Edit Profile (opens in new tab) Fei, Weiyin Co-Author Distance Author ID: fei.weiyin Published as: Fei, Weiyin; Fei, Wei Yin; Fei, Wei-yin; Fei, Wei-Yin more...less Documents Indexed: 116 Publications since 1991, including 2 Additional arXiv Preprints Co-Authors: 61 Co-Authors with 95 Joint Publications 2,381 Co-Co-Authors all top 5 Co-Authors 20 single-authored 31 Fei, Chen 26 Mao, Xuerong 15 Xia, Dengfeng 12 Liang, Yong 11 Deng, Shounian 11 Liu, Hongjian 10 Shen, Mingxuan 8 Wu, Rangquan 7 Yan, Litan 5 Li, Yu 5 Shi, Xueqin 4 Hu, Liangjian 4 Li, Juan 4 Mei, Chunhui 4 Yu, Minxiu 3 Ding, Derui 3 Li, Jiahui 3 Li, Wenrui 3 Liang, Yan 3 Liu, Peng 3 Lü, Huiying 3 Wang, Zidong 2 Gao, Guiyun 2 Hu, Huimin 2 Li, Shuai 2 Pan, Lei 2 Tang, Shibing 2 Zhu, Yongwang 2 Zu, Fen 1 Alsaadi, Fuad Eid Salem 1 Bao, Pinjuan 1 Cai, Zhenqiu 1 Chen, Chao 1 Chen, Yahao 1 Dong, Hongli 1 Du, Hongjun 1 Jiang, Kui 1 Ke, Hua 1 Li, Renzhong 1 Li, Yunhe 1 Li, Yuyuan 1 Liu, Wei 1 Lu, Qinyun 1 Luo, Xu 1 Lv, Huiying 1 Moser, Barry Kurt 1 Pan, Haifeng 1 Shao, Shihuang 1 Su, Kai 1 Wang, Kunlun 1 Wang, Rujin 1 Wu, Rangqun 1 Yang, Shanshan 1 Yang, Xiaoguang 1 Zhang, Fanhong 1 Zhang, Shuguang 1 Zhang, Wei 1 Zhang, Xuekang 1 Zheng, Anman 1 Zhou, Shaofu 1 Zhu, Qiming 1 Zhu, Taotao all top 5 Serials 6 Journal of Mathematics. Wuhan University 6 Chinese Journal of Applied Probability and Statistics 6 Mathematical Theory and Application 5 Information Sciences 5 Applied Mathematics. Series B (English Edition) 5 Chinese Journal of Engineering Mathematics 4 Systems & Control Letters 4 Stochastic Analysis and Applications 4 Journal of Systems Engineering 4 Journal of University of Science and Technology of China 4 Journal of Nanjing University of Information Science and Technology. Natural Science Edition 3 Mathematica Applicata 2 Journal of the Franklin Institute 2 Journal of Computational and Applied Mathematics 2 Applied Mathematics Letters 2 Neural Networks 2 International Journal of Robust and Nonlinear Control 2 Acta Mathematica Scientia. Series A. (Chinese Edition) 2 Nonlinear Analysis. Hybrid Systems 2 International Journal of Systems Science. Principles and Applications of Systems and Integration 1 International Journal of Control 1 Metrika 1 Physica A 1 Automatica 1 BIT 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 Computational Mathematics 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 IMA Journal of Mathematical Control and Information 1 Dynamic Systems and Applications 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 Methodology and Computing in Applied Probability 1 Qualitative Theory of Dynamical Systems 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Journal of Systems Science and Complexity 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 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 70 Probability theory and stochastic processes (60-XX) 58 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 44 Systems theory; control (93-XX) 12 Ordinary differential equations (34-XX) 11 Statistics (62-XX) 7 Operations research, mathematical programming (90-XX) 6 Numerical analysis (65-XX) 4 Calculus of variations and optimal control; optimization (49-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) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 65 Publications have been cited 515 times in 272 Documents Cited by ▼ Year ▼ Delay dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1376.93115 Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 44 2017 Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1129.60063 Fei, Weiyin 39 2007 Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. Zbl 07256402 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Xia, Dengfeng; Yan, Litan 36 2020 Stability of highly nonlinear neutral stochastic differential delay equations. Zbl 1390.93843 Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Liang, Yong 34 2018 Almost sure stability for uncertain differential equation. Zbl 1449.60118 Liu, Hongjian; Ke, Hua; Fei, Weiyin 27 2014 Structured robust stability and boundedness of nonlinear hybrid delay systems. Zbl 1394.93343 Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 21 2018 The truncated EM method for stochastic differential equations with Poisson jumps. Zbl 1426.60070 Deng, Shounian; Fei, Weiyin; Liu, Wei; Mao, Xuerong 21 2019 Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations. Zbl 1441.93221 Shen, Mingxuan; Fei, Chen; Fei, Weiyin; Mao, Xuerong 20 2020 Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007 Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan 18 2019 Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1410.93135 Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 13 2019 Optimal consumption and portfolio choice with ambiguity and anticipation. Zbl 1305.91216 Fei, Weiyin 12 2007 Solutions to BSDEs driven by both standard and fractional Brownian motions. Zbl 1329.60180 Fei, Weiyin; Xia, Dengfeng; Zhang, Shuguang 12 2013 Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay. Zbl 1483.93527 Mei, Chunhui; Fei, Chen; Fei, Weiyin; Mao, Xuerong 12 2021 Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method. Zbl 1425.34090 Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 12 2019 Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1438.60071 Fei, Chen; Fei, Wei-yin; Yan, Li-tan 11 2019 Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition. Zbl 1255.60093 Fei, Weiyin 9 2013 Doob’s stopping theorem for fuzzy (super, sub) martingales with discrete time. Zbl 1020.60035 Fei, Weiyin; Wu, Rangquan; Shao, Shihuang 8 2003 Delay-distribution-dependent state estimation for neural networks under stochastic communication protocol with uncertain transition probabilities. Zbl 1478.93679 Li, Jiahui; Wang, Zidong; Dong, Hongli; Fei, Weiyin 8 2020 Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients. Zbl 1460.34101 Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 8 2021 Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1491.93100 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Yan, Litan 8 2022 A generalization of Bihari’s inequality and fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1149.26038 Fei, Weiyin 7 2007 Optimal portfolio choice based on \(\alpha \)-MEU under ambiguity. Zbl 1170.91380 Fei, Weiyin 7 2009 Doob’s decomposition theorem for fuzzy (super) submartingales. Zbl 1056.60041 Fei, Weiyin; Wu, Rangquan 7 2004 On solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition. Zbl 1306.37053 Fei, Weiyin; Xia, Dengfeng 7 2013 Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay. Zbl 1415.92147 Deng, Shounian; Fei, Weiyin; Liang, Yong; Mao, Xuerong 7 2019 Regularity and stopping theorem for fuzzy martingales with continuous parameters. Zbl 1092.60019 Fei, Weiyin 6 2005 Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty. Zbl 1449.62053 Fei, Chen; Fei, Weiyin 6 2019 Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations. Zbl 1459.60122 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Shen, Mingxuan; Yan, Litan 6 2019 Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation. Zbl 07570049 Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 6 2019 On solutions to fuzzy stochastic differential equations with local martingales. Zbl 1285.93088 Fei, Weiyin; Liu, Hongjian; Zhang, Wei 6 2014 Optimal consumption and portfolio under inflation and Markovian switching. Zbl 1285.91117 Fei, Weiyin 6 2013 Optimization of utility for “larger investor” with anticipation. Zbl 1050.91042 Fei, Weiyin; Wu, Rangquan 5 2003 Anticipative portfolio optimization under constraints and a higher interest rate for borrowing. Zbl 1012.91021 Fei, Weiyin; Wu, Rangquan 5 2002 \(H_\infty\) and \(l_2\)-\(l_\infty\) state estimation