| A global stochastic maximum principle for fully coupled forward-backward stochastic systems M Hu, S Ji, X Xue SIAM Journal on Control and Optimization 56 (6), 4309-4335, 2018 | 55 | 2018 |
| Derivatives trading for insurers X Xue, P Wei, C Weng Insurance: Mathematics and Economics 84, 40-53, 2019 | 13 | 2019 |
| The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation M Hu, S Ji, X Xue SIAM Journal on Control and Optimization 57 (6), 3911-3938, 2019 | 13 | 2019 |
| Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems M Hu, S Ji, X Xue ESAIM: Control, Optimisation and Calculus of Variations 26, 81, 2020 | 10 | 2020 |
| Mean‐variance hedging with basis risk X Xue, J Zhang, C Weng Applied Stochastic Models in Business and Industry 35 (3), 704-716, 2019 | 6 | 2019 |
| The stochastic maximum principle in singular optimal control with recursive utilities S Ji, X Xue Journal of Mathematical Analysis and Applications 471 (1-2), 378-391, 2019 | 6 | 2019 |
| A stochastic maximum principle for linear quadratic problem with nonconvex control domain S Ji, X Xue Math. Contr. Relat. Field 9, 495-507, 2019 | 3 | 2019 |
| A note on the global stochastic maximum principle for fully coupled forward-backward stochastic systems M Hu, S Ji, X Xue arXiv preprint arXiv:1812.10469, 2018 | 3 | 2018 |
| Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems M Hu, S Ji, X Xue Mathematics of Operations Research 48 (3), 1767-1790, 2023 | 2 | 2023 |
| A central bank strategy for defending a currency peg E Neuman, A Schied, C Weng, X Xue Systems & Control Letters 144, 104761, 2020 | 2 | 2020 |
| Linear quadratic problems for fully coupled forward-backward stochastic control systems M Hu, S Ji, X Xue arXiv preprint arXiv:1902.09758, 2019 | 2 | 2019 |
| A BSDE approach to the asymmetric risk-sensitive optimization and its applications M Hu, S Ji, R Xu, X Xue arXiv preprint arXiv:2305.09430, 2023 | 1 | 2023 |
| The perturbation method applied to a robust optimization problem with constraint P Luo, A Schied, X Xue Mathematics and Financial Economics, 1-18, 2024 | | 2024 |
| Stochastic Linear Quadratic Optimal Control with General Control Domain S Ji, X Xue arXiv preprint arXiv:1710.11302, 2017 | | 2017 |
Shaolin JiShandong UniversityVerified email at sdu.edu.cn
