X. Zhou

发表

Finding optimal number of Kanbans in a manufacturing system via stochastic approximation and perturbation analysis

Houmin Yan, X. Zhou, G. Yin, 1994 .

Hierarchical feedback controls in two-machine flowshops under uncertainty

X. Zhou, N. Fong, 1996, Proceedings of 35th IEEE Conference on Decision and Control.

Stochastic Controls: Hamiltonian Systems and HJB Equations

X. Zhou, J. Yong, 1999 .

Discrete time LQG controls with control dependent noise

Andrew E. B. Lim, John B. Moore, X. Zhou, 1999 .

Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

X. Zhou, Duan Li, 2000 .

Circulant Preconditioners for Markov-Modulated Poisson Processes and Their Applications to Manufacturing Systems

X. Zhou, R. Chan, W. Ching, 1997, SIAM J. Matrix Anal. Appl..

Time-Inconsistent Stochastic Linear–Quadratic Control: Characterization and Uniqueness of Equilibrium

Hanqing Jin, Xun Yu Zhou, Ying Hu, 2015, SIAM J. Control. Optim..

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION

X. Zhou, Agatha Murgoci, T. Björk, 2014 .

LQ control via semidefinite programming

D. Yao, X. Zhou, Shuzhong Zhang, 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls

Xi Chen, John B. Moore, Xun Yu Zhou, 2001, IEEE Trans. Autom. Control..

Indefinite stochastic linear quadratic control and generalized differential Riccati equation

X. Zhou, M. A. Rami, J.B. Moore, 2001, Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228).

Verification Theorems within the Framework of Viscosity Solutions

X. Zhou, 1993 .

Temperature Control for Langevin Diffusions

X. Zhou, Xuefeng Gao, Z. Xu, 2020 .

A generalized Neyman–Pearson lemma for g-probabilities

X. Zhou, Shaolin Ji, 2010 .

Probability Theory The Neyman – Pearson lemma under g-probability ✩ , ✩ ✩

X. Zhou, Shaolin Ji, 2008 .

CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION

X. Zhou, S. Pliska, T. Bielecki, 2005 .

Verification theorems for stochastic near-optimal control in the framework of viscosity solutions

Andrew E. B. Lim, X. Zhou, 1999 .

Maximum principle, dynamic programming, and their connection in deterministic control

X. Zhou, 1990 .

Continuous-time mean–risk portfolio selection

X. Zhou, Hanqing Jin, Jia-An Yan, 2005 .

On the necessary conditions of optimal controls for stochastic partial differential equations

X. Zhou, 1993 .

Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios

X. Zhou, Hanqing Jin, 2007 .

Predictable Forward Performance Processes: The Binomial Case

X. Zhou, T. Zariphopoulou, Bahman Angoshtari, 2016, SIAM J. Control. Optim..

Stochastic dynamic job shops and hierarchical production planning

X. Zhou, S. Sethi, 1994, IEEE Transactions on Automatic Control.

The premium of dynamic trading

Xun Yu Zhou, X. Zhou, C. Chiu, 2009, 0906.0999.

Indefinite stochastic linear quadratic controls in infinite time horizon

Xun Yu Zhou, X. Zhou, M. Ait Rami, 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

Discounting, Diversity, and Investment

X. Zhou, Wei Wei, S. Ebert, 2018 .

Mean-risk portfolio selection models in continuous time

Hanqing Jin, Xun Yu Zhou, Jia-An Yan, 2004, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601).

Frequency domain approach for stochastic systems

X. Zhou, Hanzhong Wu, 2001, Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228).

A maximum principle for risk-sensitive control

Andrew E. B. Lim, X. Zhou, 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

Optimal control of backward stochastic differential equations: The linear-quadratic case

Andrew E. B. Lim, X. Zhou, 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

Circulant approximation for preconditioning in stochastic automata networks

Wai-Ki Ching, Xun Yu Zhou, X. Zhou, 2000 .

