Weiyin Fei

Orcid: 0000-0001-9864-4258

According to our database1, Weiyin Fei authored at least 39 papers between 2003 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Optimal dynamic contract with Knightian uncertainty of ESG rating.
Int. J. Gen. Syst., April, 2024

Research on investment incorporating both environmental performance and long (short) term financial performance of firms.
Int. J. Syst. Sci., January, 2024

Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients.
CoRR, 2024

2023
A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control.
J. Frankl. Inst., November, 2023

Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique.
Syst. Control. Lett., June, 2023

Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy noise.
IMA J. Math. Control. Inf., June, 2023

Analysis of investment and decision-making based on ESG token platform under jump-diffusion.
Int. J. Syst. Sci., March, 2023

Stability of stochastic Hopfield neural networks driven by G-Brownian motion with time-varying and distributed delays.
Neurocomputing, 2023

A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion.
Appl. Math. Lett., 2023

2022
On State Estimation for Discrete Time-Delayed Memristive Neural Networks Under the WTOD Protocol: A Resilient Set-Membership Approach.
IEEE Trans. Syst. Man Cybern. Syst., 2022

Resilient H∞ State Estimation for Discrete-Time Stochastic Delayed Memristive Neural Networks: A Dynamic Event-Triggered Mechanism.
IEEE Trans. Cybern., 2022

Delay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion.
J. Frankl. Inst., 2022

Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching.
Inf. Sci., 2022

Delay feedback stabilisation of stochastic differential equations driven by <i>G</i>-Brownian motion.
Int. J. Control, 2022

2021
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model.
J. Syst. Sci. Complex., 2021

Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients.
J. Comput. Appl. Math., 2021

On finite-horizon H∞ state estimation for discrete-time delayed memristive neural networks under stochastic communication protocol.
Inf. Sci., 2021

The truncated EM method for stochastic differential delay equations with variable delay.
CoRR, 2021

2020
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations.
IEEE Trans. Autom. Control., 2020

Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations.
Syst. Control. Lett., 2020

H∞ and l2-l∞ state estimation for delayed memristive neural networks on finite horizon: The Round-Robin protocol.
Neural Networks, 2020

Delay-distribution-dependent state estimation for neural networks under stochastic communication protocol with uncertain transition probabilities.
Neural Networks, 2020

2019
The truncated EM method for stochastic differential equations with Poisson jumps.
J. Comput. Appl. Math., 2019

Boundedness and stability of highly nonlinear hybrid neutral stochastic systems with multiple delays.
Sci. China Inf. Sci., 2019

Stability equivalence between the stochastic differential delay equations driven by G-Brownian motion and the Euler-Maruyama method.
Appl. Math. Lett., 2019

2018
Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems.
SIAM J. Control. Optim., 2018

Stability of highly nonlinear neutral stochastic differential delay equations.
Syst. Control. Lett., 2018

2017
Delay dependent stability of highly nonlinear hybrid stochastic systems.
Autom., 2017

2014
On solutions to fuzzy stochastic differential equations with local martingales.
Syst. Control. Lett., 2014

Almost sure stability for uncertain differential equation.
Fuzzy Optim. Decis. Mak., 2014

Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions.
Cybern. Syst., 2014

2012
Existence and uniqueness of solutions to uncertain functional differential equations.
Proceedings of the 9th International Conference on Fuzzy Systems and Knowledge Discovery, 2012

2011
An Application of the Forward Integral to an Insider's Optimal Portfolio with the Dividend.
Proceedings of the Nonlinear Mathematics for Uncertainty and its Applications, 2011

2009
Uniqueness of Solutions to Fuzzy Differential Equations Driven by Liu's Process with Non-Lipschitz Coefficients.
Proceedings of the Sixth International Conference on Fuzzy Systems and Knowledge Discovery, 2009

2007
Optimal consumption and portfolio choice with ambiguity and anticipation.
Inf. Sci., 2007

Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients.
Inf. Sci., 2007

A Generalization of Bihari's inequality and Fuzzy Random Differential Equations with Non-Lipschitz Coefficients.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2007

2005
Regularity and stopping theorem for fuzzy martingales with continuous parameters.
Inf. Sci., 2005

2003
Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time.
Fuzzy Sets Syst., 2003


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