Xun Li

71 papers C 1Misc 1Journal 68Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Stochastic Linear-Quadratic Differential Game with Regime-Switching in an Infinite Horizon.
SIAM J. Control. Optim.
Fan Wu, Xun Li, Jie Xiong, Xin Zhang
2025 J jnl
Decentralized linear-quadratic control and stabilization for networked control systems with d-step delay.
Autom.
Na Wang, Hongdan Li, Xiao Lu, Xun Li, Huanshui Zhang
2025 J jnl
Infinite Time Horizon Stochastic Recursive Control Problems with Jumps: Dynamic Programming and Stochastic Verification Theorems.
SIAM J. Control. Optim.
Sheng Luo, Xun Li, Qingmeng Wei
2025 J jnl
Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions.
Syst. Control. Lett.
Kai Ding, Xun Li, Siyu Lv, Zuo Quan Xu
2025 J jnl
Optimal consumption under a drawdown constraint over a finite horizon.
Autom.
Xiaoshan Chen, Xun Li, Fahuai Yi, Xiang Yu
2025 J jnl
Partially observed linear quadratic stochastic optimal control problem in infinite horizon: A data-driven approach.
Syst. Control. Lett.
Xun Li, Guangchen Wang, Jie Xiong, Heng Zhang
2025 J jnl
Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems.
IEEE Trans. Autom. Control.
Na Li, Xun Li, Zuo Quan Xu
2025 J jnl
Stochastic Linear Quadratic Optimal Control Problems with Regime-Switching Jumps in Infinite Horizon.
SIAM J. Control. Optim.
Fan Wu, Xun Li, Xin Zhang
2025 J jnl
Stochastic McKean-Vlasov Control Problem with Regime-Switching and Its Applications.
J. Syst. Sci. Complex.
Liangquan Zhang, Xun Li
2025 J jnl
Two system transformation data-driven algorithms for linear quadratic mean-field games.
Eur. J. Control
Xun Li, Guangchen Wang, Yu Wang, Jie Xiong, Heng Zhang
2024 — conf
Decentralized Optimal Control for Linear Stochastic Systems with Control Signals subject to Unknown Noises.
ICCA
Zhaorong Zhang, Juanjuan Xu, Minyue Fu, Xun Li
2024 J jnl
Decentralized control for optimal LQ problems in stochastic systems with unknown uncertainties.
J. Frankl. Inst.
Zhaorong Zhang, Juanjuan Xu, Minyue Fu, Xun Li
2024 J jnl
Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum.
SIAM J. Financial Math.
Xun Li, Xiang Yu, Qinyi Zhang
2024 J jnl
Solving optimal predictor-feedback control using approximate dynamic programming.
Autom.
Hongxia Wang, Fuyu Zhao, Zhaorong Zhang, Juanjuan Xu, Xun Li
2023 J jnl
A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty.
Autom.
Zhaorong Zhang, Juanjuan Xu, Xun Li
2023 J jnl
Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients.
Autom.
Hongdan Li, Xun Li, Minyue Fu, Huanshui Zhang
2023 J jnl
Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning.
CoRR
Xiangyu Cui, Xun Li, Yun Shi, Si Zhao
2023 J jnl
Linear quadratic optimal control for time-delay stochastic system with partial information.
Int. J. Syst. Sci.
Wenjing Wang, Liang Xu, Juanjuan Xu, Xun Li, Huanshui Zhang
2023 J jnl
Mean-variance portfolio selection under no-shorting rules: A BSDE approach.
Syst. Control. Lett.
Liangquan Zhang, Xun Li
2023 J jnl
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System.
SIAM J. Control. Optim.
Jiaqiang Wen, Xun Li, Jie Xiong, Xin Zhang
2022 J jnl
Distributed Q-Learning for Stochastic LQ Control with Unknown Uncertainty.
CoRR
Zhaorong Zhang, Juanjuan Xu, Xun Li
2022 J jnl
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method.
IEEE Trans. Autom. Control.
