Edit Profile (opens in new tab) Li, Zhongfei Compute Distance To: Compute Author ID: li.zhongfei Published as: Li, Zhongfei; Li, Zhong Fei; Li, Zhong-Fei; Li, Z. F.; Li, Zhong-fei Documents Indexed: 164 Publications since 1989 Co-Authors: 57 Co-Authors with 106 Joint Publications 2,145 Co-Co-Authors 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 Yang, Hailiang 5 Yi, Bo 4 Gu, Ailing 4 Kang, Zhilin 4 Sun, Jingyun 4 Tan, Ken Seng 4 Wu, Huiling 3 Chen, Guo Qian 3 Coladas, Luis 3 Guo, Xianping 3 Li, Xun 3 Ng, Kai Wang 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 Li, Xingyi 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 Evans, Robin J. 1 Fu, Ke 1 Haddock, B. 1 Han, Jianda 1 Han, Lei 1 Hao, Zengrong 1 Herz, Andreas V. M. 1 Holden, Arun V. 1 Hopfield, John J. 1 Hu, Qinghua 1 Jia, Jihong 1 Khan, Muhammad Altaf 1 Lai, L. Q. 1 Lanteri, Stéphane 1 Latva-aho, Matti 1 Laurière, Mathieu 1 Law, Baron 1 Li, Kemian 1 Li, Zhongxiang 1 Liu, Jingjun 1 Liu, Zhuang 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 van Hemmen, J. Leo 1 Wang, Luya 1 Wittenmark, Björn 1 Wu, Xianping 1 Wylie, Jonathan J. 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 8 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 Bulletin of the Australian Mathematical Society 2 International Journal of Systems Science 2 Journal of the Operational Research Society 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 The ANZIAM Journal 2 Quantitative Finance 2 OR Transactions 2 Operations Research Transactions 1 Acta Mechanica 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 Chaos, Solitons and Fractals 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 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 International Journal of Computer Mathematics 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 Physical Review Letters 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 North American Actuarial Journal 1 Control and Intelligent Systems 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 86 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 68 Operations research, mathematical programming (90-XX) 26 Systems theory; control (93-XX) 24 Calculus of variations and optimal control; optimization (49-XX) 23 Probability theory and stochastic processes (60-XX) 9 Fluid mechanics (76-XX) 9 Biology and other natural sciences (92-XX) 8 Statistics (62-XX) 8 Mechanics of deformable solids (74-XX) 5 Numerical analysis (65-XX) 5 Computer science (68-XX) 5 Geophysics (86-XX) 2 Quantum theory (81-XX) 2 Statistical mechanics, structure of matter (82-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 Measure and integration (28-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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 96 Publications have been cited 1,159 times in 541 Documents Cited by ▼ Year ▼ Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167Zeng, Yan; Li, Zhongfei 95 2011 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 68 2013 Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250Li, Zhongfei; Zeng, Yan; Lai, Yongzeng 67 2012 Benson proper efficiency in the vector optimization of set-valued maps. Zbl 0913.90235Li, Z. F. 57 1998 Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282Zeng, Yan; Li, Zhongfei; Lai, Yongzeng 54 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 50 2012 Optimal investment-reinsurance policy for an insurance company with VaR constraint. Zbl 1231.91155Chen, Shumin; Li, Zhongfei; Li, Kemian 44 2010 Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach. Zbl 1141.91474Xie, Shuxiang; Li, Zhongfei; Wang, Shouyang 38 2008 A minimax portfolio selection strategy with equilibrium. Zbl 1066.91039Deng, Xiao-Tie; Li, Zhong-Fei; Wang, Shou-Yang 35 2005 Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps. Zbl 0893.90150Li, Zhongfei; Chen, Guangya 