Zuo Quan Xu

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 16

Top Topics

Temperature Control

Stochastic Dominance

Utility Maximization

Portfolio Selection

Top Venues

SIAM J. Financial Math.

Oper. Res. Lett.

Math. Oper. Res.

SIAM J. Control. Optim.

Publications

Xiaomin Shi, Zuo Quan Xu
Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients. Syst. Control. Lett. 188 (2024)
Zhuo Jin, Zuo Quan Xu, Bin Zou
Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles. SIAM J. Control. Optim. 62 (3) (2024)
Hyun Jin Jang, Zuo Quan Xu, Harry Zheng
Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement. Oper. Res. 72 (2) (2024)
Chonghu Guan, Zuo Quan Xu, Rui Zhou
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon. Math. Oper. Res. 48 (1) (2023)
Jing Peng, Pengyu Wei, Zuo Quan Xu
Relative Growth Rate Optimization Under Behavioral Criterion. SIAM J. Financial Math. 14 (4) (2023)
Ying Hu, Xiaomin Shi, Zuo Quan Xu
Constrained Monotone Mean-Variance Problem with Random Coefficients. SIAM J. Financial Math. 14 (3) (2023)
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) (2023)
Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou
State-Dependent Temperature Control for Langevin Diffusions. SIAM J. Control. Optim. 60 (3) (2022)
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) (2022)
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) (2022)
Yongwu Li, Zhongfei Li, Shouyang Wang, Zuo Quan Xu
Dividend optimization for jump-diffusion model with solvency constraints. Oper. Res. Lett. 48 (2) (2020)
Zuo Quan Xu, Fahuai Yi
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty. Math. Oper. Res. 45 (1) (2020)
Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou
State-Dependent Temperature Control for Langevin Diffusions. CoRR (2020)
Baojun Bian, Xinfu Chen, Zuo Quan Xu
Utility Maximization Under Trading Constraints with Discontinuous Utility. SIAM J. Financial Math. 10 (1) (2019)
Danlin Hou, Zuo Quan Xu
A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim. SIAM J. Financial Math. 7 (1) (2016)
Xun Li, Zuo Quan Xu
Continuous-time Markowitz's model with constraints on wealth and portfolio. Oper. Res. Lett. 44 (6) (2016)
Zuo Quan Xu
Investment under duality risk measure. Eur. J. Oper. Res. 239 (3) (2014)
Min Dai, Zuo Quan Xu, Xun Yu Zhou
Continuous-Time Markowitz's Model with Transaction Costs. SIAM J. Financial Math. 1 (1) (2010)