for delayed memristive neural networks on finite horizon: the round-robin protocol. Zbl 1478.93151 Liu, Hongjian; Wang, Zidong; Fei, Weiyin; Li, Jiahui 5 2020 On the theory of (dual) projection for fuzzy stochastic processes. Zbl 1072.60029 Fei, Weiyin 4 2005 Optimal control of Markovian switching systems with applications to portfolio decisions under inflation. Zbl 1340.93210 Fei, Chen; Fei, Weiyin 4 2015 Advances in the truncated Euler-Maruyama method for stochastic differential delay equations. Zbl 1462.60073 Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Xia, Dengfeng 4 2020 Optimal investment consumption model with a higher interest rate for borrowing. Zbl 0971.91025 Fei, Weiyin; Wu, Rangquan 3 2000 On existence and uniqueness of solutions to uncertain backward stochastic differential equations. Zbl 1313.60099 Fei, Weiyin 3 2014 A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion. Zbl 1499.60186 Fei, Chen; Fei, Weiyin; Mao, Xuerong 3 2023 Study of constrained portfolio model on optimization of utility from terminal wealth. Zbl 1051.91029 Fei, Weiyin 2 2000 A new sequential design based on the Robbins-Monro procedure. Zbl 0743.62076 Moser, B. K.; Fei, W. 2 1991 Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions. Zbl 1331.93224 Fei, Weiyin 2 2014 Decision making for optimal consumption and portfolio under inflation with a mean-reverting process. Zbl 1324.91053 Fei, Weiyin; Lü, Huiying; Yu, Minxiu 2 2014 Stochastic set differential equations driven by a local martingale under the non-Lipschitzian condition. Zbl 1299.60064 Fei, Weiyin; Liang, Yong 2 2013 Entrepreneur’s investment-consumption and hedging under inflation risk. Zbl 1449.91119 Fei, Chen; Du, Hongjun; Fei, Weiyin; Yan, Litan 2 2019 Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity. Zbl 1289.91147 Fei, Weiyin 2 2012 Optimal contract for the principal-agent under Knightian uncertainty. Zbl 1474.91087 Wang, Kun-Lun; Fei, Chen; Fei, Wei-Yin 2 2020 Delay feedback stabilisation of stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1500.93093 Li, Yuyuan; Fei, Weiyin; Deng, Shounian 2 2022 Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process. Zbl 1426.35233 Xia, Dengfeng; Yan, Litan; Fei, Weiyin 2 2017 On finite-horizon \(H_\infty\) state estimation for discrete-time delayed memristive neural networks under stochastic communication protocol. Zbl 1485.93568 Liu, Hongjian; Wang, Zidong; Fei, Weiyin; Li, Jiahui; Alsaadi, Fuad E. 2 2021 Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching. Zbl 07810477 Mei, Chunhui; Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong 2 2022 Study on the insurer’s solvency ratio model under a jump diffusion process. Zbl 1240.91075 Xia, Dengfeng; Fei, Weiyin; Liu, Hongjian 1 2011 Optimal consumption choices with anticipation: Methods of martingale. Zbl 0992.91049 Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu 1 2001 On study of optimal investment with inflation under Knight uncertainty and regime-switching. Zbl 1313.91146 Liang, Yong; Fei, Weiyin; Tang, Shibing; Li, Shuai 1 2014 An investor’s optimal portfolio with rare events and model uncertainty under inflation. Zbl 1313.91142 Fei, Weiyin; Xia, Dengfeng; Liu, Peng 1 2014 An optimal consumption-portfolio and bequest with insurance and retirement under Knightian uncertainty. (An optimal consumption-portfolio and bequest with insurance and retirement under Knighting uncertainty.) Zbl 1324.91054 Liu, Hongjian; Fei, Weiyin; Zhu, Yongwang; Zheng, Anman 1 2014 An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty. Zbl 1289.91109 Fei, Weiyin; Chen, Chao; Liang, Yong 1 2013 Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients. Zbl 1469.60181 Fei, Weiyin; Li, Yunhe; Fei, Chen 1 2014 A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control. Zbl 1525.93320 Li, Wenrui; Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong 