| Year |
Citation |
Score |
| 2020 |
Angoshtari B, Zariphopoulou T, Zhou XY. Predictable Forward Performance Processes: The Binomial Case Siam Journal On Control and Optimization. 58: 327-347. DOI: 10.2139/Ssrn.2869277 |
0.393 |
|
| 2020 |
Wang H, Zhou XY. Continuous‐time mean–variance portfolio selection: A reinforcement learning framework Mathematical Finance. DOI: 10.1111/Mafi.12281 |
0.371 |
|
| 2020 |
Huang Y, Nguyen-Huu A, Zhou XY. General stopping behaviors of naive and non-committed sophisticated agents, with application to probability distortion Mathematical Finance. 30: 310-340. DOI: 10.1111/Mafi.12224 |
0.374 |
|
| 2020 |
Ebert S, Wei W, Zhou XY. Weighted Discounting – On Group Diversity, Time-Inconsistency, and Consequences for Investment Journal of Economic Theory. 189: 105089. DOI: 10.1016/J.Jet.2020.105089 |
0.319 |
|
| 2019 |
He XD, Hu S, Obłój J, Zhou XY. Optimal Exit Time from Casino Gambling: Strategies of Pre-Committed and Naive Gamblers Siam Journal On Control and Optimization. 57: 1845-1868. DOI: 10.2139/Ssrn.2684043 |
0.364 |
|
| 2019 |
Jin H, Xia J, Zhou XY. Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting Mathematical Finance. 29: 898-927. DOI: 10.1111/Mafi.12200 |
0.535 |
|
| 2019 |
Xu ZQ, Zhou XY, Zhuang SC. Optimal insurance under rank-dependent utility and incentive compatibility Mathematical Finance. 29: 659-692. DOI: 10.1111/Mafi.12185 |
0.418 |
|
| 2019 |
He XD, Hu S, Obłój J, Zhou XY. Two explicit Skorokhod embeddings for simple symmetric random walk Stochastic Processes and Their Applications. 129: 3431-3445. DOI: 10.1016/J.Spa.2018.09.013 |
0.334 |
|
| 2019 |
Wang R, Xu ZQ, Zhou XY. Dual utilities on risk aggregation under dependence uncertainty Finance and Stochastics. 23: 1025-1048. DOI: 10.1007/S00780-019-00399-Y |
0.348 |
|
| 2018 |
He XD, Kouwenberg R, Zhou XY. Inverse S-shaped probability weighting and its impact on investment Mathematical Control and Related Fields. 8: 679-706. DOI: 10.2139/Ssrn.3067189 |
0.366 |
|
| 2017 |
He XD, Kouwenberg R, Zhou XY. Rank-Dependent Utility and Risk Taking in Complete Markets Siam Journal On Financial Mathematics. 8: 214-239. DOI: 10.2139/Ssrn.2555244 |
0.349 |
|
| 2017 |
He XD, Hu S, Oblój J, Zhou XY. Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model Operations Research. 65: 97-103. DOI: 10.1287/Opre.2016.1545 |
0.338 |
|
| 2017 |
Hu Y, Jin H, Zhou XY. Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium Siam Journal On Control and Optimization. 55: 1261-1279. DOI: 10.1137/15M1019040 |
0.614 |
|
| 2016 |
Xia J, Zhou XY. ARROW–DEBREU EQUILIBRIA FOR RANK-DEPENDENT UTILITIES Mathematical Finance. 26: 558-588. DOI: 10.1111/Mafi.12070 |
0.324 |
|
| 2016 |
He XD, Zhou XY. Hope, fear, and aspirations Mathematical Finance. 26: 3-50. DOI: 10.1111/Mafi.12044 |
0.342 |
|
| 2015 |
Zhou XY, Zhu FM, Li JP, Mao W, Zhang DM, Liu ML, Hei AL, Dai DP, Jiang P, Shan XY, Zhang BW, Zhu CF, Shen J, Deng ZH, Wang ZL, et al. High-Resolution Analyses of Human Leukocyte Antigens Allele and Haplotype Frequencies Based on 169,995 Volunteers from the China Bone Marrow Donor Registry Program. Plos One. 10: e0139485. PMID 26421847 DOI: 10.1371/Journal.Pone.0139485 |