34 1997 Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion. Zbl 1284.91249Li, Yongwu; Li, Zhongfei 33 2013 Lagrange multipliers and saddle points in multiobjective programming. Zbl 0823.90107Li, Z. F.; Wang, S. Y. 33 1994 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 28 2015 Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Zbl 1269.90085Zeng, Yan; Li, Zhongfei; Liu, Jingjun 26 2010 Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Zbl 1237.91210Wu, Huiling; Li, Zhongfei 24 2012 Optimal dividend strategies with time-inconsistent preferences. Zbl 1402.91671Chen, Shumin; Li, Zhongfei; Zeng, Yan 22 2014 \(\varepsilon\)-approximate solutions in multiobjective optimization. Zbl 0916.90242Li, Zhongfei; Wang, Shouyang 22 1998 Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model. Zbl 1348.91261Sun, Jingyun; Li, Zhongfei; Zeng, Yan 20 2016 Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model. Zbl 1314.91128A, Chunxiang; Li, Zhongfei 18 2015 Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng 18 2013 Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Zbl 1231.91415Wu, Huiling; Li, Zhongfei 18 2011 Modeling the olfactory bulb and its neural oscillatory processings. Zbl 0675.92005Li, Z.; Hopfield, J. J. 17 1989 Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224Zeng, Yan; Li, Zhongfei 16 2011 Scalarization and Lagrange duality in multiobjective optimization. Zbl 0817.90100Wang, S.; Li, Z. 16 1992 Multi-period portfolio selection for asset-liability management with uncertain investment horizon. Zbl 1160.90544Yi, Lan; Li, Zhongfei; Li, Duan 16 2008 Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224Yao, Haixiang; Li, Zhongfei; Li, Duan 14 2016 Multi-period portfolio optimization for asset-liability management with bankrupt control. Zbl 1279.91146Li, Chanjuan; Li, Zhongfei 12 2012 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 12 2017 Optimal reinsurance-investment strategies for insurers under mean-car criteria. Zbl 1292.91099Zeng, Yan; Li, Zhongfei 12 2012 Optimality conditions for multiobjective and nonsmooth minimisation in abstract spaces. Zbl 0827.90121Coladas, L.; Li, Z.; Wang, S. 11 1994 Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility. Zbl 1402.91217Wang, Pei; Li, Zhongfei 11 2018 A linear programming algorithm for optimal portfolio selection with transaction costs. Zbl 1080.93573Li, Zhong-Fei; Wang, Shou-Yang; Deng, Xiao-Tie 11 2000 Statistical mechanics of temporal association in neural networks with transmission delays. Zbl 0968.82521Herz, A. V. M.; Li, Z.; van Hemmen, J. L. 10 1991 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 Connectedness of super efficient sets in vector optimization of set-valued maps. Zbl 0928.90081Li, Zhong-Fei; Wang, Shou-Yang 9 1998 Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated. Zbl 1264.91121Zhang, Ling; Li, Zhongfei 8 2012 Ore polynomial rings in one variable in computer algebra. Zbl 1127.16302Abramov, S. A.; Le, H. Q.; Li, Z. 8 2005 Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng 7 2016 Minimum risk probability for finite horizon semi-Markov decision processes. Zbl 1267.90169Huang, Yonghui; Guo, Xianping; Li, Zhongfei 7 2013 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 Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. Zbl 1408.91227Chen, Shumin; Li, Zhongfei; Zeng, Yan 6 2018 Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065Li, Yongwu; Li, Zhongfei; Zeng, Yan 5 2016 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 Hydroelastic waves propagating in an ice-covered channel. Zbl 1460.86048Ren, K.; Wu, G. X.; Li, Z. F. 4 2020 Mean-variance portfolio optimization under stochastic income and uncertain exit time. Zbl 1184.93121Li, Zhongfei; Xie, Shuxiang 4 2010 \(\epsilon \)-conjugate maps and \(\epsilon \)-conjugate duality in vector optimization with