhongfei; Wang, Xin; Hu, Qinghua 1 2019 No existence of the geometric potential for a Dirac fermion on a two-dimensional curved surface of revolution. Zbl 1448.81317Yang, Z. Q.; Zhou, X. Y.; Li, Z.; Du, W. K.; Liu, Q. H. 1 2020 Hydroelastic waves propagating in an ice-covered channel. Zbl 1460.86048Ren, K.; Wu, G. X.; Li, Z. F. 3 2020 A hybrid method for linearized wave radiation and diffraction problem by a three dimensional floating structure in a polynya. Zbl 1436.65152Li, Z. F.; Shi, Y. Y.; Wu, G. X. 2 2020 No existence of the geometric potential for a Dirac fermion on a two-dimensional curved surface of revolution. Zbl 1448.81317Yang, Z. Q.; Zhou, X. Y.; Li, Z.; Du, W. K.; Liu, Q. H. 1 2020 Hyperbolicity of links in thickened surfaces. Zbl 1412.57002Adams, C.; Albors-Riera, C.; Haddock, B.; Li, Z.; Nishida, D.; Reinoso, B.; Wang, Luya 4 2019 Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang 1 2019 Finding the shortest path with vertex constraint over large graphs. Zbl 1420.05171Yang, Yajun; Li, Zhongfei; Wang, Xin; Hu, Qinghua 1 2019 Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility. Zbl 1402.91217Wang, Pei; Li, Zhongfei 8 2018 Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. Zbl 1408.91227Chen, Shumin; Li, Zhongfei; Zeng, Yan 5 2018 Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. Zbl 1416.91159Bian, Lihua; Li, Zhongfei; Yao, Haixiang 3 2018 An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139Kang, Zhilin; Li, Zhongfei 2 2018 Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. Zbl 1394.91203Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun 9 2017 Large amplitude motions of a submerged circular cylinder in water with an ice cover. Zbl 1408.76079Li, Z. F.; Shi, Y. Y.; Wu, G. X. 2 2017 Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model. Zbl 1348.91261Sun, Jingyun; Li, Zhongfei; Zeng, Yan 17 2016 Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224Yao, Haixiang; Li, Zhongfei; Li, Duan 12 2016 Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng 7 2016 Multi-period mean variance portfolio selection under incomplete information. Zbl 1420.91437Zhang, Ling; Li, Zhongfei; Xu, Yunhui; Li, Yongwu 5 2016 Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065Li, Yongwu; Li, Zhongfei; Zeng, Yan 4 2016 Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston’s SV model. Zbl 1400.91563Sun, Jingyun; Li, Zhongfei; Li, Yongwu 3 2016 Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Zbl 1408.91188A, Chunxiang; Li, Zhongfei; Wang, Fan 2 2016 The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571Yao, Haixiang; Li, Zhongfei; Li, Xingyi 1 2016 Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. Zbl 1369.91086Gu, Ailing; Li, Zhongfei 1 2016 Error formulas for ideal interpolation. Zbl 1399.41003Gong, Y. H.; Jiang, X.; Li, Z.; Zhang, S. G. 1 2016 Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. Zbl 1401.91208Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan 26 2015 Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model. Zbl 1314.91128A, Chunxiang; Li, Zhongfei 13 2015 Dynamic portfolio selection with mispricing and model ambiguity. Zbl 1311.91176Yi, Bo; Viens, Frederi; Law, Baron; Li, Zhongfei 6 2015 Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs. Zbl 1317.90314Chen, Shu-min; Li, Zhong-fei 1 2015 Optimal dividend strategies with time-inconsistent preferences. Zbl 1402.91671Chen, Shumin; Li, Zhongfei; Zeng, Yan 22 2014 Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. Zbl 1408.90310Huang, Yonghui; Li, Zhongfei; Guo, Xianping 2 2014 Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. Zbl 1290.91103Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan 59 2013 Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282Zeng, Yan; Li, Zhongfei; Lai, Yongzeng 50 2013 Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion. Zbl 1284.91249Li, Yongwu; Li, Zhongfei 30 2013 Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng 13 2013 Minimum risk probability for finite horizon semi-Markov decision processes. Zbl 1267.90169Huang, Yonghui; Guo, Xianping; Li, Zhongfei 6 2013 Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets. Zbl 1278.91155Zeng, Yan; Li, Zhongfei; Wu, Huiling 3 2013 An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119Gu, Ailing; Li, Zhongfei; Zeng, Yan 1 2013 Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250Li, Zhongfei; Zeng, Yan; Lai, Yongzeng 60 2012 Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan 48 2012 Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Zbl 1237.91210Wu, Huiling; Li, Zhongfei 22 2012 Multi-period portfolio optimization for asset-liability management with bankrupt control. Zbl 1279.91146Li, Chanjuan; Li, Zhongfei 11 2012 Optimal reinsurance-investment strategies for insurers under mean-car criteria. Zbl 1292.91099Zeng, Yan; Li, Zhongfei 11 2012 Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated. Zbl 1264.91121Zhang, Ling; Li, Zhongfei 6 2012 Environmental dispersion in a tidal flow through a depth-dominated wetland. Zbl 1417.76020Wu, Zi; Zeng, L.; Chen, G. Q.; Li, Z.; Shao, Ling; Wang, P.; Jiang, Z. 4 2012 Flow distribution and environmental dispersivity in a tidal wetland channel of rectangular cross-section. Zbl 1316.76124Zeng, L.; Chen, G. Q.; Wu, Z.; Li, Z.; Wu, Y. H.; Ji, P. 3 2012 Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167Zeng, Yan; Li, Zhongfei 86 2011 Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Zbl 1231.91415Wu, Huiling; Li, Zhongfei 16 2011 Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224Zeng, Yan; Li, Zhongfei 14 2011 Multi-scale analysis for environmental dispersion in wetland flow. Zbl 1419.76624Wu, Zi; Li, Z.; Chen, G. Q. 9 2011 Periodic cracking of films supported on compliant substrates. Zbl 1270.74182Thouless, M. D.; Li, Z.; Douville, N. J.; Takayama, S. 1 2011 Optimal investment-reinsurance policy for an insurance company with VaR constraint. Zbl 1231.91155Chen, Shumin; Li, Zhongfei; Li, Kemian 40 2010 Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Zbl 1269.90085Zeng, Yan; Li, Zhongfei; Liu, Jingjun 25 2010 Dynamic coupling switching control incorporating support vector machines for wheeled mobile manipulators with hybrid joints. Zbl 1191.93105Li, Z.; Kang, Y. 6 2010 Mean-variance portfolio optimization under stochastic income and uncertain exit time. Zbl 1184.93121Li, Zhongfei; Xie, Shuxiang 3 2010 The shielding effects of the crack-tip plastic zone. Zbl 1273.74526Zhu, P.; Yang, L.; Li, Z.; Sun, J. 2 2010 Collective buckling of nonuniform nanobeams interacting through an elastic substrate. Zbl 1268.74024Li, Z.; Feng, K.; Yang, J. S.; Tan, L.; Lin, H. 1 2010 Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint. Zbl 1212.91102Yao, Haixiang; Li, Zhongfei 1 2009 Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach. Zbl 1141.91474Xie, Shuxiang; Li, Zhongfei; Wang, Shouyang 36 2008 Multi-period portfolio selection for asset-liability management with uncertain investment horizon. Zbl 1160.90544Yi, Lan; Li, Zhongfei; Li, Duan 14 2008 \(\epsilon \)-conjugate maps and \(\epsilon \)-conjugate duality in vector optimization with set-valued maps. Zbl 1152.90593Jia, Ji-Hong; Li, Zhong-Fei 4 2008 Optimal investment with noise trading risk. Zbl 1175.91166Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng 1 2008 Necessary conditions of the optimal multi-period proportional reinsurance strategy. Zbl 1199.91087Li, Zhongfei; Cong, Jianfa 1 2008 