Continuous-time portfolio selection under ambiguity

X. Zhou, Hanqing Jin, 2015 .

LQ Control without Riccati Equations: Stochastic Systems

D. Yao, X. Zhou, Shuzhong Zhang, 1999 .

Optimal investment strategies with bounded risks, general utilities, and goal achieving

X. Zhou, N. Dokuchaev, 2001 .

A Casino Gambling Model Under Cumulative Prospect Theory: Analysis and Algorithm

X. Zhou, J. Obłój, Sang Hu, 2022, Manag. Sci..

Arrow-Debreu Equilibria for Rank-Dependent Utilities

X. Zhou, Jianming Xia, 2012 .

Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency

K. S. Tan, X. Zhou, Wei Wei, 2018, SIAM Journal on Control and Optimization.

Continuous-Time Asset Allocation†

X. Zhou, 2014 .

q-Learning in Continuous Time

X. Zhou, Yanwei Jia, 2022, SSRN Electronic Journal.

Hierarchical production controls in a stochastic two-machine flowshop with a finite internal buffer

X. Zhou, Qing Zhang, S. Sethi, 1992, [1992] Proceedings of the 31st IEEE Conference on Decision and Control.

Continuous-time mean-variance efficiency: the 80% rule

X. Zhou, Xun Li, 2006, math/0702249.

Choquet regularization for reinforcement learning

X. Zhou, Ruodu Wang, Xia Han, 2022, SSRN Electronic Journal.

Two explicit Skorokhod embeddings for simple symmetric random walk

X. Zhou, Jan Obl'oj, X. He, 2017, Stochastic Processes and their Applications.

Square-root regret bounds for continuous-time episodic Markov decision processes

X. Zhou, Xuefeng Gao, 2022, ArXiv.

Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms

X. Zhou, Yanwei Jia, 2021, J. Mach. Learn. Res..

Achieving Mean–Variance Efficiency by Continuous-Time Reinforcement Learning

X. Zhou, Yanwei Jia, Yilie Huang, 2022, ICAIF.

Submitted to the Annals of Applied Probability CONTINUOUS-TIME MEAN – VARIANCE EFFICIENCY : THE 80 % RULE By

X. Zhou, Xun Li, 2006 .

Variable Clustering via Distributionally Robust Nodewise Regression

X. Zhou, Kaizheng Wang, Xiao Xu, 2022, 2212.07944.

Naive Markowitz Policies

X. Zhou, Lin Chen, 2022, 2212.07516.

Production controls in stochastic tandem two-machine systems with state constraints

X. Zhou, N. Fong, 1995, Proceedings of 1995 American Control Conference - ACC'95.

Logarithmic regret bounds for continuous-time average-reward Markov decision processes

X. Zhou, Xuefeng Gao, 2022, ArXiv.

Maximum principle for optimal controls of stochastic partial differential equations

X. Zhou, 1992, [1992] Proceedings of the 31st IEEE Conference on Decision and Control.

Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction

Xun Yu Zhou, Michael I. Taksar, Tahir Choulli, 2001 .

Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers

Xun Yu Zhou, Jan Oblój, Xue Dong He, 2019, SIAM J. Control. Optim..

Proceedings of the IFIP WG7.2 International Conference on Control of Distributed Parameter and Stochastic Systems

Xun Yu Zhou, Jiongmin Yong, Xunjing Li, 1998 .

Stochastic Modeling and Optimization

David D. Yao, Xun Yu Zhou, Hanqin Zhang, 2003 .

LQ control without Ricatti equations: deterministic systems

D. Yao, X. Zhou, Shuzhong Zhang, 1999 .

Portfolio Optimization Under a Minimax Rule

Kok Lay Teo, Xiaoqi Yang, Xiaoqiang Cai, 2000 .

Variance Contracts

X. Zhou, Yichun Chi, S. Zhuang, 2020, SSRN Electronic Journal.

Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes

Moris S. Strub, X. Zhou, 2018, Finance and Stochastics.

Rank-Dependent Utility and Risk Taking in Complete Markets

Xun Yu Zhou, Roy Kouwenberg, Xue Dong He, 2016, SIAM J. Financial Math..

