Publications (30)
A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon
Jianhui Huang, Xun Li, Jiongmin Yong
Singe-photon multi-ports router based on the coupled cavity optomechanical system
Xun Li, Wen-Zhao Zhang, Ling Zhou
Hydrodynamic Phonon Transport: Past, Present, and Prospect
Sangyeop Lee, Xun Li
Discrete Time Mean-Field Stochastic Linear-Quadratic Optimal Control Problems
Robert. J Elliott, Xun Li, Yuan-Hua Ni
Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Closed-Loop Solvability
Xun Li, Jingrui Sun, Jiongmin Yong
Continuous-time Mean-Variance Portfolio Selection with Stochastic Parameters
Wan-Kai Pang, Yuan-Hua Ni, Xun Li +1
Continuous-Time Mean-Variance Portfolio Selection with Constraints on Wealth and Portfolio
Xun Li, Zuo Quan Xu
Mean Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems
Jianhui Huang, Xun Li, Tianxiao Wang
Unified Framework of Mean-Field Formulations for Optimal Multi-period Mean-Variance Portfolio Selection
Xiangyu Cui, Xun Li, Duan Li
On Time-Consistent Solution to Time-Inconsistent Linear-Quadratic Optimal Control of Discrete-Time Stochastic Systems
Xun Li, Yuan-Hua Ni, Ji-Feng Zhang
Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon
Chonghu Guan, Xun Li, Zuoquan Xu +1
Optimal Control of Markov Regime-Switching Stochastic Recursive Utilities
Liangquan Zhang, Xun Li
Optimal Investment with Stopping in Finite Horizon
Xiongfei Jian, Xun Li, Fahuai Yi
Thermal resistance by transition between collective and non-collective phonon flows in graphitic materials
Sangyeop Lee, Xun Li, Ruitiang Guo
Consensus Seeking in Multi-Agent Systems with Multiplicative Measurement Noises
Yuan-Hua Ni, Xun Li
Linear Quadratic Mean Field Game with Control Input Constraint
Ying Hu, Huang Jianhui, Xun Li
Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
Jingrui Sun, Xun Li, Jiongmin Yong
Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance Formulation
Xiangyu Cui, Xun Li, Duan Li +1
A Class of Discrete-time Mean-field Stochastic Linear-quadratic Optimal Control Problems with Financial Application
Xun Li, Allen H. Tai, Fei Tian
Improve Microwave Quantum Illumination Via Optical Parametric Amplifier
Biao Xiong, Xun Li, Xiao-Yu Wang +1
Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations
Xun Li, Jingrui Sun, Jie Xiong
Necessary Condition for Near Optimal Control of Linear Forward-backward Stochastic Differential Equations
Liangquan Zhang, Jianhui Huang, Xun Li
A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon
Jianhui Huang, Xun Li, Jiongmin Yong
Equilibrium Solutions of Multi-Period Mean-Variance Portfolio Selection
Yuan-Hua Ni, Xun Li, Ji-Feng Zhang +1
Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure
Xiangyu Cui, Duan Li, Xun Li
Crossover of ballistic, hydrodynamic, and diffusive phonon transport in suspended graphene
Xun Li, Sangyeop Lee
Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint
Ying Hu, Jianhui Huang, Xun Li
Continuous-time mean-variance efficiency: the 80% rule
Xun Li, Xun Yu Zhou
Optomechanical quadrature squeezing in the non-Markovian regime
Biao Xiong, Xun Li, Shi-Lei Chao +1
Mixed Equilibrium Solution of Time-Inconsistent Stochastic LQ Problem
Yuan-Hua Ni, Xun Li, Ji-Feng Zhang +1