Xin Zhang

Orcid: 0000-0001-6670-5351

Affiliations:
  • Nankai University, School of Mathematical Sciences and LPMC, Tianjin, China


According to our database1, Xin Zhang authored at least 6 papers between 2010 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2023
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System.
SIAM J. Control. Optim., April, 2023

2018
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type.
SIAM J. Control. Optim., 2018

Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming.
J. Optim. Theory Appl., 2018

2014
Mean-variance portfolio selection under a constant elasticity of variance model.
Oper. Res. Lett., 2014

2012
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance.
SIAM J. Control. Optim., 2012

2010
Portfolio Selection in the Enlarged Markovian Regime-Switching Market.
SIAM J. Control. Optim., 2010


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