Continuous-Time Markowitz's Model with Transaction Costs

Zuo Quan Xu, Min Dai, Xun Yu Zhou, 2009, SIAM J. Financial Math..

Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR

Hanqing Jin, Xun Yu Zhou, Xue Dong He, 2015, Math. Oper. Res..

Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation

Xue Dong He, Xun Yu Zhou, X. Zhou, 2021, 2105.01829.

Continuous‐time mean–variance portfolio selection: A reinforcement learning framework

Xun Yu Zhou, Haoran Wang, X. Zhou, 2019, Mathematical Finance.

Time-Inconsistent Stochastic Linear-Quadratic Control

Hanqing Jin, Xun Yu Zhou, Ying Hu, 2011, SIAM J. Control. Optim..

Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model

Gang George Yin, Xun Yu Zhou, X. Zhou, 2003, SIAM J. Control. Optim..

Mean-Variance Portfolio Selection with Random Parameters in a Complete Market

Andrew E. B. Lim, Xun Yu Zhou, X. Zhou, 2002, Math. Oper. Res..

Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints

Andrew E. B. Lim, Xun Yu Zhou, Xun Li, 2001, SIAM J. Control. Optim..

Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach

X. Zhou, Yanwei Jia, 2021, J. Mach. Learn. Res..

Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment

Xun Yu Zhou, Xue Dong He, X. Zhou, 2010, Manag. Sci..

A mean-field stochastic maximum principle via Malliavin calculus

Bernt Øksendal, Xun Yu Zhou, Thilo Meyer-Brandis, 2012 .

OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY

X. Zhou, C. Bernard, Jia-An Yan, 2015 .

Optimal Insurance Design under Rank Dependent Utility

X. Zhou, Jia-An Yan, Carole BernardXue Dong He, 2011 .

Dual utilities on risk aggregation under dependence uncertainty

X. Zhou, Ruodu Wang, Z. Xu, 2017, Finance and Stochastics.

Dual Utilities Under Dependence Uncertainty

X. Zhou, Ruodu Wang, Z. Xu, 2017 .

ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES

X. Zhou, Jianming Xia, 2016 .

HOPE, FEAR, AND ASPIRATIONS

X. Zhou, X. He, 2016 .

Hope, Fear and Aspirations

X. Zhou, X. He, 2013 .

Optimal Insurance Design Under Rank-Dependent Expected Utility

X. Zhou, C. Bernard, Jia-An Yan, 2012 .

Mathematicalising Behavioural Finance

X. Zhou, 2011 .

Optimal stopping under probability distortion.

X. Zhou, Z. Xu, 2011, 1103.1755.

GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE

X. Zhou, Hanqing Jin, 2011 .

PORTFOLIO CHOICE VIA QUANTILES

X. Zhou, X. He, 2010 .

Behavioral portfolio selection with loss control

X. Zhou, Hanqing Jin, Song Zhang, 2010 .

Behavioral Portfolio Choice : An Analytical Treatment ∗

X. Zhou, X. He, 2009 .

Continuous-time behavioral portfolio selection

Hanqing Jin, Xun Yu Zhou, X. Zhou, 2008, 2008 47th IEEE Conference on Decision and Control.

Reinforcement Learning in Continuous Time and Space: A Stochastic Control Approach

Xun Yu Zhou, Thaleia Zariphopoulou, Haoran Wang, 2020, J. Mach. Learn. Res..

Near-optimal controls of random-switching LQ problems with indefinite control weight costs

Gang George Yin, Xun Yu Zhou, Yuanjin Liu, 2005, Autom..

Markowitz's mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits

Gang George Yin, Xun Yu Zhou, X. Zhou, 2004, IEEE Transactions on Automatic Control.

Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon

Xun Yu Zhou, Mustapha Ait Rami, Xun Li, 2003, J. Glob. Optim..

Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon

Xun Yu Zhou, Xun Li, X. Zhou, 2002, Commun. Inf. Syst..