set-valued maps. Zbl 1152.90593Jia, Ji-Hong; Li, Zhong-Fei 4 2008 Computational complexity of arbitrage in frictional security market. Zbl 1066.91560Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang 4 2002 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 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 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 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 4 2018 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 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 Minimum variance prediction for linear time-varying systems. Zbl 0879.93048Li, Z.; Evans, R. J.; Wittenmark, B. 3 1997 Data-driven robust mean-CVaR portfolio selection under distribution ambiguity. Zbl 1407.91225Kang, Zhilin; Li, Xun; Li, Zhongfei; Zhu, Shushang 3 2019 An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139Kang, Zhilin; Li, Zhongfei 3 2018 On computation of arbitrage for markets with friction. Zbl 1087.91508Deng, Xiaotie; Li, Zhongfei; Wang, Shouyang 3 2000 Complete stability of large order statistics. Zbl 0714.62043Li, Z. F.; Tomkins, R. J. 3 1991 Job routing and operations scheduling: a network-based virtual cell formation approach. Zbl 1131.90344Sarker, B. R.; Li, Z. 3 2001 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. 3 2020 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. 3 2017 Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Zbl 1408.91188A, Chunxiang; Li, Zhongfei; Wang, Fan 3 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 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 3 2001 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. 2 2007 Continuous-time optimal portfolio selection with liability. Zbl 1150.91398Xie, Shuxiang; Li, Zhongfei 2 2007 A polychromatic sets approach to the conceptual design of machine tools. Zbl 1068.90076Xu, L.; Li, Z.; Li, S.; Tang, F. 2 2005 Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. Zbl 1408.90310Huang, Yonghui; Li, Zhongfei; Guo, Xianping 2 2014 Optimal investment with noise trading risk. Zbl 1175.91166Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng 1 2008 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 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 Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan 1 2017 Portfolio model and its explicit expressions of portfolio efficient frontier with minimum investment proportion constraint. Zbl 1212.91102Yao, Haixiang; Li, Zhongfei 1 2009 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 Origin-shifted algorithm for matrix eigenvalues. Zbl 1149.65028Nie, Y. Y.; Li, Z.; Han, J. D. 1 2008 Optimal dynamic portfolio selection with earnings-at-risk. Zbl 1148.91019Li, Z. F.; Yang, H.; Deng, X. T. 1 2007 An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan. Zbl 1299.91119Gu, Ailing; Li, Zhongfei; Zeng, Yan 1 2013 Measuring matrix-based cell formation with alternative routings. Zbl 1140.90381Sarker, B. R.; Li, Z. 1 1998 A minimax inequality for vector-valued mappings. Zbl 0978.90104Li, Z. F.; Wang, S. Y. 1 1999 The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571Yao, Haixiang; Li, Zhongfei; Li, Xingyi 1 2016 Control variate methods and applications to Asian and basket options pricing under jump-diffusion models. Zbl 1433.91177Lai, Yongzeng; Li, Zhongfei; Zeng, Yan 1 2015 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 Nonblind and semiblind space-frequency multiuser detection for multirate MC-CDMA systems. Zbl 1374.94667Li, Z.; Latva-Aho, M. 1 2006 A note on hydrodynamics from dissipative particle dynamics. Zbl 1380.82008Bian, X.; Li, Z.; Adams, N. A. 1 2018 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 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 Global efficiency in multiobjective programming. Zbl 0955.90122Wang, Shouyang; Li, Zhongfei; Craven, B. D. 1 1999 Benson proper efficiency of vector optimization of set-valued maps. Zbl 0958.90074Li, Zhongfei 1 1998 Hydroelastic waves propagating in an ice-covered channel. Zbl 1460.86048Ren, K.; Wu, G. X.; Li, Z. F. 4 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. 