Li, Wenrui; Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control. (English) Zbl 1525.93320 J. Franklin Inst. 360, No. 16, 11932-11964 (2023). MSC: 93D15 93E15 60G51 93C43 93C30 93C10 PDFBibTeX XMLCite \textit{W. Li} et al., J. Franklin Inst. 360, No. 16, 11932--11964 (2023; Zbl 1525.93320) Full Text: DOI
Li, Wenrui; Fei, Chen; Mei, Chunhui; Fei, Weiyin; Mao, Xuerong Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique. (English) Zbl 1520.93229 Syst. Control Lett. 176, Article ID 105530, 8 p. (2023). MSC: 93C23 60H10 34K50 93E15 60G51 PDFBibTeX XMLCite \textit{W. Li} et al., Syst. Control Lett. 176, Article ID 105530, 8 p. (2023; Zbl 1520.93229) Full Text: DOI
Li, Wenrui; Fei, Weiyin; Liang, Yong; Mao, Xuerong Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy noise. (English) Zbl 1519.93173 IMA J. Math. Control Inf. 40, No. 2, 232-252 (2023). MSC: 93D15 93E15 60G51 93C10 93C30 PDFBibTeX XMLCite \textit{W. Li} et al., IMA J. Math. Control Inf. 40, No. 2, 232--252 (2023; Zbl 1519.93173) Full Text: DOI
Fei, Chen; Fei, Weiyin; Mao, Xuerong A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion. (English) Zbl 1499.60186 Appl. Math. Lett. 136, Article ID 108448, 9 p. (2023). MSC: 60H10 60G65 93E15 PDFBibTeX XMLCite \textit{C. Fei} et al., Appl. Math. Lett. 136, Article ID 108448, 9 p. (2023; Zbl 1499.60186) Full Text: DOI
Mei, Chunhui; Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching. (English) Zbl 07810477 Inf. Sci. 592, 123-136 (2022). MSC: 93D15 93C10 93C23 93E15 34K50 34K40 PDFBibTeX XMLCite \textit{C. Mei} et al., Inf. Sci. 592, 123--136 (2022; Zbl 07810477) Full Text: DOI
Shen, Mingxuan; Fei, Chen; Fei, Weiyin; Mao, Xuerong; Mei, Chunhui Delay-dependent stability of highly nonlinear neutral stochastic functional differential equations. (English) Zbl 07780789 Int. J. Robust Nonlinear Control 32, No. 18, 9957-9976 (2022). MSC: 93D23 93E15 93C43 93C10 93C23 34K50 PDFBibTeX XMLCite \textit{M. Shen} et al., Int. J. Robust Nonlinear Control 32, No. 18, 9957--9976 (2022; Zbl 07780789) Full Text: DOI
Li, Yuyuan; Fei, Weiyin; Deng, Shounian Delay feedback stabilisation of stochastic differential equations driven by \(G\)-Brownian motion. (English) Zbl 1500.93093 Int. J. Control 95, No. 9, 2499-2509 (2022). MSC: 93D15 93D23 93C43 93C15 60H10 60G65 PDFBibTeX XMLCite \textit{Y. Li} et al., Int. J. Control 95, No. 9, 2499--2509 (2022; Zbl 1500.93093) Full Text: DOI
Fei, Chen; Fei, Weiyin; Mao, Xuerong; Yan, Litan Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. (English) Zbl 1491.93100 J. Franklin Inst. 359, No. 9, 4366-4392 (2022). MSC: 93D20 93E15 93C43 93C23 34K50 93C10 60G65 PDFBibTeX XMLCite \textit{C. Fei} et al., J. Franklin Inst. 359, No. 9, 4366--4392 (2022; Zbl 1491.93100) Full Text: DOI arXiv
Liu, Hongjian; Wang, Zidong; Fei, Weiyin; Li, Jiahui; Alsaadi, Fuad E. On finite-horizon \(H_\infty\) state estimation for discrete-time delayed memristive neural networks under stochastic communication protocol. (English) Zbl 1485.93568 Inf. Sci. 555, 280-292 (2021). MSC: 93E10 93B36 93C55 93B70 PDFBibTeX XMLCite \textit{H. Liu} et al., Inf. Sci. 555, 280--292 (2021; Zbl 1485.93568) Full Text: DOI