Na Li, Xun Li, Jing Peng, Zuo Quan Xu
2021 J jnl
A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application.
Int. J. Control
Xun Li, Allen H. Tai, Fei Tian
2021 C conf
Game Theory Based Power Allocation Method for Inter-satellite Links in LEO/MEO Two-layered Satellite Networks.
ICCC
Huaming Zhang, Qiang Li, Yijin Zhang, Xun Li
2021 J jnl
Optimal control for discrete-time NCSs with input delay and Markovian packet losses: Hold-input case.
Autom.
Hongdan Li, Xun Li, Huanshui Zhang
2020 J jnl
A stochastic maximum principle for partially observed stochastic control systems with delay.
Syst. Control. Lett.
Shuaiqi Zhang, Xun Li, Jie Xiong
2020 J jnl
An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon.
SIAM J. Financial Math.
Chonghu Guan, Xun Li, Wenxin Zhou
2020 J jnl
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem.
Oper. Res. Lett.
Xiangyu Cui, Xun Li, Lanzhi Yang
2020 J jnl
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection.
IEEE Trans. Autom. Control.
Yuan-Hua Ni, Xun Li, Ji-Feng Zhang, Miroslav Krstic
2020 J jnl
Indefinite mean-field type linear-quadratic stochastic optimal control problems.
Autom.
Na Li, Xun Li, Zhiyong Yu
2020 J jnl
Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach.
J. Oper. Res. Soc.
Xun Li, Xianping Wu, Haixiang Yao
2020 J jnl
On continuous-time constrained stochastic linear-quadratic control.
Autom.
Weiping Wu, Jianjun Gao, Junguo Lu, Xun Li
2020 J jnl
Optimal control and stablilization for linear continuous-time mean-field systems with delay.
CoRR
Xiao Ma, Qingyuan Qi, Xun Li, Huanshui Zhang
2019 J jnl
Mean field game for linear-quadratic stochastic recursive systems.
Syst. Control. Lett.
Liangquan Zhang, Xun Li
2019 J jnl
Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem.
SIAM J. Control. Optim.
Yuan-Hua Ni, Xun Li, Ji-Feng Zhang, Miroslav Krstic
2018 J jnl
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time.
J. Oper. Res. Soc.
Xiangyu Cui, Xun Li, Xianping Wu, Lan Yi
2018 J jnl
Optimal Control of Constrained Stochastic Linear-Quadratic Model with Applications.
CoRR
Weiping Wu, Jianjun Gao, Junguo Lu, Xun Li
2017 J jnl
Better than pre-committed optimal mean-variance policy in a jump diffusion market.
Math. Methods Oper. Res.
Yun Shi, Xun Li, Xiangyu Cui
2017 J jnl
Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems.
Syst. Control. Lett.
Jianhui Huang, Xun Li, Tianxiao Wang
2017 J jnl
Real options approach for fashionable and perishable products using stock loan with regime switching.
Ann. Oper. Res.
Chun-Hung Chiu, Shui-Hung Hou, Xun Li, Wei Liu
2017 J jnl
Time consistent behavioral portfolio policy for dynamic mean-variance formulation.
J. Oper. Res. Soc.
Xiangyu Cui, Xun Li, Duan Li, Yun Shi
2016 J jnl
Continuous-time Markowitz's model with constraints on wealth and portfolio.
Oper. Res. Lett.
Xun Li, Zuo Quan Xu
2016 J jnl
Coordinating Supply Chains With a General Price-Dependent Demand Function: Impacts of Channel Leadership and Information Asymmetry.
IEEE Trans. Engineering Management
Chun-Hung Chiu, Tsan-Ming Choi, Xun Li, Ka-Fai Cedric Yiu
2016 J jnl
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon.
IEEE Trans. Autom. Control.
Yuan-Hua Ni, Xun Li, Ji-Feng Zhang
2016 J jnl
Mean-Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems.
IEEE Trans. Autom. Control.
Jianhui Huang, Xun Li, Tianxiao Wang
2016 J jnl
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters.
Syst. Control. Lett.