0.393 |
|
| 2015 |
Jin H, Zhou XY. Continuous-time portfolio selection under ambiguity Mathematical Control and Related Fields. 5: 475-488. DOI: 10.3934/Mcrf.2015.5.475 |
0.55 |
|
| 2015 |
He XD, Jin H, Zhou XY. Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR Mathematics of Operations Research. 40: 773-796. DOI: 10.1287/Moor.2014.0695 |
0.519 |
|
| 2015 |
Bernard C, He X, Yan JA, Zhou XY. Optimal insurance design under rank-dependent expected utility Mathematical Finance. 25: 154-186. DOI: 10.1111/Mafi.12027 |
0.422 |
|
| 2015 |
Chang H, Cvitanić J, Zhou XY. Optimal contracting with moral hazard and behavioral preferences Journal of Mathematical Analysis and Applications. 428: 959-981. DOI: 10.1016/J.Jmaa.2015.03.027 |
0.329 |
|
| 2014 |
Björk T, Murgoci A, Zhou XY. Mean–Variance Portfolio Optimization With State-Dependent Risk Aversion Mathematical Finance. 24: 1-24. DOI: 10.1111/J.1467-9965.2011.00515.X |
0.427 |
|
| 2014 |
He XD, Zhou XY. Myopic loss aversion, reference point, and money illusion Quantitative Finance. 14: 1541-1554. DOI: 10.1080/14697688.2014.917805 |
0.386 |
|
| 2013 |
Xu ZQ, Zhou XY. Optimal stopping under probability distortion. Annals of Applied Probability. 23: 251-282. DOI: 10.1214/11-Aap838 |
0.434 |
|
| 2013 |
Qian Z, Zhou XY. Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations Siam Journal On Control and Optimization. 51: 221-229. DOI: 10.1137/120873777 |
0.316 |
|
| 2013 |
Jin H, Zhou XY. Greed, Leverage, and Potential Losses: A Prospect Theory Perspective Mathematical Finance. 23: 122-142. DOI: 10.1111/J.1467-9965.2011.00490.X |
0.53 |
|
| 2013 |
Bi J, Zhong Y, Zhou XY. Mean–semivariance portfolio selection under probability distortion Stochastics An International Journal of Probability and Stochastic Processes. 85: 604-619. DOI: 10.1080/17442508.2013.797425 |
0.431 |
|
| 2012 |
Wang Y, Ma DY, Yang YQ, Zhou J, Zhou XY, Ji XQ, Chen J, Cao L, Hu P, Xu ZF. [Array-based comparative genomic hybridization detection of copy number variations in a fetus with hypoplastic left-heart syndrome]. Zhonghua Yi Xue Yi Chuan Xue Za Zhi = Zhonghua Yixue Yichuanxue Zazhi = Chinese Journal of Medical Genetics. 29: 439-42. PMID 22875502 DOI: 10.3760/cma.j.issn.1003-9406.2012.04.013 |
0.398 |
|
| 2012 |
Li L, Zhou XY, Ji XQ, Yang YQ, Cao L, Zhou J, Liu A, Cheng J, Liu Y, Hu P, Xu ZF. [Cytogenetic analysis of a complex chromosomal imbalance 14q+ in a fetus featuring multiple congenital defects]. Zhonghua Yi Xue Yi Chuan Xue Za Zhi = Zhonghua Yixue Yichuanxue Zazhi = Chinese Journal of Medical Genetics. 29: 214-7. PMID 22487837 DOI: 10.3760/cma.j.issn.1003-9406.2012.02.021 |
0.399 |
|
| 2012 |
Zhou XY, Hu P, Yang YQ, Li L, Wang Y, Yu ZB, Han SP, Guo XR, Xu ZF. [Detection of 9p partial trisomy using array-based comparative genomic hybridization]. Zhonghua Yi Xue Yi Chuan Xue Za Zhi = Zhonghua Yixue Yichuanxue Zazhi = Chinese Journal of Medical Genetics. 29: 52-5. PMID 22311492 DOI: 10.3760/cma.j.issn.1003-9406.2012.01.013 |