Indefinite stochastic LQ control with jumps

X. Zhou, M. A. Rami, Xun Li, 2001, Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228).

Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection

Xun Yu Zhou, Ying Hu, X. Zhou, 2005, SIAM J. Control. Optim..

Beta and Coskewness Pricing: Perspective from Probability Weighting

X. Zhou, Xiangyu Cui, Yun Shi, 2020, Oper. Res..

Optimal insurance under rank‐dependent utility and incentive compatibility

X. Zhou, Z. Xu, S. Zhuang, 2018, Mathematical Finance.

Optimal Insurance with Rank-Dependent Utility and Increasing Indemnities

X. Zhou, Z. Xu, S. Zhuang, 2015 .

Myopic loss aversion, reference point, and money illusion

X. Zhou, X. He, 2014 .

Thou shalt buy and hold

Zuo Quan Xu, Xun Yu Zhou, Albert N. Shiryaev, 2008 .

Tracking a Financial Benchmark Using a Few Assets

David D. Yao, Xun Yu Zhou, Shuzhong Zhang, 2006, Oper. Res..

Hierarchical controls in stochastic manufacturing systems with convex costs

Suresh P. Sethi, Qing Zhang, Xun Yu Zhou, 1994 .

Feedback production planning in a stochastic two-machine flowshop: Asymptotic analysis and computational results

Xun Yu Zhou, Qing Zhang, Houmin Yan, 1993 .

Control of Distributed Parameter and Stochastic Systems

Xun Yu Zhou, Shuping Chen, Jiongmin Yong, 1999, IFIP Advances in Information and Communication Technology.

Continuous Time Mean-Variance Portfolio Selection Problem

X. Zhou, Kai Li, 2008 .

Markowitz’s World in Continuous Time, and Beyond

Xun Yu Zhou, X. Zhou, 2003 .

Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II

Xun Yu Zhou, Shuping Chen, X. Zhou, 2000, SIAM J. Control. Optim..

A Regime-Switching Model for European Options

David D. Yao, Qing Zhang, Xun Yu Zhou, 2006 .

Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances

Xun Yu Zhou, Jose Blanchet, Lin Chen, 2018, Manag. Sci..

Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon

Xi Chen, Xun Yu Zhou, X. Zhou, 2004, SIAM J. Control. Optim..

A Downside Risk Analysis based on Financial Index Tracking Models

Xun Yu Zhou, Shuzhong Zhang, X. Zhou, 2006 .

Indefinite Stochastic Riccati Equations

Xun Yu Zhou, Ying Hu, X. Zhou, 2003, SIAM J. Control. Optim..

Exploration versus Exploitation in Reinforcement Learning: A Stochastic Control Approach

Thaleia Zariphopoulou, Haoran Wang, Xunyu Zhou, 2018, SSRN Electronic Journal.

Valuation of Stock Loans with Regime Switching

Qing Zhang, Xun Yu Zhou, X. Zhou, 2009, SIAM J. Control. Optim..

STOCK LOANS

X. Zhou, Jianming Xia, 2007 .

Linear-Quadratic Control of Backward Stochastic Differential Equations

Andrew E. B. Lim, Xun Yu Zhou, X. Zhou, 2001, SIAM J. Control. Optim..

Editorial to the special issue on Behavioral Insurance: Mathematics and Economics

X. Zhou, M. Scherer, M. Milevsky, 2021, Insurance: Mathematics and Economics.

Consistent investment of sophisticated rank‐dependent utility agents in continuous time

X. Zhou, Hanqing Jin, Ying Hu, 2021, Mathematical Finance.

Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time

X. Zhou, Hanqing Jin, Ying Hu, 2020, SSRN Electronic Journal.

Optimal Exit Time from Casino Gambling: Strategies of Pre-Committed and Naive Gamblers

X. Zhou, J. Obłój, X. He, 2019 .

Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting

Hanqing Jin, Jianming Xia, Xun Yu Zhou, 2018, Mathematical Finance.

