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2020 – today
- 2024
[j18]Hyun Jin Jang
, Zuo Quan Xu, Harry Zheng:
Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement. Oper. Res. 72(2): 832-847 (2024)- [j17]Xiaomin Shi, Zuo Quan Xu:
Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients. Syst. Control. Lett. 188: 105796 (2024) - [j16]Zhuo Jin, Zuo Quan Xu, Bin Zou:
Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles. SIAM J. Control. Optim. 62(3): 1390-1416 (2024) - [j15]Chonghu Guan, Zuo Quan Xu:
Optimal Ratcheting of Dividend Payout Under Brownian Motion Surplus. SIAM J. Control. Optim. 62(5): 2590-2620 (2024) - 2023
- [j14]Chonghu Guan, Xiaomin Shi, Zuo Quan Xu:
Continuous-Time Markowitz's Mean-Variance Model Under Different Borrowing and Saving Rates. J. Optim. Theory Appl. 199(1): 167-208 (2023) - [j13]Chonghu Guan, Zuo Quan Xu, Rui Zhou:
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon. Math. Oper. Res. 48(1): 544-568 (2023) - [j12]Ying Hu, Xiaomin Shi, Zuo Quan Xu:
Constrained Monotone Mean-Variance Problem with Random Coefficients. SIAM J. Financial Math. 14(3): 838-854 (2023) - [j11]Jing Peng, Pengyu Wei, Zuo Quan Xu:
Relative Growth Rate Optimization Under Behavioral Criterion. SIAM J. Financial Math. 14(4): 1140-1174 (2023) - 2022
- [j10]Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou:
State-Dependent Temperature Control for Langevin Diffusions. SIAM J. Control. Optim. 60(3): 1250-1268 (2022) - [j9]Xiangyu Wang, Jianming Xia, Zuo Quan Xu, Zhou Yang:
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints. SIAM J. Financial Math. 13(3): 87- (2022) - [j8]Na Li, Xun Li, Jing Peng, Zuo Quan Xu:
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method. IEEE Trans. Autom. Control. 67(9): 5009-5016 (2022) - 2020
- [j7]Zuo Quan Xu, Fahuai Yi:
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty. Math. Oper. Res. 45(1): 384-401 (2020) - [j6]Yongwu Li, Zhongfei Li, Shouyang Wang, Zuo Quan Xu:
Dividend optimization for jump-diffusion model with solvency constraints. Oper. Res. Lett. 48(2): 170-175 (2020) - [i1]Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou:
State-Dependent Temperature Control for Langevin Diffusions. CoRR abs/2011.07456 (2020)
2010 – 2019
- 2019
- [j5]Baojun Bian, Xinfu Chen, Zuo Quan Xu:
Utility Maximization Under Trading Constraints with Discontinuous Utility. SIAM J. Financial Math. 10(1): 243-260 (2019) - 2016
- [j4]Xun Li, Zuo Quan Xu:
Continuous-time Markowitz's model with constraints on wealth and portfolio. Oper. Res. Lett. 44(6): 729-736 (2016) - [j3]Danlin Hou, Zuo Quan Xu:
A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim. SIAM J. Financial Math. 7(1): 124-151 (2016) - 2014
- [j2]Zuo Quan Xu:
Investment under duality risk measure. Eur. J. Oper. Res. 239(3): 786-793 (2014) - 2010
- [j1]Min Dai, Zuo Quan Xu, Xun Yu Zhou:
Continuous-Time Markowitz's Model with Transaction Costs. SIAM J. Financial Math. 1(1): 96-125 (2010)
Coauthor Index
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