0.4 |
|
| 2012 |
Hu Y, Jin H, Zhou XY. Time-Inconsistent Stochastic Linear--Quadratic Control Siam Journal On Control and Optimization. 50: 1548-1572. DOI: 10.1137/110853960 |
0.621 |
|
| 2012 |
Meyer-Brandis T, Øksendal B, Zhou XY. A mean-field stochastic maximum principle via Malliavin calculus Stochastics An International Journal of Probability and Stochastic Processes. 84: 643-666. DOI: 10.1080/17442508.2011.651619 |
0.375 |
|
| 2011 |
Zhu YM, Liu F, Zhou XY, Gao XR, Xu ZY, Du YK. Clinical and pathologic characteristics of pancreatic necrosis in critically ill children. World Journal of Emergency Medicine. 2: 111-6. PMID 25214994 |
0.389 |
|
| 2011 |
Hu P, Zhou XY, Ma DY, Sun Y, Zhang XJ, Han SP, Yu ZB, Jiang T, Chen YL, Xu Z. [ASS1 mutation leading to citrullinemia I in a Chinese Han family]. Zhonghua Yi Xue Yi Chuan Xue Za Zhi = Zhonghua Yixue Yichuanxue Zazhi = Chinese Journal of Medical Genetics. 28: 630-3. PMID 22161093 DOI: 10.3760/cma.j.issn.1003-9406.2011.06.007 |
0.377 |
|
| 2011 |
HU P, WANG Y, JI XQ, LIN Y, Li L, ZHOU XY, CHEN J, MA DY, CAO L, Xu Z. [Detection of cryptic copy number variations in a fetus with congenital heart disease by array-based comparative genomic hybridization]. Zhonghua Yi Xue Yi Chuan Xue Za Zhi = Zhonghua Yixue Yichuanxue Zazhi = Chinese Journal of Medical Genetics. 28: 133-6. PMID 21462121 DOI: 10.3760/cma.j.issn.1003-9406.2011.02.003 |
0.4 |
|
| 2011 |
Zhu YM, Liu F, Zhou XY, You JY, Xu ZY, DU YK. [Clinical characteristics of children with acute pancreatitis]. Zhonghua Er Ke Za Zhi. Chinese Journal of Pediatrics. 49: 10-6. PMID 21429304 |
0.382 |
|
| 2011 |
Jin H, Zhang S, Zhou XY. Behavioral Portfolio Selection with Loss Control Acta Mathematica Sinica. 27: 255-274. DOI: 10.2139/Ssrn.1550715 |
0.575 |
|
| 2011 |
He XD, Zhou XY. Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment Management Science. 57: 315-331. DOI: 10.1287/Mnsc.1100.1269 |
0.392 |
|
| 2011 |
Chiu CH, Zhou XY. The premium of dynamic trading Quantitative Finance. 11: 115-123. DOI: 10.1080/14697681003685589 |
0.553 |
|
| 2010 |
Dai M, Xu ZQ, Zhou XY. Continuous-Time Markowitz's Model with Transaction Costs Siam Journal On Financial Mathematics. 1: 96-125. DOI: 10.1137/080742889 |
0.424 |
|
| 2010 |
He XD, Zhou XY. Portfolio Choice Via Quantiles Mathematical Finance. 21: 203-231. DOI: 10.1111/J.1467-9965.2010.00432.X |
0.378 |
|
| 2010 |
Jin H, Zhou XY. Erratum to 'Behavioral Portfolio Selection in Continuous Time' Mathematical Finance. 20: 521-525. DOI: 10.1111/J.1467-9965.2010.00409.X |
0.47 |
|
| 2010 |
Ji S, Zhou XY. A generalized Neyman–Pearson lemma for g -probabilities Probability Theory and Related Fields. 148: 645-669. DOI: 10.1007/S00440-009-0244-4 |
0.426 |
|
| 2009 |
Pham H, Vath VL, Zhou XY. Optimal Switching over Multiple Regimes Siam Journal On Control and Optimization. 48: 2217-2253. DOI: 10.1137/070709372 |
0.404 |
|
| 2009 |
Zhang Q, Zhou XY. Valuation of Stock Loans with Regime Switching Siam Journal On Control and Optimization. 48: 1229-1250. DOI: 10.1137/070708998 |