Continuous-time optimal portfolio selection with liability. Zbl 1150.91398Xie, Shuxiang; Li, Zhongfei 2 2007 The brittle fracture criterion based on the maximum tensile stress on the surface of blunt crack tip. Zbl 1192.74325Li, Z.; Ji, Changjiang; Li, Youtang; Xu, Luoyu Roy 2 2007 Optimal dynamic portfolio selection with earnings-at-risk. Zbl 1148.91019Li, Z. F.; Yang, H.; Deng, X. T. 1 2007 Transient flow around an impulsively started cylinder using a dynamic mesh method. Zbl 1184.76758Wang, L. Q.; Li, Z. F.; Wu, D. Z.; Hao, Z. R. 1 2007 A generally applicable approximate solution for mixed mode crack-inclusion interaction. Zbl 1103.74051Li, Z.; Sheng, Q.; Sun, J. 2 2006 An approximate solution of the interaction between an edge dislocation and an inclusion of arbitrary shape. Zbl 1192.74063Shi, J.; Li, Z. 2 2006 Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2006 Nonblind and semiblind space-frequency multiuser detection for multirate MC-CDMA systems. Zbl 1374.94667Li, Z.; Latva-Aho, M. 1 2006 A minimax portfolio selection strategy with equilibrium. Zbl 1066.91039Deng, Xiao-Tie; Li, Zhong-Fei; Wang, Shou-Yang 34 2005 Ore polynomial rings in one variable in computer algebra. Zbl 1127.16302Abramov, S. A.; Le, H. Q.; Li, Z. 8 2005 A polychromatic sets approach to the conceptual design of machine tools. Zbl 1068.90076Xu, L.; Li, Z.; Li, S.; Tang, F. 2 2005 A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2005 Computational complexity of arbitrage in frictional security market. Zbl 1066.91560Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang 4 2002 Job routing and operations scheduling: a network-based virtual cell formation approach. Zbl 1131.90344Sarker, B. R.; Li, Z. 3 2001 Optimal portfolio selection of assets with transaction costs and no short sales. Zbl 1018.91024Li, Zhong-Fei; Li, Zhong-Xiang; Wang, Shou-Yang; Deng, Xiao-Tie 2 2001 A linear programming algorithm for optimal portfolio selection with transaction costs. Zbl 1080.93573Li, Zhong-Fei; Wang, Shou-Yang; Deng, Xiao-Tie 11 2000 On computation of arbitrage for markets with friction. Zbl 1087.91508Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang 3 2000 Torsional rigidity of reinforced concrete bars with arbitrary sectional shape. Zbl 1103.74356Li, Z.; Ko, J. M.; Ni, Y. Q. 2 2000 Global efficiency in multiobjective programming. Zbl 0955.90122Wang, Shouyang; Li, Zhongfei; Craven, B. D. 1 1999 A minimax inequality for vector-valued mappings. Zbl 0978.90104Li, Z. F.; Wang, S. Y. 1 1999 Benson proper efficiency in the vector optimization of set-valued maps. Zbl 0913.90235Li, Z. F. 56 1998 \(\varepsilon\)-approximate solutions in multiobjective optimization. Zbl 0916.90242Li, Zhongfei; Wang, Shouyang 21 1998 Connectedness of super efficient sets in vector optimization of set-valued maps. Zbl 0928.90081Li, Zhong-Fei; Wang, Shou-Yang 9 1998 A type of minimax inequality for vector-valued mappings. Zbl 0913.90275Li, Z. F.; Wang, S. Y. 9 1998 Benson proper efficiency of vector optimization of set-valued maps. Zbl 0958.90074Li, Zhongfei 1 1998 Measuring matrix-based cell formation with alternative routings. Zbl 1140.90381Sarker, B. R.; Li, Z. 1 1998 Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps. Zbl 0893.90150Li, Zhongfei; Chen, Guangya 32 1997 Minimum-variance control of linear time-varying systems. Zbl 0885.93056Li, Z.; Evans, R. J. 4 1997 Minimum variance prediction for linear time-varying systems. Zbl 0879.93048Li, Z.; Evans, R. J.; Wittenmark, B. 3 1997 Two types of duality in multiobjective fractional programming. Zbl 0874.90168Coladas, L.; Li, Z.; Wang, S. 4 1996 Paréto equilibria in multicriteria metagames. Zbl 0853.90129Wang, Shou Yang; Li, Zhong Fei 5 1995 Lagrange multipliers and