Zuo Quan Xu

According to our database, Zuo Quan Xu authored at least 19 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Multidimensional Indefinite Stochastic Riccati Equations and Zero-Sum Stochastic Linear-Quadratic Differential Games with Non-Markovian Regime Switching.

Panpan Zhang, Zuo Quan Xu

SIAM J. Control. Optim., 2024

Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles.

Zhuo Jin, Zuo Quan Xu, Bin Zou

SIAM J. Control. Optim., 2024

Optimal Ratcheting of Dividend Payout Under Brownian Motion Surplus.

Chonghu Guan, Zuo Quan Xu

SIAM J. Control. Optim., 2024

Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients.

Xiaomin Shi, Zuo Quan Xu

Syst. Control. Lett., 2024

Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement.

Hyun Jin Jang, Zuo Quan Xu, Harry Zheng

Oper. Res., 2024

2023

Relative Growth Rate Optimization Under Behavioral Criterion.

Jing Peng, Pengyu Wei, Zuo Quan Xu

SIAM J. Financial Math., December, 2023

Continuous-Time Markowitz's Mean-Variance Model Under Different Borrowing and Saving Rates.

Chonghu Guan, Xiaomin Shi, Zuo Quan Xu

J. Optim. Theory Appl., October, 2023

Constrained Monotone Mean-Variance Problem with Random Coefficients.

Ying Hu, Xiaomin Shi, Zuo Quan Xu

SIAM J. Financial Math., September, 2023

Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon.

Chonghu Guan, Zuo Quan Xu, Rui Zhou

Math. Oper. Res., February, 2023

2022

Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints.

Xiangyu Wang, Jianming Xia, Zuo Quan Xu, Zhou Yang

SIAM J. Financial Math., September, 2022

Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method.

Na Li, Xun Li, Jing Peng, Zuo Quan Xu

IEEE Trans. Autom. Control., 2022

State-Dependent Temperature Control for Langevin Diffusions.

Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou

SIAM J. Control. Optim., 2022

2020

Dividend optimization for jump-diffusion model with solvency constraints.

Yongwu Li, Zhongfei Li, Shouyang Wang, Zuo Quan Xu

Oper. Res. Lett., 2020

Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty.

Zuo Quan Xu, Fahuai Yi

Math. Oper. Res., 2020

2019

Utility Maximization Under Trading Constraints with Discontinuous Utility.

Baojun Bian, Xinfu Chen, Zuo Quan Xu

SIAM J. Financial Math., 2019

2016

A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim.

Danlin Hou, Zuo Quan Xu

SIAM J. Financial Math., 2016

Continuous-time Markowitz's model with constraints on wealth and portfolio.

Xun Li, Zuo Quan Xu

Oper. Res. Lett., 2016

2014

Investment under duality risk measure.

Zuo Quan Xu

Eur. J. Oper. Res., 2014

2010

Continuous-Time Markowitz's Model with Transaction Costs.

Min Dai, Zuo Quan Xu, Xun Yu Zhou

SIAM J. Financial Math., 2010