3 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 3 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 11 2018 Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. Zbl 1408.91227Chen, Shumin; Li, Zhongfei; Zeng, Yan 6 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 4 2018 An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Zbl 1388.91139Kang, Zhilin; Li, Zhongfei 3 2018 A note on hydrodynamics from dissipative particle dynamics. Zbl 1380.82008Bian, X.; Li, Z.; Adams, N. A. 1 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 12 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. 3 2017 Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset. Zbl 1361.90047Yao, Haixiang; Li, Zhongfei; Li, Xun; Zeng, Yan 1 2017 Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model. Zbl 1348.91261Sun, Jingyun; Li, Zhongfei; Zeng, Yan 20 2016 Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Zbl 1346.91224Yao, Haixiang; Li, Zhongfei; Li, Duan 14 2016 Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate. Zbl 1317.90248Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng 7 2016 Equilibrium dividend strategy with non-exponential discounting in a dual model. Zbl 1335.91065Li, Yongwu; Li, Zhongfei; Zeng, Yan 5 2016 Multi-period mean variance portfolio selection under incomplete information. Zbl 1420.91437Zhang, Ling; Li, Zhongfei; Xu, Yunhui; Li, Yongwu 5 2016 Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Zbl 1408.91188A, Chunxiang; Li, Zhongfei; Wang, Fan 3 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 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 The premium of dynamic trading in a discrete-time setting. Zbl 1400.91571Yao, Haixiang; Li, Zhongfei; Li, Xingyi 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 28 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 18 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 Control variate methods and applications to Asian and basket options pricing under jump-diffusion models. Zbl 1433.91177Lai, Yongzeng; Li, Zhongfei; Zeng, Yan 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 68 2013 Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282Zeng, Yan; Li, Zhongfei; Lai, Yongzeng 54 2013 Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion. Zbl 1284.91249Li, Yongwu; Li, Zhongfei 33 2013 Mean-CVaR portfolio selection: a nonparametric estimation framework. Zbl 1349.91323Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng 18 2013 Minimum risk probability for finite horizon semi-Markov decision processes. Zbl 1267.90169Huang, Yonghui; Guo, Xianping; Li, Zhongfei 7 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 67 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 50 2012 Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Zbl 1237.91210Wu, Huiling; Li, Zhongfei 24 2012 Multi-period portfolio optimization for asset-liability management with bankrupt control. Zbl 1279.91146Li, Chanjuan; Li, Zhongfei 12 2012 Optimal reinsurance-investment strategies for insurers under mean-car criteria. Zbl 1292.91099Zeng, Yan; Li, Zhongfei 12 2012 Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated. Zbl 1264.91121Zhang, Ling; Li, Zhongfei 8 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 95 2011 Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Zbl 1231.91415Wu, Huiling; Li, Zhongfei 18 2011 Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. Zbl 1237.91224Zeng, Yan; Li, Zhongfei 16 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 44 2010 Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers. Zbl 1269.90085Zeng, Yan; Li, Zhongfei; Liu, Jingjun 26 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 4 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 38 2008 Multi-period portfolio selection for asset-liability management with uncertain investment horizon. Zbl 1160.90544Yi, Lan; Li, Zhongfei; Li, Duan 16 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 Origin-shifted algorithm for matrix eigenvalues. Zbl 1149.65028Nie, Y. Y.; Li, Z.; Han, J. D. 1 2008 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. 