Mei, Chunhui; Fei, Chen; Fei, Weiyin; Mao, Xuerong Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay. (English) Zbl 1483.93527 Nonlinear Anal., Hybrid Syst. 40, Article ID 101026, 18 p. (2021). Reviewer: Cristina Pignotti (L’Aquila) MSC: 93D23 93D15 93E15 93C30 93C10 93C23 34K50 PDFBibTeX XMLCite \textit{C. Mei} et al., Nonlinear Anal., Hybrid Syst. 40, Article ID 101026, 18 p. (2021; Zbl 1483.93527) Full Text: DOI Link
Liu, Hongjian; Wang, Zidong; Fei, Weiyin; Li, Jiahui \(H_\infty\) and \(l_2\)-\(l_\infty\) state estimation for delayed memristive neural networks on finite horizon: the round-robin protocol. (English) Zbl 1478.93151 Neural Netw. 132, 121-130 (2020). MSC: 93B36 93B70 93C43 PDFBibTeX XMLCite \textit{H. Liu} et al., Neural Netw. 132, 121--130 (2020; Zbl 1478.93151) Full Text: DOI
Li, Jiahui; Wang, Zidong; Dong, Hongli; Fei, Weiyin Delay-distribution-dependent state estimation for neural networks under stochastic communication protocol with uncertain transition probabilities. (English) Zbl 1478.93679 Neural Netw. 130, 143-151 (2020). MSC: 93E10 93B70 93C43 60J28 PDFBibTeX XMLCite \textit{J. Li} et al., Neural Netw. 130, 143--151 (2020; Zbl 1478.93679) Full Text: DOI
Fei, Chen; Fei, Weiyin; Mao, Xuerong; Xia, Dengfeng; Yan, Litan Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. (English) Zbl 07256402 IEEE Trans. Autom. Control 65, No. 7, 2899-2912 (2020). MSC: 93-XX PDFBibTeX XMLCite \textit{C. Fei} et al., IEEE Trans. Autom. Control 65, No. 7, 2899--2912 (2020; Zbl 07256402) Full Text: DOI
Shen, Mingxuan; Fei, Chen; Fei, Weiyin; Mao, Xuerong Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations. (English) Zbl 1441.93221 Syst. Control Lett. 137, Article ID 104645, 8 p. (2020). MSC: 93D15 93E15 93D20 93C43 93C10 93C15 60H10 PDFBibTeX XMLCite \textit{M. Shen} et al., Syst. Control Lett. 137, Article ID 104645, 8 p. (2020; Zbl 1441.93221) Full Text: DOI Link
Fei, Chen; Fei, Weiyin; Mao, Xuerong; Shen, Mingxuan; Yan, Litan Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations. (English) Zbl 1459.60122 J. Appl. Anal. Comput. 9, No. 3, 1053-1070 (2019). MSC: 60H10 34K20 93E15 PDFBibTeX XMLCite \textit{C. Fei} et al., J. Appl. Anal. Comput. 9, No. 3, 1053--1070 (2019; Zbl 1459.60122) Full Text: DOI
Fei, Chen; Fei, Wei-yin; Yan, Li-tan Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. (English) Zbl 1438.60071 Appl. Math., Ser. B (Engl. Ed.) 34, No. 2, 184-204 (2019). MSC: 60H10 93E15 PDFBibTeX XMLCite \textit{C. Fei} et al., Appl. Math., Ser. B (Engl. Ed.) 34, No. 2, 184--204 (2019; Zbl 1438.60071) Full Text: DOI
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems. (English) Zbl 1410.93135 Int. J. Robust Nonlinear Control 29, No. 5, 1201-1215 (2019). MSC: 93E15 93C15 93D20 93C30 93C10 60J75 PDFBibTeX XMLCite \textit{W. Fei} et al., Int. J. Robust Nonlinear Control 29, No. 5, 1201--1215 (2019; Zbl 1410.93135) Full Text: DOI Link
Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan Stability of highly nonlinear hybrid stochastic integro-differential delay equations. (English) Zbl 1409.45007 Nonlinear Anal., Hybrid Syst. 31, 180-199 (2019). MSC: 45J05 34K50 34K20 60H20 60J27 93D20 PDFBibTeX XMLCite \textit{C. Fei} et al., Nonlinear Anal., Hybrid Syst. 31, 180--199 (2019; Zbl 1409.45007) Full Text: DOI Link
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan Structured robust stability and boundedness of nonlinear hybrid delay systems. (English) Zbl 1394.93343 SIAM J. Control Optim. 56, No. 4, 2662-2689 (2018). Reviewer: Nikolaos Halidias (Athens) MSC: 93E15 60H10 60J10 92D25 PDFBibTeX XMLCite \textit{W. Fei} et al., SIAM J. Control Optim. 56, No. 4, 2662--2689 (2018; Zbl 1394.93343) Full Text: DOI
Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Liang, Yong Stability of highly nonlinear neutral stochastic differential delay equations. (English) Zbl 1390.93843 Syst. Control Lett. 115, 1-8 (2018). MSC: 93E15 93C10 93D20 60J75 60H10 PDFBibTeX XMLCite \textit{M. Shen} et al., Syst. Control Lett. 115, 1--8 (2018; Zbl 1390.93843) Full Text: DOI Link
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan Delay dependent stability of highly nonlinear hybrid stochastic systems. (English) Zbl 1376.93115 Automatica 82, 165-170 (2017). MSC: 93E15 93E03 93C10 93B36 PDFBibTeX XMLCite \textit{W. Fei} et al., Automatica 82, 165--170 (2017; Zbl 1376.93115) Full Text: DOI
Fei, Weiyin; Gao, Guiyun; Liang, Yong On study of foreign direct investment with inflation under ambiguity. (Chinese. English summary) Zbl 1363.91128 J. Math., Wuhan Univ. 36, No. 3, 598-608 (2016). MSC: 91G50 91G80 93E20 PDFBibTeX XMLCite \textit{W. Fei} et al., J. Math., Wuhan Univ. 36, No. 3, 598--608 (2016; Zbl 1363.91128)
Fei, Weiyin; Lu, Qinyun; Hu, Huimin; Xia, Dengfeng Dynamic asset allocation with event risk under inflation. (Chinese. English summary) Zbl 1363.91083 Chin. J. Eng. Math. 33, No. 3, 234-242 (2016). MSC: 91G10 90C39 93E20 PDFBibTeX XMLCite \textit{W. Fei} et al., Chin. J. Eng. Math. 33, No. 3, 234--242 (2016; Zbl 1363.91083) Full Text: DOI
Fei, Weiyin; Zhu, Taotao; Fei, Chen Optimal portfolio of hedge funds with high water marks under Knightian uncertainty. (Chinese. English summary) Zbl 1349.91243 Chin. J. Eng. Math. 32, No. 6, 823-834 (2015). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{W. Fei} et al., Chin. J. Eng. Math. 32, No. 6, 823--834 (2015; Zbl 1349.91243) Full Text: DOI
Fei, Chen; Fei, Weiyin Optimal control of Markovian switching systems with applications to portfolio decisions under inflation. (English) Zbl 1340.93210 Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 2, 439-458 (2015). MSC: 93E20 60J27 90C39 91G10 91G80 PDFBibTeX XMLCite \textit{C. Fei} and \textit{W. Fei}, Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 2, 439--458 (2015; Zbl 1340.93210) Full Text: DOI
Liu, Hongjian; Fei, Weiyin The LaSalle-type theorems for uncertain delay differential equations. (Chinese. English summary) Zbl 1503.93048 Math. Theory Appl. 34, No. 4, 41-54 (2014). MSC: 93E15 PDFBibTeX XMLCite \textit{H. Liu} and \textit{W. Fei}, Math. Theory Appl. 34, No. 4, 41--54 (2014; Zbl 1503.93048)