Yuan-Hua Ni, Xun Li, Ji-Feng Zhang
2016 J jnl
Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems.
SIAM J. Control. Optim.
Jingrui Sun, Xun Li, Jiongmin Yong
2015 J jnl
Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case.
Autom.
Yuan-Hua Ni, Robert J. Elliott, Xun Li
2015 J jnl
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control.
IEEE Trans. Autom. Control.
Yuan-Hua Ni, Ji-Feng Zhang, Xun Li
2015 J jnl
Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers.
Eur. J. Oper. Res.
Chun-Hung Chiu, Tsan-Ming Choi, Gang Hao, Xun Li
2015 J jnl
Necessary condition for near optimal control of linear forward-backward stochastic differential equations.
Int. J. Control
Liangquan Zhang, Jianhui Huang, Xun Li
2015 J jnl
Search-Based Advertising Auctions With Choice-Based Budget Constraint.
IEEE Trans. Syst. Man Cybern. Syst.
Tsan-Ming Choi, Xun Li, Cheng Ma
2014 J jnl
A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time.
Oper. Res. Lett.
Lan Yi, Xianping Wu, Xun Li, Xiangyu Cui
2014 J jnl
Optimal multi-period mean-variance policy under no-shorting constraint.
Eur. J. Oper. Res.
Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li
2014 J jnl
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection.
IEEE Trans. Autom. Control.
Xiangyu Cui, Xun Li, Duan Li
2013 J jnl
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction.
Eur. J. Oper. Res.
Xing Jin, Xun Li, Hwee Huat Tan, Zhenyu Wu
2013 J jnl
Consensus seeking in multi-agent systems with multiplicative measurement noises.
Syst. Control. Lett.
Yuan-Hua Ni, Xun Li
2013 J jnl
Discrete time mean-field stochastic linear-quadratic optimal control problems.
Autom.
Robert J. Elliott, Xun Li, Yuan-Hua Ni
2012 J jnl
Forward-backward linear quadratic stochastic optimal control problem with delay.
Syst. Control. Lett.
Jianhui Huang, Xun Li, Jingtao Shi
2012 J jnl
Saddle points of discrete Markov zero-sum game with stopping.
Autom.
Xun Li, Jie Shen, Qingshuo Song
2011 J jnl
Near-optimal control for stochastic recursive problems.
Syst. Control. Lett.
Eddie C. M. Hui, Jianhui Huang, Xun Li, Guangchen Wang
2011 J jnl
Supply chain coordination with risk sensitive retailer under target sales rebate.
Autom.
Chun-Hung Chiu, Tsan-Ming Choi, Xun Li
2010 J jnl
Dynamic mean-variance portfolio selection with borrowing constraint.
Eur. J. Oper. Res.
Chenpeng Fu, Ali Lari-Lavassani, Xun Li
2010 J jnl
Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls.
IEEE Trans. Autom. Control.
Jianhui Huang, Xun Li, Guangchen Wang
2010 J jnl
Near-optimal control problems for linear forward-backward stochastic systems.
Autom.
Jianhui Huang, Xun Li, Guangchen Wang
2010 J jnl
System Uncertainty and Statistical Detection for Jump-diffusion Models.
IEEE Trans. Autom. Control.
Jianhui Huang, Xun Li
2009 J jnl
A high-order Markov-switching model for risk measurement.
Comput. Math. Appl.
Tak Kuen Siu, Wai-Ki Ching, Eric S. Fung, Michael K. Ng, Xun Li
2008 J jnl
On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices.
Comput. Oper. Res.
Xun Li, Zhenyu Wu
2003 Misc conf
Dynamic Mean Semi-variance Portfolio Selection.
International Conference on Computational Science
Ali Lari-Lavassani, Xun Li
2003 J jnl
Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon.
J. Glob. Optim.
Xun Li, Xun Yu Zhou, Mustapha Ait Rami
2002 J jnl
Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints.
SIAM J. Control. Optim.
Xun Li, Xun Yu Zhou, Andrew E. B. Lim