Edit Profile Fei, Weiyin Compute Distance To: Compute Author ID: fei.weiyin Published as: Fei, W.; Fei, Wei Yin; Fei, Wei-Yin; Fei, Wei-yin; Fei, Weiyin Documents Indexed: 87 Publications since 1991 all top 5 Co-Authors 20 single-authored 15 Fei, Chen 15 Xia, Dengfeng 13 Mao, Xuerong 9 Liang, Yong 8 Wu, Rangquan 7 Liu, Hongjian 7 Shen, Mingxuan 6 Yan, Litan 4 Deng, Shounian 4 Hu, Liangjian 4 Li, Yu 4 Shi, Xueqin 3 Ding, Derui 3 Li, Juan 3 Liang, Yan 3 Yu, Minxiu 2 Gao, Guiyun 2 Hu, Huimin 2 Liu, Peng 2 Lü, Huiying 2 Pan, Lei 2 Zhu, Yongwang 1 Bao, Pinjuan 1 Cai, Zhenqiu 1 Chen, Chao 1 Chen, Yahao 1 Du, Hongjun 1 Jiang, Kui 1 Ke, Hua 1 Li, Shuai 1 Li, Yunhe 1 Liu, Wei 1 Lu, Qinyun 1 Luo, Xu 1 Lv, Huiying 1 Shao, Shihuang 1 Su, Kai 1 Tang, Shibing 1 Wang, Kunlun 1 Wang, Rujin 1 Wu, Rangqun 1 Zhang, Shuguang 1 Zhang, Wei 1 Zheng, Anman 1 Zhou, Shaofu 1 Zhu, Qiming 1 Zhu, Taotao 1 Zu, Fen all top 5 Serials 6 Journal of Mathematics. Wuhan University 6 Chinese Journal of Applied Probability and Statistics 5 Applied Mathematics. Series B (English Edition) 5 Chinese Journal of Engineering Mathematics 4 Stochastic Analysis and Applications 4 Journal of Systems Engineering 4 Journal of Nanjing University of Information Science and Technology. Natural Science Edition 3 Information Sciences 3 Systems & Control Letters 3 Mathematica Applicata 3 Journal of University of Science and Technology of China 2 Journal of Computational and Applied Mathematics 2 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Automatica 1 Fuzzy Sets and Systems 1 IEEE Transactions on Automatic Control 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Control and Optimization 1 Cybernetics and Systems 1 Acta Mathematicae Applicatae Sinica 1 Journal of Mathematical Research & Exposition 1 Chinese Annals of Mathematics. Series A 1 Journal of Engineering Mathematics (Xi’an) 1 Applied Numerical Mathematics 1 Journal of Systems Science and Mathematical Sciences 1 Acta Mathematicae Applicatae Sinica. English Series 1 Annals of Differential Equations 1 Applied Mathematics Letters 1 Dynamic Systems and Applications 1 International Journal of Robust and Nonlinear Control 1 Applied Mathematics. Series A (Chinese Edition) 1 Pure and Applied Mathematics 1 Mathematical Problems in Engineering 1 Journal of Anhui Normal University. Natural Science 1 Abstract and Applied Analysis 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Stochastic Models 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Communications on Pure and Applied Analysis 1 Fuzzy Optimization and Decision Making 1 Stochastics 1 Acta Mathematica Sinica. Chinese Series 1 Nonlinear Analysis. Hybrid Systems 1 Communication on Applied Mathematics and Computation 1 Fuzzy Systems and Mathematics 1 Operations Research Transactions 1 Journal of Applied Analysis and Computation 1 Journal of the Operations Research Society of China all top 5 Fields 57 Probability theory and stochastic processes (60-XX) 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Systems theory; control (93-XX) 8 Ordinary differential equations (34-XX) 7 Statistics (62-XX) 6 Operations research, mathematical programming (90-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 2 Real functions (26-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 38 Publications have been cited 208 times in 129 Documents Cited by ▼ Year ▼ Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1129.60063Fei, Weiyin 38 2007 Almost sure stability for uncertain differential equation. Zbl 1449.60118Liu, Hongjian; Ke, Hua; Fei, Weiyin 15 2014 Delay dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1376.93115Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 14 2017 Stability of highly nonlinear neutral stochastic differential delay equations. Zbl 1390.93843Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Liang, Yong 11 2018 Optimal consumption and portfolio choice with ambiguity and anticipation. Zbl 1305.91216Fei, Weiyin 11 2007 Doob’s stopping theorem for fuzzy (super, sub) martingales with discrete time. Zbl 1020.60035Fei, Weiyin; Wu, Rangquan; Shao, Shihuang 8 2003 Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan 7 2019 Solutions to BSDEs driven by both standard and fractional Brownian motions. Zbl 