Xun Li

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Publications in SciGraph latest 50 shown

  • 2017-12-07 Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations in APPLIED MATHEMATICS & OPTIMIZATION
  • 2017-12 Time consistent behavioral portfolio policy for dynamic mean–variance formulation in JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
  • 2017-12 Optimal stopping investment in a logarithmic utility-based portfolio selection problem in FINANCIAL INNOVATION
  • 2017-10 Real options approach for fashionable and perishable products using stock loan with regime switching in ANNALS OF OPERATIONS RESEARCH
  • 2017-06 Better than pre-committed optimal mean-variance policy in a jump diffusion market in MATHEMATICAL METHODS OF OPERATIONS RESEARCH
  • 2017-05-04 A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time in JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
  • 2017 A Parameterized Method for Optimal Multi-Period Mean-Variance Portfolio Selection with Liability in OPTIMIZATION AND CONTROL FOR SYSTEMS IN THE BIG-DATA ERA
  • 2016-12 Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability in PROBABILITY, UNCERTAINTY AND QUANTITATIVE RISK
  • 2016-09 Revealing the morphological architecture of a shape memory polyurethane by simulation in SCIENTIFIC REPORTS
  • 2014-12 Optimal investment with stopping in finite horizon in JOURNAL OF INEQUALITIES AND APPLICATIONS
  • 2014-08 A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon in APPLIED MATHEMATICS & OPTIMIZATION
  • 2012-02 New exact penalty function for solving constrained finite min-max problems in APPLIED MATHEMATICS AND MECHANICS
  • 2010 Continuous Time Portfolio Selection under Conditional Capital at Risk in JOURNAL OF PROBABILITY AND STATISTICS
  • 2006-03 A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets in ANNALS OF FINANCE
  • 2003-11 Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon in JOURNAL OF GLOBAL OPTIMIZATION
  • 2003-06-18 Dynamic Mean Semi-variance Portfolio Selection in COMPUTATIONAL SCIENCE — ICCS 2003
  • Affiliations

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