Dynamic mean-variance portfolio selection with no-shorting constraints X Li, XY Zhou, AEB Lim SIAM Journal on Control and Optimization 40 (5), 1540-1555, 2002 | 370 | 2002 |
Discrete time mean-field stochastic linear-quadratic optimal control problems R Elliott, X Li, YH Ni Automatica 49 (11), 3222-3233, 2013 | 199 | 2013 |
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems J Sun, X Li, J Yong SIAM Journal on Control and Optimization 54 (5), 2274-2308, 2016 | 150 | 2016 |
Optimal multi-period mean–variance policy under no-shorting constraint X Cui, J Gao, X Li, D Li European Journal of Operational Research 234 (2), 459-468, 2014 | 133 | 2014 |
Dynamic mean–variance portfolio selection with borrowing constraint C Fu, A Lari-Lavassani, X Li European Journal of Operational Research 200 (1), 312-319, 2010 | 131 | 2010 |
Consensus seeking in multi-agent systems with multiplicative measurement noises YH Ni, X Li Systems & Control Letters 62 (5), 430-437, 2013 | 124 | 2013 |
A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon J Huang, X Li, J Yong Mathematical Control and Related Fields 5 (1), 97-139, 2015 | 122 | 2015 |
Supply chain coordination with risk sensitive retailer under target sales rebate CH Chiu, TM Choi, X Li Automatica 47 (8), 1617-1625, 2011 | 117 | 2011 |
Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon X Li, XY Zhou, MA Rami Journal of Global Optimization 27 (2-3), 149-175, 2003 | 105 | 2003 |
Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case YH Ni, R Elliott, X Li Automatica 57, 65-77, 2015 | 83 | 2015 |
Indefinite mean-field stochastic linear-quadratic optimal control YH Ni, JF Zhang, X Li IEEE Transactions on Automatic Control 60 (7), 1786-1800, 2015 | 83 | 2015 |
Continuous-time mean-variance efficiency: the 80% rule X Li, XY Zhou The Annals of Applied Probability 16 (4), 1751-1763, 2006 | 75 | 2006 |
Linear quadratic optimal control problems for mean-field backward stochastic differential equations X Li, J Sun, J Xiong Applied Mathematics & Optimization 80 (1), 223-250, 2019 | 65 | 2019 |
Unified framework of mean-field formulations for optimal multi-period mean-variance portfolio selection X Cui, X Li, D Li IEEE Transactions on Automatic Control 59 (7), 1833-1844, 2014 | 65 | 2014 |
The impact of demand variability and transshipment on vendor's distribution policies under vendor managed inventory strategy X Chen, G Hao, X Li, KFC Yiu International Journal of Production Economics 139 (1), 42-48, 2012 | 63 | 2012 |
Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon X Li, XY Zhou Communications in Information and Systems 2 (3), 265-282, 2002 | 63 | 2002 |
A Legendre spectral method for solving the nonlinear Klein-Gordon equation BY Guo, X Li, L Vazquez COMPUTATIONAL & APPLIED MATHEMATICS 15 (1), 19-36, 1996 | 63 | 1996 |
Near-optimal control problems for linear forward–backward stochastic systems J Huang, X Li, G Wang Automatica 46 (2), 397-404, 2010 | 60 | 2010 |
Mean‐variance policy for discrete‐time cone‐constrained markets: Time consistency in efficiency and the minimum‐variance signed supermartingale measure X Cui, D Li, X Li Mathematical Finance 27 (2), 471-504, 2017 | 55 | 2017 |
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability X Li, J Sun, J Yong Probability, Uncertainty and Quantitative Risk 1 (1), 1-22, 2016 | 54 | 2016 |