135 citations · 159 across the 15 of their papers we have counts for
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math.OC2013★ 135 cited
Consensus Seeking in Multi-Agent Systems with Multiplicative Measurement Noises
Yuan-Hua Ni, Xun Li
In this paper, the consensus problems of the continuous-time integrator systems under noisy measurements are considered. The measurement noises, which appear when agents measure th…
q-fin.PM2013
Continuous-time Mean-Variance Portfolio Selection with Stochastic Parameters
Wan-Kai Pang, Yuan-Hua Ni, Xun Li +1
This paper studies a continuous-time market {under stochastic environment} where an agent, having specified an investment horizon and a target terminal mean return, seeks to minimi…
math.OC2013
Discrete Time Mean-Field Stochastic Linear-Quadratic Optimal Control Problems
Robert. J Elliott, Xun Li, Yuan-Hua Ni
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by intro…