X.Y. Zhou

1.7k total citations · 1 hit paper
13 papers, 1.1k citations indexed

About

X.Y. Zhou is a scholar working on Finance, Computational Theory and Mathematics and Management Science and Operations Research. According to data from OpenAlex, X.Y. Zhou has authored 13 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 5 papers in Finance, 5 papers in Computational Theory and Mathematics and 5 papers in Management Science and Operations Research. Recurrent topics in X.Y. Zhou's work include Stochastic processes and financial applications (5 papers), Risk and Portfolio Optimization (3 papers) and Optimization and Variational Analysis (2 papers). X.Y. Zhou is often cited by papers focused on Stochastic processes and financial applications (5 papers), Risk and Portfolio Optimization (3 papers) and Optimization and Variational Analysis (2 papers). X.Y. Zhou collaborates with scholars based in Hong Kong, United States and Canada. X.Y. Zhou's co-authors include Duan Li, George Yin, Xia Chen, Mustapha Ait Rami, Michael Taksar, Tahir Choulli, Suresh Sethi, Hanqing Jin and Ying Hu and has published in prestigious journals such as IEEE Transactions on Automatic Control, Systems & Control Letters and SIAM Journal on Control and Optimization.

In The Last Decade

X.Y. Zhou

11 papers receiving 1.1k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

2000 704 citations X.Y. Zhou, Duan Li Applied Mathematics & Optimization profile →

Peers

X.Y. Zhou

FINAN

MSOR

DEMOG

EE

CSE

Huyên Pham France

M.C. Quenez France

Monique Jeanblanc France

Michael Kupper Germany

Bruno Bouchard France

Zengjing Chen China

Ulrich Rieder Germany

Tomasz R. Bielecki United States

Tomas Björk Sweden

Marek Musiela Australia

Huyên Pham France

X.Y. Zhou

916 ×1.2

FINAN

310 ×0.6

MSOR

176 ×0.5

DEMOG

488 ×1.5

EE

72 ×0.3

CSE

Citations per year, relative to X.Y. Zhou X.Y. Zhou (= 1×) peers Huyên Pham

Countries citing papers authored by X.Y. Zhou

Since Specialization

Citations

This map shows the geographic impact of X.Y. Zhou's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by X.Y. Zhou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites X.Y. Zhou more than expected).

Fields of papers citing papers by X.Y. Zhou

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by X.Y. Zhou. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by X.Y. Zhou. The network helps show where X.Y. Zhou may publish in the future.

Co-authorship network of co-authors of X.Y. Zhou

This figure shows the co-authorship network connecting the top 25 collaborators of X.Y. Zhou. A scholar is included among the top collaborators of X.Y. Zhou based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with X.Y. Zhou. X.Y. Zhou is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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13 of 13 papers shown

1.

Zhou, X.Y., et al.. (2025). Sublinear Regret for a Class of Continuous-Time Linear-Quadratic Reinforcement Learning Problems. SIAM Journal on Control and Optimization. 63(5). 3452–3474. 1 indexed citations

2.

Hu, Ying, Hanqing Jin, & X.Y. Zhou. (2020). Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time. Mathematical Finance. 31(3). 1056–1095.

3.

Zhou, X.Y.. (2005). Maximum principle for optimal controls of stochastic partial differential equations. 2171–2172.

4.

Zhou, X.Y.. (2005). A diffusion model for optimal dividend distribution for a company with constraints on risk control. 85–86. 1 indexed citations

5.

Yin, George & X.Y. Zhou. (2004). Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits. IEEE Transactions on Automatic Control. 49(3). 349–360. 154 indexed citations

6.

Rami, Mustapha Ait, Xia Chen, & X.Y. Zhou. (2003). Discrete-time indefinite LQ control with state and control dependent noises. Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228). 2. 1249–1250. 27 indexed citations

7.

Rami, Mustapha Ait, Xia Chen, & X.Y. Zhou. (2002). Discrete-time Indefinite LQ Control with State and Control Dependent Noises. Journal of Global Optimization. 23(3-4). 245–265. 148 indexed citations

8.

Choulli, Tahir, Michael Taksar, & X.Y. Zhou. (2001). Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction. Quantitative Finance. 1(6). 573–596. 46 indexed citations

9.

Zhou, X.Y. & Duan Li. (2000). Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework. Applied Mathematics & Optimization. 42(1). 19–33. 704 indexed citations breakdown →

10.

Zhou, X.Y., et al.. (1996). Hierarchical production policies in stochastic two-machine flowshops with finite buffers. Journal of Optimization Theory and Applications. 89(3). 681–712. 7 indexed citations

11.

Sethi, Suresh, et al.. (1994). Hierarchical controls in stochastic manufacturing systems with convex costs. Journal of Optimization Theory and Applications. 80(2). 299–317. 17 indexed citations

12.

Zhou, X.Y.. (1991). Remarks on optimal controls of stochastic partial differential equations. Systems & Control Letters. 16(6). 465–472. 2 indexed citations

13.

Zhou, X.Y.. (1990). Maximum principle, dynamic programming, and their connection in deterministic control. Journal of Optimization Theory and Applications. 65(2). 363–373. 40 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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