Concepedia

Li Chen

LC

18

Publications

706

Citations

14

H-Index

2004

Active since

Affiliations

China University of Mining and Technology(Current)

Shandong University

Princeton University

Li Chen is an author at China University of Mining and Technology specializing in engineering, systems engineering, and stochastic analysis.

Top concepts

EngineeringSystems EngineeringBusinessStochastic AnalysisStochastic CalculusFinanceProcess ControlMathematical ProgrammingEconomicsProbability

Publications per year

2004–2024

18

Publications

18

Maximum principle for the stochastic optimal control problem with delay and application

Li Chen, Zhen Wu · Automatica · 2010 · 229 citations

Mathematical Programming, Time Delay System, Engineering +6

QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES

Li Chen, Damir Filipović, H. Vincent Poor · Mathematical Finance · 2004 · 109 citations · Full text

Term Structure Model, Engineering, Stochastic Analysis +20

Delayed Stochastic Linear‐Quadratic Control Problem and Related Applications

Li Chen, Zhen Wu, Zhiyong Yu · Journal of Applied Mathematics · 2012 · 44 citations · Full text

Time Delay System, Engineering, Optimal Feedback Regulator +7

Can China’s Carbon Emissions Trading System Achieve the Synergistic Effect of Carbon Reduction and Pollution Control?

Li Chen, Di Wang, Ruyi Shi · International Journal of Environmental Research and Public Health · 2022 · 40 citations · Full text

Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays

Li Chen, Zhiyong Yu · IEEE Transactions on Automatic Control · 2014 · 39 citations

Differential Game, Stochastic Game, Game Theory +8

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