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Ruobing Xue
ORCID
Publication Activity (10 Years)
Years Active: 2020-2021
Publications (10 Years): 2
Top Topics
Demand Distributions
Portfolio Selection
Average Cost
Infinite Horizon
Top Venues
Algorithms
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Publications
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Weiping Wu
,
Lifen Wu
,
Ruobing Xue
,
Shan Pang
Constrained Dynamic Mean-Variance Portfolio Selection in Continuous-Time.
Algorithms
14 (8) (2021)
Ruobing Xue
,
Xiangshen Ye
,
Weiping Wu
Optimization of Constrained Stochastic Linear-Quadratic Control on an Infinite Horizon: A Direct-Comparison Based Approach.
Algorithms
13 (2) (2020)