General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion

Xun Yu Zhou, Yu-Jui Huang, Adrien Nguyen-Huu, 2017, Mathematical Finance.

Technical Note - Path-Dependent and Randomized Strategies in Barberis' Casino Gambling Model

Xun Yu Zhou, Xue Dong He, Jan Obłój, 2017, Oper. Res..

Path-Dependent and Randomized Strategies in Barberis' Casino Gambling Model

X. Zhou, J. Obłój, X. He, 2016 .

Supplementary Materials: Optimal Exit Time from Casino Gambling: Strategies of Pre-Committed and Naive Gamblers

X. Zhou, J. Obłój, X. He, 2015 .

A duality analysis on stochastic partial differential equations

Xun Yu Zhou, X. Zhou, 1992 .

Inverse S-Shaped Probability Weighting and Its Impact on Investment

X. Zhou, X. He, Roy Kouwenberg, 2017 .

Stopping Behaviors of Naive and Non-Committed Sophisticated Agents When They Distort Probability

Xun Yu Zhou, Yu-Jui Huang, Adrien Nguyen-Huu, 2017 .

Exploratory HJB Equations and Their Convergence

Xun Yu Zhou, Wenpin Tang, Paul Yuming Zhang, 2021, SIAM J. Control. Optim..

A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control

Xun Yu Zhou, Michael I. Taksar, Tahir Choulli, 2002, SIAM J. Control. Optim..

Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls

Xun Yu Zhou, Mustapha Ait Rami, X. Zhou, 2000, IEEE Trans. Autom. Control..

When to Quit Gambling, if You Must!

X. Zhou, J. Obłój, Sang Hu, 2021, 2102.03157.

Optimal contracting with moral hazard and behavioral preferences

X. Zhou, Jakša Cvitanić, Hualei Chang, 2015 .

Explicit Efficient Frontier of a Continuous-Time Mean Variance Portfolio Selection Problem

Duan Li, Xun Yu Zhou, X. Zhou, 1998, Control of Distributed Parameter and Stochastic Systems.

Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights

Andrew E. B. Lim, Xun Yu Zhou, X. Zhou, 1999, IEEE Trans. Autom. Control..

A new risk-sensitive maximum principle

Andrew E. B. Lim, Xun Yu Zhou, X. Zhou, 2005, IEEE Transactions on Automatic Control.

Risk-sensitive control with HARA utility

Andrew E. B. Lim, Xun Yu Zhou, X. Zhou, 2001, IEEE Trans. Autom. Control..

Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs

X. Zhou, Shuping Chen, Xunjing Li, 1998 .

TAIL PROBABILITY ESTIMATES OF CONTINUOUS-TIME SIMULATED ANNEALING PROCESSES

X. Zhou, Wenpin Tang, 2022 .

Robust utility maximization with intractable claims

X. Zhou, Z. Xu, Yunhong Li, 2023, 2304.06938.

State-Dependent Temperature Control for Langevin Diffusions

Zuo Quan Xu, Xun Yu Zhou, Xuefeng Gao, 2020, SIAM J. Control. Optim..

Continuous-Time Mean-Variance Portfolio Optimization via Reinforcement Learning pdf

Xun Yu Zhou, Haoran Wang, X. Zhou, 2019, ArXiv.

On the existence of optimal relaxed controls of stochastic partial differential equations

Xun Yu Zhou, X. Zhou, 1992 .

Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions"

Xun Yu Zhou, Fausto Gozzi, Andrzej Swiech, 2010, SIAM J. Control. Optim..

A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions

Xun Yu Zhou, Fausto Gozzi, Andrzej Swiech, 2005, SIAM J. Control. Optim..

Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon

Xun Yu Zhou, M. Ait Rami, John B. Moore, 2000 .

Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach

Xun Yu Zhou, Michael Kohlmann, X. Zhou, 2000, SIAM J. Control. Optim..

