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Xiaojuan Li
Institution:
Qilu Normal University
Observed institutions:
Shandong University,
Qilu Normal University
ORCID:
0000-0002-7468-384X
Observed ORCID:
0000-0002-7468-384X
OpenAlex ID:
A5042501006
Maximum Principle for Stochastic Optimal Control Problem under Convex Expectation
2025
·
Xiaojuan Li
, Mingshang Hu
·
SIAM Journal on Control and Optimization
·
4
PDF
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty
2023
·
Xiaojuan Li
·
Optimal Control Applications and Methods
·
3
PDF
Limit theorems under nonlinear expectations dominated by sublinear expectations
2026
·
Xiaojuan Li
, Mingshang Hu
·
Bulletin des Sciences Mathématiques
·
1
PDF
Inequalities for independent random vectors under sublinear expectations
2026
·
Xiaojuan Li
, Mingshang Hu
·
Electronic Communications in Probability
·
1
PDF
Dynamic programming principle for stochastic optimal control problem under degenerate G -expectation
2024
·
Xiaojuan Li
·
Systems & Control Letters
·
1
PDF
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Works count:
5
Citation count:
10
H-index:
2
I10-index:
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