1 2023 Analysis of investment and decision-making based on ESG token platform under jump-diffusion. Zbl 1520.91448 Li, Renzhong; Fei, Chen; Pan, Haifeng; Fei, Weiyin 1 2023 An optimal investment and voluntary retirement choice problem with subsistence consumption constraints under inflation. Zbl 1449.91120 Fei, Weiyin; Chen, Yahao; Fei, Chen 1 2020 Continuous-time contracting problems with one-sided limited commitment under Knightian uncertainty. Zbl 1474.91084 Fei, Weiyin; Yang, Shanshan; Liang, Yong 1 2020 Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion. Zbl 1515.60186 Fei, Chen; Fei, Weiyin; Deng, Shounian; Mao, Xuerong 1 2023 The truncated EM method for jump-diffusion SDDEs with super-linearly growing diffusion and jump coefficients. Zbl 07803027 Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 1 2024 The truncated EM method for jump-diffusion SDDEs with super-linearly growing diffusion and jump coefficients. Zbl 07803027 Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 1 2024 A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion. Zbl 1499.60186 Fei, Chen; Fei, Weiyin; Mao, Xuerong 3 2023 A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control. Zbl 1525.93320 Li, Wenrui; Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong 1 2023 Analysis of investment and decision-making based on ESG token platform under jump-diffusion. Zbl 1520.91448 Li, Renzhong; Fei, Chen; Pan, Haifeng; Fei, Weiyin 1 2023 Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion. Zbl 1515.60186 Fei, Chen; Fei, Weiyin; Deng, Shounian; Mao, Xuerong 1 2023 Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1491.93100 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Yan, Litan 8 2022 Delay feedback stabilisation of stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1500.93093 Li, Yuyuan; Fei, Weiyin; Deng, Shounian 2 2022 Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching. Zbl 07810477 Mei, Chunhui; Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong 2 2022 Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay. Zbl 1483.93527 Mei, Chunhui; Fei, Chen; Fei, Weiyin; Mao, Xuerong 12 2021 Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients. Zbl 1460.34101 Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 8 2021 On finite-horizon \(H_\infty\) state estimation for discrete-time delayed memristive neural networks under stochastic communication protocol. Zbl 1485.93568 Liu, Hongjian; Wang, Zidong; Fei, Weiyin; Li, Jiahui; Alsaadi, Fuad E. 2 2021 Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. Zbl 07256402 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Xia, Dengfeng; Yan, Litan 36 2020 Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations. Zbl 1441.93221 Shen, Mingxuan; Fei, Chen; Fei, Weiyin; Mao, Xuerong 20 2020 Delay-distribution-dependent state estimation for neural networks under stochastic communication protocol with uncertain transition probabilities. Zbl 1478.93679 Li, Jiahui; Wang, Zidong; Dong, Hongli; Fei, Weiyin 8 2020 \(H_\infty\) and \(l_2\)-\(l_\infty\) state estimation for delayed memristive neural networks on finite horizon: the round-robin protocol. Zbl 1478.93151 Liu, Hongjian; Wang, Zidong; Fei, Weiyin; Li, Jiahui 5 2020 Advances in the truncated Euler-Maruyama method for stochastic differential delay equations. Zbl 1462.60073 Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Xia, Dengfeng 4 2020 Optimal contract for the principal-agent under Knightian uncertainty. Zbl 1474.91087 Wang, Kun-Lun; Fei, Chen; Fei, Wei-Yin 2 2020 An optimal investment and voluntary retirement choice problem with subsistence consumption constraints under inflation. Zbl 1449.91120 Fei, Weiyin; Chen, Yahao; Fei, Chen 1 2020 Continuous-time contracting problems with one-sided limited commitment under Knightian uncertainty. Zbl 1474.91084 