saddle points in multiobjective programming. Zbl 0823.90107Li, Z. F.; Wang, S. Y. 32 1994 Optimality conditions for multiobjective and nonsmooth minimisation in abstract spaces. Zbl 0827.90121Coladas, L.; Li, Z.; Wang, S. 11 1994 Scalarization and Lagrange duality in multiobjective optimization. Zbl 0817.90100Wang, S.; Li, Z. 16 1992 Complete stability of large order statistics. Zbl 0714.62043Li, Z. F.; Tomkins, R. J. 3 1991 Modeling the olfactory bulb and its neural oscillatory processings. Zbl 0675.92005Li, Z.; Hopfield, J. J. 17 1989 all cited Publications top 5 cited Publications all top 5 Cited by 614 Authors 38 Li, Zhongfei 28 Zeng, Yan 20 Li, Danping 19 Rong, Ximin 17 Zhao, Hui 15 Shen, Yang 14 Yao, Haixiang 11 Wang, Shouyang 10 Novo-Sanjurjo, Vicente 9 Chen, Ping 9 Guan, Guohui 9 Jin, Zhuo 9 Liang, Zongxia 9 Wu, Huiling 8 Huang, Xiaoxia 8 Zhang, Ling 7 Gu, Ailing 7 Wong, Hoi Ying 6 Chen, Zhiping 6 Dang, Duy Minh 6 Forsyth, Peter A. 6 Guo, Xianping 6 Gutiérrez, César 6 Lai, Yongzeng 6 Li, Xun 6 Mehra, Aparna 6 Sun, Zhongyang 6 Viens, Frederi G. 6 Weng, Chengguo 6 Yang, Xinmin 6 Yi, Bo 6 Zhou, Jieming 5 Chen, Shou 5 Chen, Shumin 5 Ding, Xie Ping 5 Hu, Duni 5 Huang, Nan-Jing 5 Khorram, Esmaile 5 Li, Bin 5 Li, Duan 5 Peng, Xingchun 5 Sun, Jingyun 5 Teo, Kok Lay 5 Wang, Hailong 5 Yang, Peng 5 Young, Virginia R. 5 Yu, Guolin 5 Zhang, Xin 5 Zhang, Yan 4 Adán, Miguel 4 Chang, Hao 4 Chen, Lv 4 Cui, Xiangyu 4 Deng, Chao 4 Guo, Junyi 4 Huang, Ya 4 Jiménez, Bienvenido 4 Li, Xiang 4 Li, Yongwu 4 Liang, Zhibin 4 Pan, Jian 4 Pun, Chi Seng 4 Qian, Linyi 4 Van Staden, Pieter M. 4 Wang, Ning 4 Xiao, Helu 4 Xu, Lin 4 Yang, Hailiang 4 Yao, Dingjun 4 Yao, Jen-Chih 4 Yuen, Kam Chuen 4 Zhang, Nan 4 Zhou, Zhongbao 3 A, Chunxiang 3 Ansari, Qamrul Hasan 3 Bhatia, Davinder 3 Bi, Junna 3 Cai, Jun 3 Chen, Fenge 3 Chen, Peimin 3 Delong, Łukasz 3 Deng, Xiao-Tie 3 Dong, Yinghui 3 Du, Ziping 3 Gong, Xunhua 3 Kang, Zhilin 3 Landriault, David 3 Li, Shengjie 3 Li, Shuanming 3 Lindensjö, Kristoffer 3 Liu, Yongjun 3 Meng, Hui 3 Sach, Pham Huu 3 Siu, Tak Kuen 3 Sun, Yufei 3 Wang, Guojing 3 Wang, Liyuan 3 Wang, Pei 3 Wang, Qilin 3 Wang, Suxin ...and 514 more Authors all top 5 Cited in 113 Serials 91 Insurance Mathematics & Economics 27 Journal of Optimization Theory and Applications 26 European Journal of Operational Research 25 Journal of Industrial and Management Optimization 23 Journal of Computational and Applied Mathematics 22 Mathematical Problems in Engineering 17 Optimization 12 Journal of Mathematical Analysis and Applications 11 Journal of Systems Science and Complexity 10 Scandinavian Actuarial Journal 8 Operations Research Letters 8 Abstract and Applied Analysis 7 Annals of Operations Research 7 Mathematical Methods of Operations Research 7 Discrete Dynamics in Nature and Society 6 Acta Mathematicae Applicatae Sinica. 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Hybrid Systems ...and 13 more Serials all top 5 Cited in 20 Fields 371 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 196 Operations research, mathematical programming (90-XX) 141 Systems theory; control (93-XX) 90 Probability theory and stochastic processes (60-XX) 79 Calculus of variations and optimal control; optimization (49-XX) 16 Statistics (62-XX) 10 Numerical analysis (65-XX) 7 Real functions (26-XX) 5 Functional analysis (46-XX) 4 Partial differential equations (35-XX) 4 Integral equations (45-XX) 4 Computer science (68-XX) 3 Convex and discrete geometry (52-XX) 3 Biology and other natural sciences (92-XX) 2 Operator theory (47-XX) 1 Mathematical logic and foundations (03-XX) 1 Functions of a complex variable (30-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Mathematics education (97-XX) Citations by Year