Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints. - Xun Li 002; Xun Yu Zhou; Andrew E. B. Lim (SIAM J. Control. Optim., 2002)

Dynamic Mean Semi-variance Portfolio Selection. - Ali Lari-Lavassani; Xun Li 002 (International Conference on Computational Science, 2003)

Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon. - Xun Li 002; Xun Yu Zhou; Mustapha Ait Rami (J. Glob. Optim., 2003)

On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices. - Xun Li 002; Zhenyu Wu (Comput. Oper. Res., 2008)

A high-order Markov-switching model for risk measurement. - Tak Kuen Siu; Wai-Ki Ching; Eric S. Fung; Michael K. Ng 001; Xun Li 002 (Comput. Math. Appl., 2009)

Near-optimal control problems for linear forward-backward stochastic systems. - Jianhui Huang; Xun Li 002; Guangchen Wang (Autom., 2010)

Dynamic mean-variance portfolio selection with borrowing constraint. - Chenpeng Fu; Ali Lari-Lavassani; Xun Li 002 (Eur. J. Oper. Res., 2010)

System Uncertainty and Statistical Detection for Jump-diffusion Models. - Jianhui Huang; Xun Li 002 (IEEE Trans. Autom. Control., 2010)

Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls. - Jianhui Huang; Xun Li 002; Guangchen Wang (IEEE Trans. Autom. Control., 2010)

Supply chain coordination with risk sensitive retailer under target sales rebate. - Chun-Hung Chiu; Tsan-Ming Choi; Xun Li 002 (Autom., 2011)

Near-optimal control for stochastic recursive problems. - Eddie C. M. Hui; Jianhui Huang; Xun Li 002; Guangchen Wang (Syst. Control. Lett., 2011)

Saddle points of discrete Markov zero-sum game with stopping. - Xun Li 002; Jie Shen; Qingshuo Song (Autom., 2012)

Forward-backward linear quadratic stochastic optimal control problem with delay. - Jianhui Huang; Xun Li 002; Jingtao Shi (Syst. Control. Lett., 2012)

Discrete time mean-field stochastic linear-quadratic optimal control problems. - Robert J. Elliott; Xun Li 002; Yuan-Hua Ni (Autom., 2013)

A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction. - Xing Jin; Xun Li 002; Hwee Huat Tan; Zhenyu Wu (Eur. J. Oper. Res., 2013)

Consensus seeking in multi-agent systems with multiplicative measurement noises. - Yuan-Hua Ni; Xun Li 002 (Syst. Control. Lett., 2013)

Optimal multi-period mean-variance policy under no-shorting constraint. - Xiangyu Cui; Jianjun Gao 001; Xun Li 002; Duan Li 002 (Eur. J. Oper. Res., 2014)

A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time. - Lan Yi; Xianping Wu; Xun Li 002; Xiangyu Cui (Oper. Res. Lett., 2014)

Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection. - Xiangyu Cui; Xun Li 002; Duan Li 002 (IEEE Trans. Autom. Control., 2014)

Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case. - Yuan-Hua Ni; Robert J. Elliott; Xun Li 002 (Autom., 2015)

Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers. - Chun-Hung Chiu; Tsan-Ming Choi; Gang Hao; Xun Li 002 (Eur. J. Oper. Res., 2015)

Necessary condition for near optimal control of linear forward-backward stochastic differential equations. - Liangquan Zhang; Jianhui Huang; Xun Li 002 (Int. J. Control, 2015)

Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control. - Yuan-Hua Ni; Ji-Feng Zhang; Xun Li 002 (IEEE Trans. Autom. Control., 2015)

Search-Based Advertising Auctions With Choice-Based Budget Constraint. - Tsan-Ming Choi; Xun Li 002; Cheng Ma (IEEE Trans. Syst. Man Cybern. Syst., 2015)

