| Optimal consumption with reference to past spending maximum S Deng, X Li, H Pham, X Yu Finance and Stochastics 26, 217-266, 2022 | 38 | 2022 |
| Utility maximization with addictive consumption habit formation in incomplete semimartingale markets X Yu The Annals of Applied Probability 25 (3), 1383-1419, 2015 | 35 | 2015 |
| Optimal stopping under model ambiguity: A time‐consistent equilibrium approach YJ Huang, X Yu Mathematical Finance 31 (3), 979-1012, 2021 | 33 | 2021 |
| On dynamic programming principle for stochastic control under expectation constraints YL Chow, X Yu, C Zhou Journal of Optimization Theory and Applications 185 (3), 803-818, 2020 | 28 | 2020 |
| On the bail-out optimal dividend problem JL Pérez, K Yamazaki, X Yu Journal of Optimization Theory and Applications 179 (2), 553-568, 2018 | 28 | 2018 |
| Optimal Tracking Portfolio with A Ratcheting Capital Benchmark L Bo, H Liao, X Yu SIAM Journal on Control and Optimization 59 (3), 2346-2380, 2021 | 24 | 2021 |
| On the bail-out dividend problem for spectrally negative Markov additive models K Noba, JL Pérez, X Yu SIAM Journal on Control and Optimization 58 (2), 1049–1076, 2020 | 22 | 2020 |
| Optimal consumption under habit formation in markets with transaction costs and random endowments X Yu The Annals of Applied Probability 27 (2), 960-1002, 2017 | 22 | 2017 |
| Continuous-time q-learning for mean-field control problems X Wei, X Yu Applied Mathematics & Optimization 91 (1), 10, 2025 | 18* | 2025 |
| Mean Field Game of Optimal Relative Investment with Jump Risk L Bo, S Wang, X Yu Science China Mathematics 67, 1159-1188, 2024 | 17* | 2024 |
| Optimal Consumption and Life Insurance Under Shortfall Aversion and a Drawdown Constraint X Li, X Yu, Q Zhang Insurance: Mathematics and Economics 108, 25-45, 2023 | 16 | 2023 |
| Risk Sensitive Portfolio Optimization with Default Contagion and Regime-switching L Bo, H Liao, X Yu SIAM Journal on Control and Optimization 57 (1), 366-401, 2019 | 15 | 2019 |
| Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum X Li, X Yu, Q Zhang SIAM Journal on Financial Mathematics 15 (1), 121-160, 2024 | 14 | 2024 |
| On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy W Wang, X Yu, X Zhou Applied Mathematics & Optimization 89 (1), 2024 | 14 | 2024 |
| On the market viability under proportional transaction costs E Bayraktar, X Yu Mathematical Finance 28 (3), 800-838, 2018 | 14 | 2018 |
| Teamwise Mean Field Competitions X Yu, Y Zhang, Z Zhou Applied Mathematics & Optimization 84, 903-942, 2021 | 13 | 2021 |
| Optimal Dividend Strategy for an Insurance Group with Contagious Default Risk Z Jin, H Liao, Y Yang, X Yu Scandinavian Actuarial Journal 2021 (4), 335-361, 2021 | 13 | 2021 |
| Utility maximization with proportional transaction costs under model uncertainty S Deng, X Tan, X Yu Mathematics of Operations Research 45 (4), 1210-1236, 2020 | 12 | 2020 |
| Risk-sensitive credit portfolio optimization under partial information and contagion risk L Bo, H Liao, X Yu The Annals of Applied Probability 32 (4), 2355-2399, 2022 | 11 | 2022 |
| Optimal Entry and Consumption under Habit Formation Y Yang, X Yu Advances in Applied Probability 54 (2), 433-459, 2022 | 11 | 2022 |
Lijun BoProfessor, School of Mathematics and Statistics, Xidian UniversityVerified email at ustc.edu.cn