Backward stochastic differential equations and stochastic controls

Xun Yu Zhou, M. Kohlmann, X. Zhou, 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

Backward Stochastic Diierential Equations and Stochastic Controls: a New Perspective Abbreviated Title. Bsdes and Stochastic Controls

X. Zhou, M. Kohlmann, Michael Kohlmann, 2022 .

Role of uncertainty in stochastic linear quadratic regulators

X. Zhou, 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

Stochastic LQ Control via Semide nite Programming

D. Yao, X. Zhou, Shuzhong Zhang, 2012 .

Linear Quadratic Control Revisited: A View Through Semidefinite Programming

David D. Yao, Xun Yu Zhou, Shuzhong Zhang, 2003 .

Stochastic Control for Linear Systems Driven by Fractional Noises

Xun Yu Zhou, Yaozhong Hu, X. Zhou, 2005, SIAM J. Control. Optim..

Asset selection via correlation blockmodel clustering

Xun Yu Zhou, Wenpin Tang, Xiao Xu, 2021, Expert Syst. Appl..

q-Learning in Continuous Time

X. Zhou, Yanwei Jia, 2022, J. Mach. Learn. Res..

Curse of Optimality, and How We Break It

X. Zhou, 2021 .

Large Scale Continuous-Time Mean-Variance Portfolio Allocation via Reinforcement Learning

Xun Yu Zhou, Haoran Wang, X. Zhou, 2019, SSRN Electronic Journal.

Square-root regret bounds for continuous-time episodic Markov decision processes

X. Zhou, Xuefeng Gao, 2022, ArXiv.

Hamiltonian systems, HJB equations, and stochastic controls

X. Zhou, 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

Weighted discounting - On group diversity, time-inconsistency, and consequences for investment

Sebastian Ebert, Wei Wei, Xun Yu Zhou, 2020, J. Econ. Theory.

Time-Inconsistent Stochastic Linear-Quadratic Control

X. Zhou, Hanqing Jin, Ying Hu, 2011, SIAM J. Control. Optim..

Optimal risk and dividend control for a company with a debt liability

Xun Yu Zhou, Michael I. Taksar, X. Zhou, 1998 .

Time-Inconsistent Stochastic Linear–Quadratic Control: Characterization and Uniqueness of Equilibrium

X. Zhou, Hanqing Jin, Ying Hu, 2015, SIAM J. Control. Optim..

The Uniqueness of Equilibrium for Time-Inconsistent Stochastic Linear-Quadratic Control

X. Zhou, Hanqing Jin, Ying Hu, 2015 .

ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME”

X. Zhou, Hanqing Jin, 2010 .

Mean-Variance Portfolio Selection under Partial Information

Xun Yu Zhou, Jie Xiong, X. Zhou, 2007, SIAM J. Control. Optim..

Backward Stochastic Differential Equations and Stochastic Controls: A New Perspective

X. Zhou, M. Kohlmann, 1999 .

A primal-dual semi-definite programming approach to linear quadratic control

D. Yao, X. Zhou, Shuzhong Zhang, 2001, IEEE Trans. Autom. Control..

Variance Insurance Contracts

X. Zhou, Yichun Chi, Zhuang Chao Sheng, 2024, Insurance: Mathematics and Economics.

Optimal Switching over Multiple Regimes

Huyên Pham, Xun Yu Zhou, Vathana Ly Vath, 2009, SIAM J. Control. Optim..

Deterministic Near-Optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach

Xun Yu Zhou, X. Zhou, 1996, Math. Oper. Res..

Deterministic near-optimal control, part 1: Necessary and sufficient conditions for near-optimality

Xun Yu Zhou, X. Zhou, 1995 .

Near-optimal controls: deterministic case

X. Zhou, 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

Remarks on optimal controls of stochastic partial differential equations

X. Zhou, 1991 .

CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION

X. Zhou, S. Pliska, T. Bielecki, 2005 .

Stability of Real-Time Lot-Scheduling and Machine Replacement Policies with Quality Levels

Suresh P. Sethi, Xun Yu Zhou, Gerhard Sorger, 2000, IEEE Trans. Autom. Control..