0.38 |
|
| 2008 |
Lin JJ, Xu Z, Chen M, Qiu YJ, Zhang X, Kong XR, Zhou XY, Ma Q, Qian KC. [Effectiveness of bacterial screening in preventing and controlling platelet bacterial contamination]. Zhongguo Shi Yan Xue Ye Xue Za Zhi / Zhongguo Bing Li Sheng Li Xue Hui = Journal of Experimental Hematology / Chinese Association of Pathophysiology. 16: 189-91. PMID 18315928 |
0.394 |
|
| 2008 |
Morimoto H, Zhou XY. Optimal Consumption in a Growth Model with the Cobb-Douglas Production Function Siam Journal On Control and Optimization. 47: 2991-3006. DOI: 10.1137/070709153 |
0.424 |
|
| 2008 |
Jin H, Zhou XY. Behavioral Portfolio Selection in Continuous Time Mathematical Finance. 18: 385-426. DOI: 10.1111/J.1467-9965.2008.00339.X |
0.573 |
|
| 2008 |
Shiryaev A, Xu Z, Zhou XY. Response to comment on ‘Thou shalt buy and hold’ Quantitative Finance. 8: 761-762. DOI: 10.1080/14697680802642262 |
0.58 |
|
| 2008 |
Shiryaev A, Xu Z, Zhou XY. Thou shalt buy and hold Quantitative Finance. 8: 765-776. DOI: 10.1080/14697680802563732 |
0.546 |
|
| 2008 |
Ji S, Zhou XY. The Neyman–Pearson lemma under g-probability⁎⁎⁎ Comptes Rendus Mathematique. 346: 209-212. DOI: 10.1016/J.Crma.2007.12.007 |
0.313 |
|
| 2007 |
Xiong J, Zhou XY. Mean-Variance Portfolio Selection under Partial Information Siam Journal On Control and Optimization. 46: 156-175. DOI: 10.1137/050641132 |
0.37 |
|
| 2007 |
Jin H, Xu ZQ, Zhou XY. A Convex Stochastic Optimization Problem Arising from Portfolio Selection Mathematical Finance. 18: 171-183. DOI: 10.1111/J.1467-9965.2007.00327.X |
0.591 |
|
| 2006 |
Ji S, Zhou XY. A maximum principle for stochastic optimal control with terminal state constraints, and its applications Communications in Information and Systems. 6: 321-338. DOI: 10.4310/Cis.2006.V6.N4.A4 |
0.455 |
|
| 2006 |
Yao DD, Zhang S, Zhou XY. Tracking a Financial Benchmark Using a Few Assets Operations Research. 54: 232-246. DOI: 10.1287/Opre.1050.0260 |
0.417 |
|
| 2006 |
Li X, Zhou XY. Continuous-time mean-variance efficiency: the 80% rule Annals of Applied Probability. 16: 1751-1763. DOI: 10.1214/105051606000000349 |
0.372 |
|
| 2006 |
Jin H, Markowitz H, Zhou XY. A Note on Semivariance Mathematical Finance. 16: 53-61. DOI: 10.1111/J.1467-9965.2006.00260.X |
0.558 |
|
| 2005 |
Xu ZB, Zhou XY, Peng ZY, Xu SL, Ruan LX. Evaluation of selective hepatic angiography and embolization in patients with massive hemobilia. Hepatobiliary & Pancreatic Diseases International : Hbpd Int. 4: 254-8. PMID 15908325 |
0.394 |
|
| 2005 |
Hu Y, Zhou XY. Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection Siam Journal On Control and Optimization. 44: 444-466. DOI: 10.1137/S0363012904441969 |
0.486 |
|
| 2005 |
Hu Y, Zhou XY. Stochastic Control for Linear Systems Driven by Fractional Noises Siam Journal On Control and Optimization. 43: 2245-2277. DOI: 10.1137/S0363012903426045 |
0.423 |
|
| 2005 |
Bielecki TR, Jin H, Pliska SR, Zhou XY. Continuous-time mean-variance portfolio selection with bankruptcy prohibition Mathematical Finance. 15: 213-244. DOI: 10.1111/J.0960-1627.2005.00218.X |
