2005 |
5 | EE | Yuanjin Liu,
G. Yin,
Xun Yu Zhou:
Near-optimal controls of random-switching LQ problems with indefinite control weight costs.
Automatica 41(6): 1063-1070 (2005) |
2002 |
4 | EE | Andrew E. B. Lim,
Xun Yu Zhou:
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market.
Math. Oper. Res. 27(1): 101-120 (2002) |
1999 |
3 | | Shuping Chen,
Xunjing Li,
Jiongmin Yong,
Xun Yu Zhou:
Control of Distributed Parameter and Stochastic Systems, Proceedings of the IFIP WG7.2 International Conference, June 19-22, 1998, Hangzhou, China
Kluwer 1999 |
1998 |
2 | | J. B. Moore,
Xun Yu Zhou,
Andrew E. B. Lim:
On LQG Control of Linear Stochastic Systems with Control Dependent Noise.
Control of Distributed Parameter and Stochastic Systems 1998: 247-254 |
1 | | Xun Yu Zhou,
D. Li:
Explicit Efficient Frontier of a Continuous-Time Mean Variance Portfolio Selection Problem.
Control of Distributed Parameter and Stochastic Systems 1998: 323- |