Xun Li

发表

Waveguide-based antireflection structure

Zhongshu Zhu, Xun Li, Xun Li, 2016 .

Optimal investment with stopping in finite horizon

Xun Li, Xiongfei Jian, Fahuai Yi, 2014 .

Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon

Xun Li, Ji-Feng Zhang, Yuan-Hua Ni, 2015, IEEE Transactions on Automatic Control.

Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls

Xun Li, Guangchen Wang, Jianhui Huang, 2010, IEEE Transactions on Automatic Control.

On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices

Zhenyu Wu, Xun Li, Xun Li, 2008, Comput. Oper. Res..

A stochastic control problem and related free boundaries in finance

Zuo Quan Xu, Xun Li, Fahuai Yi, 2017 .

Real options approach for fashionable and perishable products using stock loan with regime switching

Wei Liu, Xun Li, Shui-Hung Hou, 2017, Ann. Oper. Res..

Near-optimal control for stochastic recursive problems

Xun Li, Guangchen Wang, Jianhui Huang, 2011, Syst. Control. Lett..

Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems

Xun Li, Jianhui Huang, Tianxiao Wang, 2013, IEEE Transactions on Automatic Control.

Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints

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

Accurate extraction of outermost biological characteristic curves in tooth preparations with fuzzy regions

Ming Chen, Xin Wang, Xun Li, 2018, Comput. Biol. Medicine.

Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection

Duan Li, Xun Li, Xiangyu Cui, 2013, IEEE Transactions on Automatic Control.

Optimal Multiperiod Mean-Variance Policy Under No-Shorting Constraint

Duan Li, Xun Li, Jianjun Gao, 2012 .

Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers

Tsan-Ming Choi, Xun Li, Gang Hao, 2015, Eur. J. Oper. Res..

Mean-field stochastic linear-quadratic optimal control with Markov jump parameters

Xun Li, Ji-Feng Zhang, Yuan-Hua Ni, 2016, Syst. Control. Lett..

Supply chain coordination with risk sensitive retailer under target sales rebate

Tsan-Ming Choi, Xun Li, Chun-Hung Chiu, 2011, Autom..

Continuous-time Markowitz's model with constraints on wealth and portfolio

Zuo Quan Xu, Xun Li, Xun Li, 2016, Oper. Res. Lett..

A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time

Xianping Wu, Xun Li, Xiangyu Cui, 2018, J. Oper. Res. Soc..

A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application

Fei Tian, Xun Li, Allen H. Tai, 2017, Int. J. Control.

Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem

Miroslav Krstic, Xun Li, Ji-Feng Zhang, 2019, SIAM J. Control. Optim..

Consensus seeking in multi-agent systems with multiplicative measurement noises

Xun Li, Yuan-Hua Ni, Yuan‐Hua Ni, 2013, Syst. Control. Lett..

Discrete time mean-field stochastic linear-quadratic optimal control problems

Xun Li, Yuan-Hua Ni, Robert Elliott, 2013, Autom..

Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case

Xun Li, Yuan-Hua Ni, Robert Elliott, 2015, Autom..

Research on the Comprehensive Analysis and Early Warning Expressway Weather Information System

Xun Li, Li Zhang, Wenfeng Liu, 2015 .

An Improved fusion Algorithm Of Evidence Theory

Qi Zhang, Xun Li, Chengjun Li, 2013 .

A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time

Xianping Wu, Xun Li, Xiangyu Cui, 2014, Oper. Res. Lett..

Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach

Xianping Wu, Xun Li, Haixiang Yao, 2019, J. Oper. Res. Soc..

Necessary condition for near optimal control of linear forward–backward stochastic differential equations

Xun Li, Jianhui Huang, Liangquan Zhang, 2012, Int. J. Control.

Saddle points of discrete Markov zero-sum game with stopping

Xun Li, Jie Shen, Qingshuo Song, 2012, Autom..

Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

Xun Li, Jiongmin Yong, Jingrui Sun, 2015, SIAM J. Control. Optim..

Spatio-temporal distributions of meso convective systems in NE China and its vicinity

Xun Li, Meiying Yuan, Xiaoling Zhang, 2008, Optical Engineering + Applications.

Coordinating Supply Chains With a General Price-Dependent Demand Function: Impacts of Channel Leadership and Information Asymmetry

Tsan-Ming Choi, Xun Li, Chun-Hung Chiu, 2016, IEEE Transactions on Engineering Management.

Forward-backward linear quadratic stochastic optimal control problem with delay

Xun Li, Jingtao Shi, Jianhui Huang, 2012, Syst. Control. Lett..

Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems

Xun Li, Jianhui Huang, Tianxiao Wang, 2017, Syst. Control. Lett..

Dynamic mean-variance portfolio selection with borrowing constraint

Xun Li, Ali Lari-Lavassani, Chenpeng Fu, 2010, Eur. J. Oper. Res..

Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon

Xun Li, Ji-Feng Zhang, Yuan-Hua Ni, 2016, IEEE Trans. Autom. Control..

Near-optimal control problems for linear forward-backward stochastic systems

Xun Li, Guangchen Wang, Jianhui Huang, 2010, Autom..

Time consistent behavioral portfolio policy for dynamic mean–variance formulation

Yun Shi, Duan Li, Xun Li, 2014, J. Oper. Res. Soc..

Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection

Miroslav Krstic, Xun Li, Ji-Feng Zhang, 2018, IEEE Transactions on Automatic Control.

A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction

Zhenyu Wu, Xun Li, Xing Jin, 2013, Eur. J. Oper. Res..