Continuous-time Markowitz's model with constraints on wealth and portfolio. - Xun Li 002; Zuo Quan Xu (Oper. Res. Lett., 2016)

Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. - Yuan-Hua Ni; Xun Li 002; Ji-Feng Zhang (Syst. Control. Lett., 2016)

Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems. - Jingrui Sun; Xun Li 002; Jiongmin Yong (SIAM J. Control. Optim., 2016)

Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems. - Jianhui Huang; Xun Li 002; Tianxiao Wang (IEEE Trans. Autom. Control., 2016)

Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon. - Yuan-Hua Ni; Xun Li 002; Ji-Feng Zhang (IEEE Trans. Autom. Control., 2016)

Coordinating Supply Chains With a General Price-Dependent Demand Function: Impacts of Channel Leadership and Information Asymmetry. - Chun-Hung Chiu; Tsan-Ming Choi; Xun Li 002; Ka-Fai Cedric Yiu (IEEE Trans. Engineering Management, 2016)

Real options approach for fashionable and perishable products using stock loan with regime switching. - Chun-Hung Chiu; Shui-Hung Hou; Xun Li 002; Wei Liu 181 (Ann. Oper. Res., 2017)

Time consistent behavioral portfolio policy for dynamic mean-variance formulation. - Xiangyu Cui; Xun Li 002; Duan Li 002; Yun Shi (J. Oper. Res. Soc., 2017)

Better than pre-committed optimal mean-variance policy in a jump diffusion market. - Yun Shi; Xun Li 002; Xiangyu Cui (Math. Methods Oper. Res., 2017)

Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems. - Jianhui Huang; Xun Li 002; Tianxiao Wang (Syst. Control. Lett., 2017)

Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications. - Weiping Wu; Jianjun Gao 001; Junguo Lu; Xun Li 002 (CoRR, 2018)

A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time. - Xiangyu Cui; Xun Li 002; Xianping Wu; Lan Yi (J. Oper. Res. Soc., 2018)

Mean field game for linear-quadratic stochastic recursive systems. - Liangquan Zhang; Xun Li 002 (Syst. Control. Lett., 2019)

Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem. - Yuan-Hua Ni; Xun Li 002; Ji-Feng Zhang; Miroslav Krstic (SIAM J. Control. Optim., 2019)

Indefinite mean-field type linear-quadratic stochastic optimal control problems. - Na Li 006; Xun Li 002; Zhiyong Yu 004 (Autom., 2020)

On continuous-time constrained stochastic linear-quadratic control. - Weiping Wu; Jianjun Gao 001; Junguo Lu; Xun Li 002 (Autom., 2020)

Optimal control and stablilization for linear continuous-time mean-field systems with delay. - Xiao Ma; Qingyuan Qi; Xun Li 002; Huanshui Zhang (CoRR, 2020)

Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach. - Xun Li 002; Xianping Wu; Haixiang Yao (J. Oper. Res. Soc., 2020)

Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem. - Xiangyu Cui; Xun Li 002; Lanzhi Yang (Oper. Res. Lett., 2020)

A stochastic maximum principle for partially observed stochastic control systems with delay. - Shuaiqi Zhang; Xun Li 002; Jie Xiong 004 (Syst. Control. Lett., 2020)

An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon. - Chonghu Guan; Xun Li 002; Wenxin Zhou (SIAM J. Financial Math., 2020)

Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection. - Yuan-Hua Ni; Xun Li 002; Ji-Feng Zhang; Miroslav Krstic (IEEE Trans. Autom. Control., 2020)

Game Theory Based Power Allocation Method for Inter-satellite Links in LEO/MEO Two-layered Satellite Networks. - Huaming Zhang; Qiang Li; Yijin Zhang; Xun Li 002 (ICCC, 2021)

Optimal control for discrete-time NCSs with input delay and Markovian packet losses: Hold-input case. - Hongdan Li; Xun Li 002; Huanshui Zhang (Autom., 2021)