0.598 |
|
| 2005 |
Lim AEB, Zhou XY. A new risk-sensitive maximum principle Ieee Transactions On Automatic Control. 50: 958-966. DOI: 10.1109/Tac.2005.851441 |
0.377 |
|
| 2005 |
Liu Y, Yin G, Zhou XY. Near-optimal controls of random-switching LQ problems with indefinite control weight costs Automatica. 41: 1063-1070. DOI: 10.1016/J.Automatica.2005.01.002 |
0.438 |
|
| 2005 |
Jin H, Yan J, Zhou XY. Continuous-time mean–risk portfolio selection Annales De L Institut Henri Poincare-Probabilites Et Statistiques. 41: 559-580. DOI: 10.1016/J.Anihpb.2004.09.009 |
0.599 |
|
| 2004 |
Choulli T, Taksar M, Zhou XY. Interplay between dividend rate and business constraints for a financial corporation Annals of Applied Probability. 14: 1810-1837. DOI: 10.1214/105051604000000909 |
0.381 |
|
| 2004 |
Yao DD, Zhang S, Zhou XY. Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming Siam Review. 46: 87-111. DOI: 10.1137/S0036144503434203 |
0.443 |
|
| 2004 |
Yin G, Zhou XY. Markowitz's mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits Ieee Transactions On Automatic Control. 49: 349-360. DOI: 10.1109/Tac.2004.824479 |
0.419 |
|
| 2004 |
Cai X, Teo KL, Yang X, Zhou XY. Minimax portfolio optimization: empirical numerical study Journal of the Operational Research Society. 55: 65-72. DOI: 10.1057/Palgrave.Jors.2601648 |
0.347 |
|
| 2004 |
Guo X, Liu J, Zhou XY. A constrained non-linear regular-singular stochastic control problem, with applications Stochastic Processes and Their Applications. 109: 167-187. DOI: 10.1016/J.Spa.2003.09.008 |
0.433 |
|
| 2003 |
Zhou XY, Yin G. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model Siam Journal On Control and Optimization. 42: 1466-1482. DOI: 10.1137/S0363012902405583 |
0.398 |
|
| 2003 |
Hu Y, Zhou XY. Indefinite Stochastic Riccati Equations Siam Journal On Control and Optimization. 42: 123-137. DOI: 10.1137/S0363012901391330 |
0.425 |
|
| 2003 |
Choulli T, Taksar M, Zhou XY. A diffusion model for optimal dividend distribution for a company with constraints on risk control Siam Journal On Control and Optimization. 41: 1946-1979. DOI: 10.1137/S0363012900382667 |
0.423 |
|
| 2003 |
Li X, Zhou XY, Rami MA. Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon Journal of Global Optimization. 27: 149-175. DOI: 10.1023/A:1024887007165 |
0.409 |
|
| 2003 |
Lim AEB, Zhou XY, Moore JB. Brief Multiple-objective risk-sensitive control and its small noise limit Automatica. 39: 533-541. DOI: 10.1016/S0005-1098(02)00270-4 |
0.392 |
|
| 2002 |
Li X, Zhou XY. Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon Communications in Information and Systems. 2: 265-282. DOI: 10.4310/Cis.2002.V2.N3.A4 |
0.319 |
|
| 2002 |
Lim AEB, Zhou XY. Mean-Variance Portfolio Selection with Random Parameters in a Complete Market Mathematics of Operations Research. 27: 101-120. DOI: 10.1287/Moor.27.1.101.337 |
0.452 |
|
| 2002 |
Wu H, Zhou XY. Characterizing all optimal controls for an indefinite stochastic linear quadratic control problem Ieee Transactions On Automatic Control. 47: 1119-1122. DOI: 10.1109/Tac.2002.800650 |