1329.60180Fei, Weiyin; Xia, Dengfeng; Zhang, Shuguang 7 2013 A generalization of Bihari’s inequality and fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1149.26038Fei, Weiyin 7 2007 Doob’s decomposition theorem for fuzzy (super) submartingales. Zbl 1056.60041Fei, Weiyin; Wu, Rangquan 7 2004 Structured robust stability and boundedness of nonlinear hybrid delay systems. Zbl 1394.93343Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 6 2018 Regularity and stopping theorem for fuzzy martingales with continuous parameters. Zbl 1092.60019Fei, Weiyin 6 2005 On solutions to fuzzy stochastic differential equations with local martingales. Zbl 1285.93088Fei, Weiyin; Liu, Hongjian; Zhang, Wei 5 2014 On solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition. Zbl 1306.37053Fei, Weiyin; Xia, Dengfeng 5 2013 Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition. Zbl 1255.60093Fei, Weiyin 5 2013 Optimal portfolio choice based on \(\alpha \)-MEU under ambiguity. Zbl 1170.91380Fei, Weiyin 5 2009 Anticipative portfolio optimization under constraints and a higher interest rate for borrowing. Zbl 1012.91021Fei, Weiyin; Wu, Rangquan 5 2002 The truncated EM method for stochastic differential equations with Poisson jumps. Zbl 1426.60070Deng, Shounian; Fei, Weiyin; Liu, Wei; Mao, Xuerong 4 2019 On the theory of (dual) projection for fuzzy stochastic processes. Zbl 1072.60029Fei, Weiyin 4 2005 Optimization of utility for “larger investor” with anticipation. Zbl 1050.91042Fei, Weiyin; Wu, Rangquan 4 2003 Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method. Zbl 1425.34090Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 3 2019 Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1438.60071Fei, Chen; Fei, Wei-yin; Yan, Li-tan 3 2019 Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1410.93135Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 3 2019 Optimal consumption and portfolio under inflation and Markovian switching. Zbl 1285.91117Fei, Weiyin 3 2013 Optimal investment consumption model with a higher interest rate for borrowing. Zbl 0971.91025Fei, Weiyin; Wu, Rangquan 3 2000 Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. Zbl 07256402Fei, Chen; Fei, Weiyin; Mao, Xuerong; Xia, Dengfeng; Yan, Litan 2 2020 Advances in the truncated Euler-Maruyama method for stochastic differential delay equations. Zbl 07195130Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Xia, Dengfeng 2 2020 Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay. Zbl 1415.92147Deng, Shounian; Fei, Weiyin; Liang, Yong; Mao, Xuerong 2 2019 Optimal control of Markovian switching systems with applications to portfolio decisions under inflation. Zbl 1340.93210Fei, Chen; Fei, Weiyin 2 2015 Study of constrained portfolio model on optimization of utility from terminal wealth. Zbl 1051.91029Fei, Weiyin 2 2000 A new sequential design based on the Robbins-Monro procedure. Zbl 0743.62076Moser, B. K.; Fei, W. 2 1991 Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions. Zbl 1331.93224Fei, Weiyin 1 2014 On existence and uniqueness of solutions to uncertain backward stochastic differential equations. Zbl 1313.60099Fei, Weiyin 1 2014 Stochastic set differential equations driven by a local martingale under the non-Lipschitzian condition. Zbl 1299.60064Fei, Weiyin; Liang, Yong 1 2013 An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty. Zbl 1289.91109Fei, Weiyin; Chen, Chao; Liang, Yong 1 2013 Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity. Zbl 1289.91147Fei, Weiyin 1 2012 Study on the insurer’s solvency ratio model under a jump diffusion process. Zbl 1240.91075Xia, Dengfeng; Fei, Weiyin; Liu, Hongjian 1 2011 Optimal consumption choices with anticipation: Methods of martingale. Zbl 0992.91049Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu 1 2001 Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. Zbl 07256402Fei, Chen; Fei, Weiyin; Mao, Xuerong; Xia, Dengfeng; Yan, Litan 2 2020 Advances in the truncated Euler-Maruyama method for stochastic differential delay equations. Zbl 07195130Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Xia, Dengfeng 2 2020 Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan 7 2019 The truncated EM method for stochastic differential equations with Poisson jumps. Zbl 