Xun Li

Xun Li

Hong Kong Polytechnic University - Kowloon / Hong Kong
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 419841
香港理工大學
person_outline Xun Li's MOST POPULAR ARTICLES
1-) Dynamic mean-variance portfolio selection with no-shorting constraintsX Li, XY Zhou, AEB LimSIAM Journal on Control and Optimization 40 (5), 1540-1555, 20023432002
2-) Discrete time mean-field stochastic linear-quadratic optimal control problemsR Elliott, X Li, YH NiAutomatica 49 (11), 3222-3233, 20131502013
3-) Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problemsJ Sun, X Li, J YongSIAM Journal on Control and Optimization 54 (5), 2274-2308, 20161242016
4-) Optimal multi-period mean–variance policy under no-shorting constraintX Cui, J Gao, X Li, D LiEuropean Journal of Operational Research 234 (2), 459-468, 20141412014
5-) Dynamic mean–variance portfolio selection with borrowing constraintC Fu, A Lari-Lavassani, X LiEuropean Journal of Operational Research 200 (1), 312-319, 20101352010