Fei, Weiyin Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions. (English) Zbl 1331.93224 Cybern. Syst. 45, No. 1, 69-88 (2014). MSC: 93E20 91G10 60H10 PDFBibTeX XMLCite \textit{W. Fei}, Cybern. Syst. 45, No. 1, 69--88 (2014; Zbl 1331.93224) Full Text: DOI arXiv
Yu, Minxiu; Fei, Weiyin; Xia, Dengfeng Optimal consumption and portfolio with ambiguity to Markovian switching. (Chinese. English summary) Zbl 1313.91160 Chin. J. Appl. Probab. Stat. 30, No. 4, 353-371 (2014). MSC: 91G10 62P05 60G48 60J75 93E20 PDFBibTeX XMLCite \textit{M. Yu} et al., Chin. J. Appl. Probab. Stat. 30, No. 4, 353--371 (2014; Zbl 1313.91160) Full Text: DOI
Liu, Hongjian; Fei, Weiyin; Zu, Fen; Wang, Rujin On study of optimal consumption and portfolio with model uncertainty of stock price volatility. (Chinese. English summary) Zbl 1313.91147 Chin. J. Eng. Math. 31, No. 1, 35-43 (2014). MSC: 91G10 91G80 93E20 PDFBibTeX XMLCite \textit{H. Liu} et al., Chin. J. Eng. Math. 31, No. 1, 35--43 (2014; Zbl 1313.91147) Full Text: DOI
Shi, Xueqin; Fei, Weiyin; Hu, Huimin; Bao, Pinjuan On optimal investment strategy of pension funds with a minimum guarantee under Knightian uncertainty. (Chinese. English summary) Zbl 1313.91155 J. Univ. Sci. Technol. China 44, No. 3, 188-193, 226 (2014). MSC: 91G10 91G80 93E20 PDFBibTeX XMLCite \textit{X. Shi} et al., J. Univ. Sci. Technol. China 44, No. 3, 188--193, 226 (2014; Zbl 1313.91155) Full Text: DOI
Fei, Weiyin; Liu, Hongjian; Zhang, Wei On solutions to fuzzy stochastic differential equations with local martingales. (English) Zbl 1285.93088 Syst. Control Lett. 65, 96-105 (2014). MSC: 93E03 93C30 60H10 PDFBibTeX XMLCite \textit{W. Fei} et al., Syst. Control Lett. 65, 96--105 (2014; Zbl 1285.93088) Full Text: DOI
Fei, Weiyin Optimal consumption and portfolio under inflation and Markovian switching. (English) Zbl 1285.91117 Stochastics 85, No. 2, 272-285 (2013). MSC: 91G10 60H10 93E20 PDFBibTeX XMLCite \textit{W. Fei}, Stochastics 85, No. 2, 272--285 (2013; Zbl 1285.91117) Full Text: DOI
Li, Juan; Fei, Weiyin; Shi, Xueqin; Li, Yu Optimal trading strategy under disordered asset return and partial information. (Chinese. English summary) Zbl 1265.91145 J. Math., Wuhan Univ. 32, No. 4, 693-700 (2012). MSC: 91G10 93C41 93E20 60H30 PDFBibTeX XMLCite \textit{J. Li} et al., J. Math., Wuhan Univ. 32, No. 4, 693--700 (2012; Zbl 1265.91145)
Ding, De Rui; Fei, Wei Yin; Liang, Yan Robust \(H_\infty\) control for an uncertain nonlinear system with multi-constraint. (English) Zbl 1332.93104 Fuzzy Syst. Math. 24, No. 2, 146-151 (2010). MSC: 93B36 93C42 PDFBibTeX XMLCite \textit{D. R. Ding} et al., Fuzzy Syst. Math. 24, No. 2, 146--151 (2010; Zbl 1332.93104)
Ding, Derui; Fei, Weiyin; Liang, Yan Reliable control of uncertain stochastic systems based on the mean square exponential stability. (Chinese. English summary) Zbl 1240.93345 Chin. J. Eng. Math. 27, No. 5, 889-893 (2010). MSC: 93E15 93D20 93B52 PDFBibTeX XMLCite \textit{D. Ding} et al., Chin. J. Eng. Math. 27, No. 5, 889--893 (2010; Zbl 1240.93345)
