Xiaomin Shi

Follow

Generating author description...

All published works

Action	Title	Year	Authors
+ PDF Chat	Non-homogeneous stochastic LQ control with regime switching and random coefficients	2023	Ying Hu Xiaomin Shi Zuo Quan Xu
+	Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control	2023	Ying Hu Xiaomin Shi Zuo Quan Xu
+	Continuous-time Markowitz's mean-variance model under different borrowing and saving rates	2022	Chonghu Guan Xiaomin Shi Zuo Quan Xu
+	Non-homogeneous stochastic LQ control with regime switching and random coefficients	2022	Ying Hu Xiaomin Shi Zuo Quan Xu
+	Optimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients	2022	Ying Hu Xiaomin Shi Zuo Quan Xu
+	Constrained monotone mean-variance problem with random coefficients	2022	Ying Hu Xiaomin Shi Zuo Quan Xu
+ PDF Chat	Mean-variance portfolio selection with nonlinear wealth equations and random coefficients	2017	Shaolin Ji Hanqing Jin Xiaomin Shi
+	Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients	2017	Shaolin Ji Hanqing Jin Xiaomin Shi

Common Coauthors

Coauthor	Papers Together
Zuo Quan Xu	6
Ying Hu	3
Hanqing Jin	2
Shaolin Ji	2
Ying Hu	2
Chonghu Guan	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Backward stochastic differential equations and partial differential equations with quadratic growth	2000	Magdalena Kobylanski	1
+ PDF Chat	Weak Closed-Loop Solvability of Stochastic Linear Quadratic Optimal Control Problems of Markovian Regime Switching System	2020	Jiaqiang Wen Xun Li Jie Xiong	1
+	Constrained stochastic LQ control with regime switching and application to portfolio selection	2022	Ying Hu Xiaomin Shi Zuo Quan Xu	1
+ PDF Chat	Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls	2021	Jingrui Sun Jie Xiong Jiongmin Yong	1