A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application. - Xun Li 002; Allen H. Tai; Fei Tian (Int. J. Control, 2021)

Distributed Q-Learning for Stochastic LQ Control with Unknown Uncertainty. - Zhaorong Zhang; Juanjuan Xu; Xun Li 002 (CoRR, 2022)

Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method. - Na Li 006; Xun Li 002; Jing Peng 002; Zuo Quan Xu (IEEE Trans. Autom. Control., 2022)

A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty. - Zhaorong Zhang; Juanjuan Xu; Xun Li 002 (Autom., 2023)

Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning. - Xiangyu Cui; Xun Li 002; Yun Shi; Si Zhao (CoRR, 2023)

Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients. - Hongdan Li; Xun Li 002; Minyue Fu 001; Huanshui Zhang (Autom., 2023)

Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System. - Jiaqiang Wen; Xun Li 002; Jie Xiong 004; Xin Zhang 012 (SIAM J. Control. Optim., 2023)

Linear quadratic optimal control for time-delay stochastic system with partial information. - Wenjing Wang; Liang Xu 005; Juanjuan Xu; Xun Li 002; Huanshui Zhang (Int. J. Syst. Sci., 2023)

Mean-variance portfolio selection under no-shorting rules: A BSDE approach. - Liangquan Zhang; Xun Li 002 (Syst. Control. Lett., 2023)

Decentralized Optimal Control for Linear Stochastic Systems with Control Signals subject to Unknown Noises. - Zhaorong Zhang; Juanjuan Xu; Minyue Fu 001; Xun Li 002 (ICCA, 2024)

Solving optimal predictor-feedback control using approximate dynamic programming. - Hongxia Wang; Fuyu Zhao; Zhaorong Zhang; Juanjuan Xu; Xun Li 002 (Autom., 2024)

Decentralized control for optimal LQ problems in stochastic systems with unknown uncertainties. - Zhaorong Zhang; Juanjuan Xu; Minyue Fu 001; Xun Li 002 (J. Frankl. Inst., 2024)

Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. - Xun Li 002; Xiang Yu; Qinyi Zhang (SIAM J. Financial Math., 2024)

Optimal consumption under a drawdown constraint over a finite horizon. - Xiaoshan Chen; Xun Li 002; Fahuai Yi; Xiang Yu (Autom., 2025)

Decentralized linear-quadratic control and stabilization for networked control systems with d-step delay. - Na Wang; Hongdan Li; Xiao Lu 003; Xun Li 002; Huanshui Zhang (Autom., 2025)

Two system transformation data-driven algorithms for linear quadratic mean-field games. - Xun Li 002; Guangchen Wang; Yu Wang 200; Jie Xiong 004; Heng Zhang (Eur. J. Control, 2025)

Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions. - Kai Ding; Xun Li 002; Siyu Lv; Zuo Quan Xu (Syst. Control. Lett., 2025)

Partially observed linear quadratic stochastic optimal control problem in infinite horizon: A data-driven approach. - Xun Li 002; Guangchen Wang; Jie Xiong 004; Heng Zhang (Syst. Control. Lett., 2025)

Infinite Time Horizon Stochastic Recursive Control Problems with Jumps: Dynamic Programming and Stochastic Verification Theorems. - Sheng Luo; Xun Li 002; Qingmeng Wei (SIAM J. Control. Optim., 2025)

Stochastic Linear Quadratic Optimal Control Problems with Regime-Switching Jumps in Infinite Horizon. - Fan Wu; Xun Li 002; Xin Zhang 012 (SIAM J. Control. Optim., 2025)

Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems. - Na Li 006; Xun Li 002; Zuo Quan Xu (IEEE Trans. Autom. Control., 2025)

Stochastic McKean-Vlasov Control Problem with Regime-Switching and Its Applications. - Liangquan Zhang; Xun Li 002 (J. Syst. Sci. Complex., 2025)