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Xun Li
Professor
,
Faculty of Computer and Mathematical Sciences
,
Department of Applied Mathematics
https://orcid.org/0000-0003-0493-417X
Phone
27666939
Email
li.xun
polyu.edu
hk
h-index
2413
Citations
27
h-index
Calculated based on number of publications stored in Pure and citations from Scopus
1997 …
2024
Research activity per year
Overview
Fingerprint
Network
Research output
(106)
Prizes
(1)
Similar Profiles
(6)
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Dive into the research topics where Xun Li is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Weight
Alphabetically
Mathematics
Stochastics
100%
Optimal Control Problem
65%
Optimal Control Theory
51%
Riccati Equation
47%
Mean-Variance
44%
Solvability
33%
Continuous Time
27%
Stochastic Differential Equation
25%
Discrete Time
23%
Optimal Strategy
18%
Closed Loop
17%
Free Boundary Problem
17%
Numerical Example
16%
Finite Time
12%
Difference Equation
12%
Optimality
11%
Control Problems
11%
Time Mean
11%
Variance
11%
Linear Quadratic Control
10%
Function Value
10%
Optimal Stopping Problem
9%
Stochastic System
9%
Markov Chain
9%
Control System
9%
Nash Equilibrium
8%
Exit Time
8%
Nonlinear Equation
8%
Linear Equation
8%
State Variable
8%
Posedness
8%
Necessary and Sufficient Condition
7%
Random Coefficient
7%
Variational Inequality
7%
Dual Transform
6%
Stochastic Differential
5%
Matrix
5%
Closed Form
5%
Equilibrium Solution
5%
Utility Function
5%
Approximation Method
5%
Projection Operator
5%
Classical Solution
5%
Keyphrases
Mean Field
41%
Portfolio Optimization
38%
Stochastic Linear-quadratic Optimal Control Problem
28%
Optimal Control
24%
Optimal Investment
24%
Optimal Control Problem
23%
Mean-variance Portfolio Selection
22%
Discrete-time
21%
Continuous-time
21%
Riccati Equation
21%
Mean-variance
19%
Investment Horizon
17%
Optimal Strategy
17%
Mean-field Formulation
17%
Optimal Stopping
17%
Cost Functional
15%
Free Boundary Problem
14%
Time Inconsistency
14%
Efficient Frontier
14%
Linear Quadratic Gaussian Control
14%
Infinite Horizon
14%
Numerical Examples
13%
Linear Quadratic
12%
Linear-quadratic Optimal Control Problem
12%
Regime Switching Systems
11%
Multi-period Mean-variance Portfolio Selection
11%
Assets-liabilities
10%
Generalized Difference Riccati Equations
10%
Value Function
10%
Dynamic Programming
10%
Weight Matrix
10%
Markovian Regime Switching
9%
Portfolio Policy
9%
Dynamic Optimization
9%
Infinite Time Horizon
9%
Closed-loop Solvability
9%
Supply Chain
8%
Retailers
8%
Uncertain Exit Time
8%
Equilibrium Solution
8%
Partial Information
8%
Shape Memory Polyurethane
8%
Near-optimal Control
8%
Dynamic Mean-variance Portfolio Selection
8%
Optimal Consumption
8%
Mean-variance Formulation
8%
Well-posedness
8%
Finite Time Horizon
8%
Linear-quadratic Problem
8%
Hamilton-Jacobi-Bellman Equation
8%