Ding, Derui; Fei, Weiyin; Liang, Yan Reliable control of uncertain stochastic systems based on almost sure exponential stability. (Chinese. English summary) Zbl 1224.93123 Math. Appl. 23, No. 1, 71-75 (2010). MSC: 93E15 93E03 93B51 93B52 PDFBibTeX XMLCite \textit{D. Ding} et al., Math. Appl. 23, No. 1, 71--75 (2010; Zbl 1224.93123)
Fei, Weiyin Regularity and stopping theorem for fuzzy martingales with continuous parameters. (English) Zbl 1092.60019 Inf. Sci. 169, No. 1-2, 175-187 (2005). Reviewer: Neculai Curteanu (Iaşi) MSC: 60G48 60G44 60Gxx 62L15 62L20 90C70 93C42 91B28 PDFBibTeX XMLCite \textit{W. Fei}, Inf. Sci. 169, No. 1--2, 175--187 (2005; Zbl 1092.60019) Full Text: DOI
Fei, Weiyin; Wu, Rangquan Optimization of utility for “larger investor” with anticipation. (English) Zbl 1050.91042 Stochastic Anal. Appl. 21, No. 2, 329-358 (2003). Reviewer: Klaus Schürger (Bonn) MSC: 91B28 93E20 60H30 60G44 91B38 91B44 PDFBibTeX XMLCite \textit{W. Fei} and \textit{R. Wu}, Stochastic Anal. Appl. 21, No. 2, 329--358 (2003; Zbl 1050.91042) Full Text: DOI
Fei, Weiyin; Wu, Rangquan Anticipative portfolio optimization under constraints and a higher interest rate for borrowing. (English) Zbl 1012.91021 Stochastic Anal. Appl. 20, No. 2, 311-345 (2002). Reviewer: José Lúis Fernandez Perez (Madrid) MSC: 91G80 91G10 93E20 60G44 PDFBibTeX XMLCite \textit{W. Fei} and \textit{R. Wu}, Stochastic Anal. Appl. 20, No. 2, 311--345 (2002; Zbl 1012.91021) Full Text: DOI
Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu Optimal consumption choices with anticipation: Methods of martingale. (English) Zbl 0992.91049 J. Math., Wuhan Univ. 21, No. 2, 137-144 (2001). MSC: 91B28 93E20 60H30 PDFBibTeX XMLCite \textit{W. Fei} et al., J. Math., Wuhan Univ. 21, No. 2, 137--144 (2001; Zbl 0992.91049)
Fei, Weiyin; Wu, Rangquan A comparison theorem on constrained viscosity solutions of a HJB equation. (Chinese. English summary) Zbl 1031.93161 J. Syst. Sci. Math. Sci. 21, No. 2, 198-203 (2001). Reviewer: Wu Chengxun (Shanghai) MSC: 93E20 49L25 PDFBibTeX XMLCite \textit{W. Fei} and \textit{R. Wu}, J. Syst. Sci. Math. Sci. 21, No. 2, 198--203 (2001; Zbl 1031.93161)
Fei, Weiyin; Wu, Rangqun Study of consumption investment policies allowing borrowing. (Chinese. English summary) Zbl 1037.91526 Math. Appl. 13, No. 2, 14-16 (2000). MSC: 91B28 91B42 93E20 PDFBibTeX XMLCite \textit{W. Fei} and \textit{R. Wu}, Math. Appl. 13, No. 2, 14--16 (2000; Zbl 1037.91526)
Fei, Weiyin Study of constrained portfolio model on optimization of utility from terminal wealth. (Chinese. English summary) Zbl 1051.91029 Chin. J. Appl. Probab. Stat. 16, No. 3, 249-254 (2000). MSC: 91B28 93E20 PDFBibTeX XMLCite \textit{W. Fei}, Chin. J. Appl. Probab. Stat. 16, No. 3, 249--254 (2000; Zbl 1051.91029)
Fei, Weiyin; Wu, Rangquan Optimal investment consumption model with a higher interest rate for borrowing. (English) Zbl 0971.91025 Appl. Math., Ser. B (Engl. Ed.) 15, No. 3, 350-358 (2000). Reviewer: Yu.S.Mishura (Kyïv) MSC: 91B28 93E20 49N15 60H30 PDFBibTeX XMLCite \textit{W. Fei} and \textit{R. Wu}, Appl. Math., Ser. B (Engl. Ed.) 15, No. 3, 350--358 (2000; Zbl 0971.91025) Full Text: DOI