1426.60070Deng, Shounian; Fei, Weiyin; Liu, Wei; Mao, Xuerong 4 2019 Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method. Zbl 1425.34090Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 3 2019 Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1438.60071Fei, Chen; Fei, Wei-yin; Yan, Li-tan 3 2019 Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1410.93135Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 3 2019 Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay. Zbl 1415.92147Deng, Shounian; Fei, Weiyin; Liang, Yong; Mao, Xuerong 2 2019 Stability of highly nonlinear neutral stochastic differential delay equations. Zbl 1390.93843Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Liang, Yong 11 2018 Structured robust stability and boundedness of nonlinear hybrid delay systems. Zbl 1394.93343Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 6 2018 Delay dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1376.93115Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 14 2017 Optimal control of Markovian switching systems with applications to portfolio decisions under inflation. Zbl 1340.93210Fei, Chen; Fei, Weiyin 2 2015 Almost sure stability for uncertain differential equation. Zbl 1449.60118Liu, Hongjian; Ke, Hua; Fei, Weiyin 15 2014 On solutions to fuzzy stochastic differential equations with local martingales. Zbl 1285.93088Fei, Weiyin; Liu, Hongjian; Zhang, Wei 5 2014 Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions. Zbl 1331.93224Fei, Weiyin 1 2014 On existence and uniqueness of solutions to uncertain backward stochastic differential equations. Zbl 1313.60099Fei, Weiyin 1 2014 Solutions to BSDEs driven by both standard and fractional Brownian motions. Zbl 1329.60180Fei, Weiyin; Xia, Dengfeng; Zhang, Shuguang 7 2013 On solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition. Zbl 1306.37053Fei, Weiyin; Xia, Dengfeng 5 2013 Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition. Zbl 1255.60093Fei, Weiyin 5 2013 Optimal consumption and portfolio under inflation and Markovian switching. Zbl 1285.91117Fei, Weiyin 3 2013 Stochastic set differential equations driven by a local martingale under the non-Lipschitzian condition. Zbl 1299.60064Fei, Weiyin; Liang, Yong 1 2013 An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty. Zbl 1289.91109Fei, Weiyin; Chen, Chao; Liang, Yong 1 2013 Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity. Zbl 1289.91147Fei, Weiyin 1 2012 Study on the insurer’s solvency ratio model under a jump diffusion process. Zbl 1240.91075Xia, Dengfeng; Fei, Weiyin; Liu, Hongjian 1 2011 Optimal portfolio choice based on \(\alpha \)-MEU under ambiguity. Zbl 1170.91380Fei, Weiyin 5 2009 Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1129.60063Fei, Weiyin 38 2007 Optimal consumption and portfolio choice with ambiguity and anticipation. Zbl 1305.91216Fei, Weiyin 11 2007 A generalization of Bihari’s inequality and fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1149.26038Fei, Weiyin 7 2007 Regularity and stopping theorem for fuzzy martingales with continuous parameters. Zbl 1092.60019Fei, Weiyin 6 2005 On the theory of (dual) projection for fuzzy stochastic processes. Zbl 1072.60029Fei, Weiyin 4 2005 Doob’s decomposition theorem for fuzzy (super) submartingales. Zbl 1056.60041Fei, Weiyin; Wu, Rangquan 7 2004 Doob’s stopping theorem for fuzzy (super, sub) martingales with discrete time. Zbl 1020.60035Fei, Weiyin; Wu, Rangquan; Shao, Shihuang 8 2003 Optimization of utility for “larger investor” with anticipation. Zbl 1050.91042Fei, Weiyin; Wu, Rangquan 4 2003 Anticipative portfolio optimization under constraints and a higher interest rate for borrowing. Zbl 1012.91021Fei, Weiyin; Wu, Rangquan 5 2002 Optimal consumption choices with anticipation: Methods of martingale. Zbl 0992.91049Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu 1 2001 Optimal investment consumption model with a higher interest rate for borrowing. Zbl 0971.91025Fei, Weiyin; Wu, Rangquan 3 2000 Study of constrained portfolio model on optimization of utility from terminal wealth. Zbl 1051.91029Fei, Weiyin 2 2000 A new sequential design based on the Robbins-Monro procedure. Zbl 0743.62076Moser, B. K.; Fei, W. 2 1991 all cited Publications top 5 cited Publications all top 5 Cited by 209 