Xunjing Li
Finance · 2012–2016
A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 37 citations into it; #6,849 of 10,518 by trust here, #6,671 by citations
- Economics and Econometrics — 20 citations into it
- Demography — 16 citations into it
- Computational Theory and Mathematics — 8 citations into it; #8,848 of 12,182 by trust here, #8,756 by citations
- Statistical and Nonlinear Physics — 7 citations into it
- Control and Systems Engineering — 6 citations into it
- Mathematical Physics — 6 citations into it
- Management Science and Operations Research — 5 citations into it; #7,458 of 11,946 by trust here, #7,262 by citations
Whom Xunjing Li trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Rainer Buckdahn
- Jiongmin Yong
- Peter E. Caines
- Boualem Djehiche
- Christoph Helmberg
- René A. Carmona
- Juan Li
- Xun Yu Zhou
- Minyi Huang
- Michael Grant
Who trusts Xunjing Li overall
Papers from Xunjing Li's perspective
Ordered by how strongly the researchers Xunjing Li trusts endorse each paper. Same corpus, a different order for every researcher.
- A Maximum Principle for SDEs of Mean-Field Type
- Forward-Backward Stochastic Differential Equations and their Applications
- Control of McKean–Vlasov dynamics versus mean field games
- Linear-Quadratic Mean Field Games (Journal of Optimization Theory and Applications)
- A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations
- Linear Matrix Inequalities
- Solving semidefinite-quadratic-linear programs using SDPT3 (Mathematical programming)
- Generalized Inverse Matrices
- Graph Implementations for Nonsmooth Convex Programs
- Semidefinite programming
Their papers
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (2016) — 65 citations
- A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon (2012) — 131 citations
- Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations (2016) — 72 citations