0.446 |
|
| 2001 |
Yao DD, Zhang S, Zhou XY. Stochastic Linear-Quadratic Control via Semidefinite Programming Siam Journal On Control and Optimization. 40: 801-823. DOI: 10.1137/S0363012999355484 |
0.443 |
|
| 2001 |
Li X, Zhou XY, Lim AEB. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints Siam Journal On Control and Optimization. 40: 1540-1555. DOI: 10.1137/S0363012900378504 |
0.432 |
|
| 2001 |
Lim AEB, Zhou XY. Linear-Quadratic Control of Backward Stochastic Differential Equations Siam Journal On Control and Optimization. 40: 450-474. DOI: 10.1137/S0363012900374737 |
0.415 |
|
| 2001 |
Wu H, Zhou XY. Stochastic Frequency Characteristics Siam Journal On Control and Optimization. 40: 557-576. DOI: 10.1137/S0363012900373756 |
0.358 |
|
| 2001 |
Rami MA, Moore JB, Zhou XY. Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation Siam Journal On Control and Optimization. 40: 1296-1311. DOI: 10.1137/S0363012900371083 |
0.425 |
|
| 2001 |
Yao DD, Zhang S, Zhou XY. A primal-dual semi-definite programming approach to linear quadratic control Ieee Transactions On Automatic Control. 46: 1442-1447. DOI: 10.1109/9.948474 |
0.393 |
|
| 2001 |
Lim AEB, Zhou XY. Risk-sensitive control with HARA utility Ieee Transactions On Automatic Control. 46: 563-578. DOI: 10.1109/9.917658 |
0.416 |
|
| 2001 |
Rami MA, Chen X, Moore JB, Zhou XY. Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls Ieee Transactions On Automatic Control. 46: 428-440. DOI: 10.1109/9.911419 |
0.415 |
|
| 2001 |
Choulli T, Taksar M, Zhou XY. Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction Quantitative Finance. 1: 573-596. DOI: 10.1088/1469-7688/1/6/301 |
0.409 |
|
| 2001 |
Dokuchaev N, Zhou XY. Optimal investment strategies with bounded risks, general utilities, and goal achieving Journal of Mathematical Economics. 35: 289-309. DOI: 10.1016/S0304-4068(00)00069-0 |
0.438 |
|
| 2000 |
Cai X, Teo K, Yang X, Zhou XY. Portfolio Optimization Under a Minimax Rule Management Science. 46: 957-972. DOI: 10.1287/Mnsc.46.7.957.12039 |
0.359 |
|
| 2000 |
Kohlmann M, Zhou XY. Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach Siam Journal On Control and Optimization. 38: 1392-1407. DOI: 10.1137/S036301299834973X |
0.469 |
|
| 2000 |
Chen S, Zhou XY. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II Siam Journal On Control and Optimization. 39: 1065-1081. DOI: 10.1137/S0363012998346578 |
0.446 |
|
| 2000 |
Fong NT, Zhou XY. Optimal feedback controls in deterministic two-machine flowshops with finite buffers Ieee Transactions On Automatic Control. 45: 1198-1203. DOI: 10.1109/9.863606 |
0.437 |
|
| 2000 |
Rami MA, Zhou XY. Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls Ieee Transactions On Automatic Control. 45: 1131-1143. DOI: 10.1109/9.863597 |
0.43 |
|
| 2000 |
Ching WK, Zhou XY. Circulant approximation for preconditioning in stochastic automata networks Computers and Mathematics With Applications. 39: 147-160. DOI: 10.1016/S0898-1221(99)00341-7 |