Authors 26 Fei, Weiyin 11 Mao, Xuerong 10 Malinowski, Marek T. 8 Fei, Chen 5 Allahviranloo, Tofigh 4 Shen, Mingxuan 4 Zhu, Quanxin 3 Abbasbandy, Saeid 3 Cao, Jinde 3 Deng, Shounian 3 Hu, Liangjian 3 Michta, Mariusz 3 Qiu, Dong 3 Wu, Rangquan 3 Xu, Jiuping 3 Yan, Litan 3 Zhang, Yi 3 Zhu, Yuanguo 2 Bender, Christian 2 Chen, Huabin 2 Escobar, Marcos 2 Feng, Lichao 2 Fu, Xiaozheng 2 Gao, Rong 2 Kiani, Narsis Aftab 2 Li, Ze 2 Liang, Yong 2 Liu, Wei 2 Mao, Wei 2 Mehlawat, Mukesh Kumar 2 Neykova, Daniela 2 Ren, Yong 2 Sadigh Behzadi, Shadan 2 Sheng, Yuhong 2 Shu, Yadong 2 Vu, Ho 2 Wu, Zhihui 2 Xia, Dengfeng 2 Xu, Yang 2 Yang, Xiangfeng 2 Yi, Yulian 2 Yin, Wensheng 2 Zagst, Rudi 2 Zhao, Jingjun 1 Agarwal, Ravi P. 1 Ahmady, Elham 1 Ahmady, N. 1 Aidara, Sadibou 1 Aletti, Giacomo 1 Alsaadi, Fuad Eid S. 1 Bao, Zhenyu 1 Barkhordari, Mohammad Ali 1 Bongiorno, Enea G. 1 Capasso, Vincenzo 1 Chamazkoti, R. Bakhshandeh 1 Chen, Minghao 1 Chen, Wei 1 Chen, Zhiping 1 Chen, Ziheng 1 Cheng, Guangquan 1 Chikodza, Eriyoti 1 Colubi, Ana 1 Croitoru, Anca 1 Deng, Feiqi 1 Dong, Le Si 1 Fan, Xiliang 1 Fard, Omid Solaymani 1 Feng, Yanghe 1 Gan, Lu 1 Gao, Jinwu 1 Gao, Mengmeng 1 Ghal-Eh, Nima 1 Gil, María Angeles 1 González-Rodríguez, Gil 1 Gu, Feng 1 Guezane-Lakoud, Assia 1 Guo, Yingxin 1 Gupta, Pankaj 1 Ha, Minghu 1 Han, Yuecai 1 Hao, Wanjun 1 He, Yuqing 1 Hernández-del-Valle, Adrián 1 Hitta, Amara 1 Hong, Ling 1 Hou, Shuihung 1 Huang, Chengming 1 Huang, Tingwen 1 Huang, Xiaoxia 1 Huang, Zhiyong 1 Jeong, Jae Ug 1 Ji, Xiaoyu 1 Jia, Lifen 1 Jiang, Jun 1 Julian, Peterson C. 1 Kao, Yonggui 1 Ke, Hua 1 Kim, Jung Hoon 1 Kitsos, Christos P. 1 Kumar, Arun N. ...and 109 more Authors all top 5 Cited in 57 Serials 19 Information Sciences 12 Applied Mathematics and Computation 8 Soft Computing 6 Systems & Control Letters 5 Journal of the Franklin Institute 5 Applied Mathematics. Series B (English Edition) 4 Fuzzy Sets and Systems 4 Mathematical Problems in Engineering 4 Abstract and Applied Analysis 3 Stochastic Analysis and Applications 2 Journal of Mathematical Analysis and Applications 2 Automatica 2 Journal of Computational and Applied Mathematics 2 SIAM Journal on Control and Optimization 2 Applied Mathematics Letters 2 Stochastic Processes and their Applications 2 International Journal of Theoretical and Applied Finance 2 Discrete and Continuous Dynamical Systems. Series B 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Journal of Intelligent and Fuzzy Systems 2 Nonlinear Analysis. Hybrid Systems 1 Chaos, Solitons and Fractals 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Cybernetics and Systems 1 Statistics & Probability Letters 1 Applied Numerical Mathematics 1 Sequential Analysis 1 Mathematical and Computer Modelling 1 Applied Mathematical Modelling 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Potential Analysis 1 Computational and Applied Mathematics 1 Random Operators and Stochastic Equations 1 Complexity 1 European Journal of Control 1 Vietnam Journal of Mathematics 1 Qualitative Theory of Dynamical Systems 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Nonlinear Analysis. Real World Applications 1 Journal of Applied Mathematics 1 Stochastic Models 1 Stochastics and Dynamics 1 Communications on Pure and Applied Analysis 1 Fuzzy Optimization and Decision Making 1 Advances in Difference Equations 1 Stochastics 1 Advances in Mathematical Physics 1 Advances in Fuzzy Systems 1 Annals of Finance 1 Journal of Applied Analysis and Computation 1 Journal of the Operations Research Society of China 1 Journal of Dynamics and Games 1 Journal of Mathematics all top 5 Cited in 16 Fields 71 Probability theory and stochastic processes (60-XX) 52 Ordinary differential equations (34-XX) 39 Systems theory; control (93-XX) 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Numerical analysis (65-XX) 10 Operations research, mathematical programming (90-XX) 7 Statistics (62-XX) 6 Real functions (26-XX) 5 Measure and integration (28-XX) 4 General topology (54-XX) 3 Partial differential equations (35-XX) 3 Integral equations (45-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 1 Mathematical logic and foundations (03-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Global analysis, analysis on manifolds (58-XX) Citations by Year