2 2007 Continuous-time optimal portfolio selection with liability. Zbl 1150.91398Xie, Shuxiang; Li, Zhongfei 2 2007 Optimal dynamic portfolio selection with earnings-at-risk. Zbl 1148.91019Li, Z. F.; Yang, H.; Deng, X. T. 1 2007 Nonblind and semiblind space-frequency multiuser detection for multirate MC-CDMA systems. Zbl 1374.94667Li, Z.; Latva-Aho, M. 1 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 A minimax portfolio selection strategy with equilibrium. Zbl 1066.91039Deng, Xiao-Tie; Li, Zhong-Fei; Wang, Shou-Yang 35 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 3 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 A minimax inequality for vector-valued mappings. Zbl 0978.90104Li, Z. F.; Wang, S. Y. 1 1999 Global efficiency in multiobjective programming. Zbl 0955.90122Wang, Shouyang; Li, Zhongfei; Craven, B. D. 1 1999 Benson proper efficiency in the vector optimization of set-valued maps. Zbl 0913.90235Li, Z. F. 57 1998 \(\varepsilon\)-approximate solutions in multiobjective optimization. Zbl 0916.90242Li, Zhongfei; Wang, Shouyang 22 1998 A type of minimax inequality for vector-valued mappings. Zbl 0913.90275Li, Z. F.; Wang, S. Y. 9 1998 Connectedness of super efficient sets in vector optimization of set-valued maps. Zbl 0928.90081Li, Zhong-Fei; Wang, Shou-Yang 9 1998 Measuring matrix-based cell formation with alternative routings. Zbl 1140.90381Sarker, B. R.; Li, Z. 1 1998 Benson proper efficiency of vector optimization of set-valued maps. Zbl 0958.90074Li, Zhongfei 1 1998 Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps. Zbl 0893.90150Li, Zhongfei; Chen, Guangya 34 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. 33 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 Statistical mechanics of temporal association in neural networks with transmission delays. Zbl 0968.82521Herz, A. V. M.; Li, Z.; van Hemmen, J. L. 10 1991 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 682 Authors 39 Li, Zhongfei 29 Zeng, Yan 22 Rong, Ximin 21 Zhao, Hui 20 Li, Danping 16 Yao, Haixiang 15 Shen, Yang 11 Chen, Ping 11 Wang, Shouyang 10 Jin, Zhuo 10 Novo-Sanjurjo, Vicente 9 Guan, Guohui 9 Huang, Xiaoxia 9 Liang, Zongxia 9 Wu, Huiling 8 Sun, Zhongyang 8 Xiao, Helu 8 Zhang, Ling 8 Zhou, Zhongbao 7 Dang, Duy Minh 7 Forsyth, Peter A. 7 Gu, Ailing 7 Li, Xun 7 Weng, Chengguo 7 Wong, Hoi Ying 6 Chen, Zhiping 6 Guo, Xianping 6 Gutiérrez, César 6 Lai, Yongzeng 6 Mehra, Aparna 6 Viens, Frederi G. 6 Yang, Xinmin 6 Yi, Bo 6 Zhou, Jieming 5 Bai, Yanfei 5 Chang, Hao 5 Chen, Shou 5 Chen, Shumin 5 Deng, Chao 5 Ding, Xie Ping 5 Hu, Duni 5 Huang, Nan-Jing 5 Huang, Ya 5 Khorram, Esmaile 5 Li, Bin 5 Li, Duan 5 Liang, Zhibin 5 Peng, Xingchun 5 Sun, Jingyun 5 Teo, Kok Lay 5 Van Staden, Pieter M. 5 Wang, Hailong 5 Wang, Ning 5 Xu, Lin 5 Yang, Peng 5 Young, Virginia R. 5 Yu, Guolin 5 Yuen, Kam Chuen 5 Zhang, Xin 5 Zhang, Yan 4 A, Chunxiang 4 Adán, Miguel 4 Bi, Junna 4 Cai, Jun 4 Chen, Lv 4 Cui, Xiangyu 4 Guo, Junyi 4 Jiménez, Bienvenido 4 Kang, Zhilin 4 Li, Xiang 4 Li, Yongwu 4 Pan, Jian 4 Pun, Chi Seng 4 Qian, Linyi 4 Siu, Tak Kuen 4 Wang, Suxin 4 Wu, Yonghong 4 Yang, Hailiang 4 Yao, Dingjun 4 Yao, Jen-Chih 4 Zhang, Nan 4 Zhou, Ming 3 Ansari, Qamrul Hasan 3 Antczak, Tadeusz 3 Bhatia, Davinder 3 Chen, Fenge 3 Chen, Guangya 3 Chen, Peimin 3 Chen, Xu 3 Delong, Łukasz 3 Deng, Xiao-Tie 3 Dong, Yinghui 