0.304 |
|
| 2000 |
Rami MA, Zhou XY, Moore JB. Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon Systems & Control Letters. 41: 123-133. DOI: 10.1016/S0167-6911(00)00046-3 |
0.445 |
|
| 2000 |
Zhou XY, Li D. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework Applied Mathematics and Optimization. 42: 19-33. DOI: 10.1007/S002450010003 |
0.445 |
|
| 1999 |
Yan H, Zhou XY, Yin G. Approximating An Optimal Production Policy in a Continuous Flow Line: Recurrence and Asymptotic Properties Operations Research. 47: 535-549. DOI: 10.1287/Opre.47.4.535 |
0.396 |
|
| 1999 |
Lim AEB, Zhou XY. Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights Ieee Transactions On Automatic Control. 44: 1359-1369. DOI: 10.1109/9.774108 |
0.441 |
|
| 1999 |
Lim AEB, Zhou XY. Verification theorems for stochastic near-optimal control in the framework of viscosity solutions Ifac Proceedings Volumes. 32: 4988-4993. DOI: 10.1016/S1474-6670(17)56850-0 |
0.408 |
|
| 1999 |
Moore JB, Zhou XY, Lim AEB. Discrete time LQG controls with control dependent noise Systems & Control Letters. 36: 199-206. DOI: 10.1016/S0167-6911(98)00092-9 |
0.365 |
|
| 1999 |
Dokuchaev N, Zhou XY. Stochastic Controls with Terminal Contingent Conditions Journal of Mathematical Analysis and Applications. 238: 143-165. DOI: 10.1006/Jmaa.1999.6515 |
0.442 |
|
| 1998 |
Zhou XY. Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality Siam Journal On Control and Optimization. 36: 929-947. DOI: 10.1137/S0363012996302664 |
0.41 |
|
| 1998 |
Taksar MI, Zhou XY. Optimal risk and dividend control for a company with a debt liability Insurance Mathematics & Economics. 22: 105-122. DOI: 10.1016/S0167-6687(98)00012-2 |
0.383 |
|
| 1997 |
Samaratunga C, Sethi SP, Zhou XY. Computational Evaluation of Hierarchical Production Control Policies for Stochastic Manufacturing Systems Operations Research. 45: 258-274. DOI: 10.1287/Opre.45.2.258 |
0.357 |
|
| 1997 |
Ching WK, Chan RH, Zhou XY. Circulant Preconditioners for Markov-Modulated Poisson Processes and Their Applications to Manufacturing Systems Siam Journal On Matrix Analysis and Applications. 18: 464-481. DOI: 10.1137/S0895479895293442 |
0.31 |
|
| 1997 |
Zhou XY, Yong J, Li X. Stochastic Verification Theorems within the Framework of Viscosity Solutions Siam Journal On Control and Optimization. 35: 243-253. DOI: 10.1137/S0363012995279973 |
0.396 |
|
| 1997 |
Zhou XY. Characterization of optimality for controlled diffusion processes Systems & Control Letters. 31: 3-9. DOI: 10.1016/S0167-6911(97)00024-8 |
0.382 |
|
| 1996 |
Zhou XY. Deterministic Near-Optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach Mathematics of Operations Research. 21: 655-674. DOI: 10.1287/Moor.21.3.655 |
0.404 |
|
| 1996 |
Zhou XY. Sufficient conditions of optimality for stochastic systems with controllable diffusions Ieee Transactions On Automatic Control. 41: 1176-1179. DOI: 10.1109/9.533678 |
0.375 |
|
| 1996 |
Sethi SP, Zhou XY. Optimal feedback controls in deterministic dynamic two-machine flowshops Operations Research Letters. 19: 225-235. DOI: 10.1016/S0167-6377(96)00023-5 |