3 Du, Ziping 3 Gao, Rui 3 Gong, Xunhua 3 Landriault, David 3 Li, Shengjie 3 Li, Shuanming 3 Lindensjö, Kristoffer 3 Liu, Steve Wenbin ...and 582 more Authors all top 5 Cited in 120 Serials 93 Insurance Mathematics & Economics 35 Journal of Industrial and Management Optimization 29 European Journal of Operational Research 27 Journal of Optimization Theory and Applications 23 Journal of Computational and Applied Mathematics 22 Mathematical Problems in Engineering 19 Optimization 12 Journal of Mathematical Analysis and Applications 11 Scandinavian Actuarial Journal 11 Journal of Systems Science and Complexity 10 Annals of Operations Research 8 Operations Research Letters 8 Communications in Statistics. Theory and Methods 8 Abstract and Applied Analysis 8 Mathematical Methods of Operations Research 7 Discrete Dynamics in Nature and Society 6 Acta Mathematicae Applicatae Sinica. English Series 6 Journal of Economic Dynamics & Control 5 Computers & Mathematics with Applications 5 International Journal of Control 5 Applied Mathematics and Optimization 5 Journal of Global Optimization 5 Soft Computing 5 Journal of Inequalities and Applications 5 Quantitative Finance 5 Mathematical Control and Related Fields 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 Numerical Functional Analysis and Optimization 4 International Journal of Theoretical and Applied Finance 4 Methodology and Computing in Applied Probability 4 SIAM Journal on Financial Mathematics 4 Annals of Finance 3 Applied Mathematics and Computation 3 Automatica 3 Information Sciences 3 Computers & Operations Research 3 Optimization Methods & Software 3 The ANZIAM Journal 3 Numerical Algebra, Control and Optimization 3 Journal of the Operations Research Society of China 3 Journal of Function Spaces 2 International Journal of General Systems 2 International Journal of Systems Science 2 Chaos, Solitons and Fractals 2 Optimal Control Applications & Methods 2 Statistics & Probability Letters 2 Applied Mathematics and Mechanics. (English Edition) 2 Stochastic Analysis and Applications 2 Asia-Pacific Journal of Operational Research 2 Automation and Remote Control 2 Applied Mathematics. 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Mathematics 2 Journal of Dynamics and Games 2 Open Mathematics 1 Bulletin of the Australian Mathematical Society 1 Physica A 1 Fuzzy Sets and Systems 1 Numerische Mathematik 1 Opsearch 1 SIAM Journal on Control and Optimization 1 Theoretical Computer Science 1 Theory and Decision 1 Systems & Control Letters 1 Bulletin of the Korean Mathematical Society 1 Numerical Methods for Partial Differential Equations 1 Applied Mathematics Letters 1 Mathematical and Computer Modelling 1 Economics Letters 1 Japan Journal of Industrial and Applied Mathematics 1 The Annals of Applied Probability 1 Discrete Event Dynamic Systems 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics 1 Stochastic Processes and their Applications 1 Computational Optimization and Applications 1 Computational Economics 1 Filomat 1 INFORMS Journal on Computing 1 Finance and Stochastics 1 Journal of Applied Analysis 1 Journal of Shanghai University 1 Journal of Applied Mathematics 1 Sādhanā 1 OR Spectrum 1 North American Actuarial Journal 1 Asia-Pacific Financial Markets 1 Thai Journal of Mathematics ...and 20 more Serials all top 5 Cited in 23 Fields 401 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 210 Operations research, mathematical programming (90-XX) 156 Systems theory; control (93-XX) 100 Probability theory and stochastic processes (60-XX) 83 Calculus of variations and optimal control; optimization (49-XX) 26 Statistics (62-XX) 12 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 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Functions of a complex variable (30-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year