0.363 |
|
| 1996 |
Fong NT, Zhou XY. Hierarchical production policies in stochastic two-machine flowshops with finite buffers Journal of Optimization Theory and Applications. 89: 681-712. DOI: 10.1007/Bf02275355 |
0.404 |
|
| 1995 |
Zhou XY. Deterministic near-optimal control, part I: necessary and sufficient conditions for near-optimality Journal of Optimization Theory and Applications. 85: 473-488. DOI: 10.1007/Bf02192237 |
0.402 |
|
| 1994 |
Sethi S, Zhou XY. Stochastic dynamic job shops and hierarchical production planning Ieee Transactions On Automatic Control. 39: 2061-2076. DOI: 10.1109/9.328820 |
0.415 |
|
| 1994 |
Sethi SP, Zhang Q, Zhou XY. Hierarchical controls in stochastic manufacturing systems with convex costs Journal of Optimization Theory and Applications. 80: 299-317. DOI: 10.1007/Bf02192938 |
0.347 |
|
| 1994 |
Zhou XY, Sethi SP. A sufficient condition for near-optimal stochastic controls and its application to manufacturing systems Applied Mathematics and Optimization. 29: 67-92. DOI: 10.1007/Bf01191107 |
0.452 |
|
| 1993 |
Zhou XY. On the necessary conditions of optimal controls for stochastic partial differential equations Siam Journal On Control and Optimization. 31: 1462-1478. DOI: 10.1137/0331068 |
0.39 |
|
| 1993 |
Sethi S, Yan H, Zhang Q, Zhou XY. Feedback production planning in a stochastic two-machine flowshop: Asymptotic analysis and computational results International Journal of Production Economics. 79-93. DOI: 10.1016/0925-5273(93)90083-W |
0.372 |
|
| 1993 |
Zhou XY. A class of semilinear stochastic partial differential equations and their controls: Existence results Stochastic Processes and Their Applications. 44: 89-106. DOI: 10.1016/0304-4149(93)90039-7 |
0.336 |
|
| 1993 |
Zhou XY. Verification Theorems within the Framework of Viscosity Solutions Journal of Mathematical Analysis and Applications. 177: 208-225. DOI: 10.1006/Jmaa.1993.1253 |
0.387 |
|
| 1992 |
Zhou XY. On the existence of optimal relaxed controls of stochastic partial differential equations Siam Journal On Control and Optimization. 30: 247-261. DOI: 10.1137/0330016 |
0.413 |
|
| 1992 |
Sethi S, Zhang Q, Zhou Xy. Hierarchical controls in stochastic manufacturing systems with machines in tandem Stochastics and Stochastics Reports. 41: 89-118. DOI: 10.1080/17442509208833796 |
0.396 |
|
| 1991 |
Zhou XY. Remarks on optimal controls of stochastic partial differential equations Systems & Control Letters. 16: 465-472. DOI: 10.1016/0167-6911(91)90118-X |
0.373 |
|
| 1990 |
Zhou XY. Maximum principle, dynamic programming, and their connection in deterministic control Journal of Optimization Theory and Applications. 65: 363-373. DOI: 10.1007/Bf01102352 |
0.347 |
|
| 1985 |
Wang JX, Yu ZJ, Jin HZ, Wang QX, Wang FC, Yang MG, Cao J, Zhou XY. [Estimation of regional blood flow in animals using 51Cr- and 99mTc-biomicrospheres]. Zhongguo Yao Li Xue Bao = Acta Pharmacologica Sinica. 6: 248-51. PMID 2945363 |
0.349 |
|
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