Fei, Weiyin; Yang, Shanshan; Liang, Yong 1 2020 The truncated EM method for stochastic differential equations with Poisson jumps. Zbl 1426.60070 Deng, Shounian; Fei, Weiyin; Liu, Wei; Mao, Xuerong 21 2019 Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007 Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan 18 2019 Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1410.93135 Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 13 2019 Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method. Zbl 1425.34090 Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 12 2019 Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. Zbl 1438.60071 Fei, Chen; Fei, Wei-yin; Yan, Li-tan 11 2019 Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay. Zbl 1415.92147 Deng, Shounian; Fei, Weiyin; Liang, Yong; Mao, Xuerong 7 2019 Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty. Zbl 1449.62053 Fei, Chen; Fei, Weiyin 6 2019 Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations. Zbl 1459.60122 Fei, Chen; Fei, Weiyin; Mao, Xuerong; Shen, Mingxuan; Yan, Litan 6 2019 Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation. Zbl 07570049 Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong 6 2019 Entrepreneur’s investment-consumption and hedging under inflation risk. Zbl 1449.91119 Fei, Chen; Du, Hongjun; Fei, Weiyin; Yan, Litan 2 2019 Stability of highly nonlinear neutral stochastic differential delay equations. Zbl 1390.93843 Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Liang, Yong 34 2018 Structured robust stability and boundedness of nonlinear hybrid delay systems. Zbl 1394.93343 Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 21 2018 Delay dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1376.93115 Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan 44 2017 Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process. Zbl 1426.35233 Xia, Dengfeng; Yan, Litan; Fei, Weiyin 2 2017 Optimal control of Markovian switching systems with applications to portfolio decisions under inflation. Zbl 1340.93210 Fei, Chen; Fei, Weiyin 4 2015 Almost sure stability for uncertain differential equation. Zbl 1449.60118 Liu, Hongjian; Ke, Hua; Fei, Weiyin 27 2014 On solutions to fuzzy stochastic differential equations with local martingales. Zbl 1285.93088 Fei, Weiyin; Liu, Hongjian; Zhang, Wei 6 2014 On existence and uniqueness of solutions to uncertain backward stochastic differential equations. Zbl 1313.60099 Fei, Weiyin 3 2014 Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions. Zbl 1331.93224 Fei, Weiyin 2 2014 Decision making for optimal consumption and portfolio under inflation with a mean-reverting process. Zbl 1324.91053 Fei, Weiyin; Lü, Huiying; Yu, Minxiu 2 2014 On study of optimal investment with inflation under Knight uncertainty and regime-switching. Zbl 1313.91146 Liang, Yong; Fei, Weiyin; Tang, Shibing; Li, Shuai 1 2014 An investor’s optimal portfolio with rare events and model uncertainty under inflation. Zbl 1313.91142 Fei, Weiyin; Xia, Dengfeng; Liu, Peng 1 2014 An optimal consumption-portfolio and bequest with insurance and retirement under Knightian uncertainty. (An optimal consumption-portfolio and bequest with insurance and retirement under Knighting uncertainty.) Zbl 1324.91054 Liu, Hongjian; Fei, Weiyin; Zhu, Yongwang; Zheng, Anman 1 2014 Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients. Zbl 1469.60181 Fei, Weiyin; Li, Yunhe; Fei, Chen 1 2014 Solutions to BSDEs driven by both standard and fractional Brownian motions. Zbl 1329.60180 Fei, Weiyin; Xia, Dengfeng; Zhang, Shuguang 12 2013 Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition. Zbl 1255.60093 Fei, Weiyin 9 2013 On solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition. Zbl 1306.37053 Fei, Weiyin; Xia, Dengfeng 7 2013 Optimal consumption and portfolio under inflation and Markovian switching. Zbl 1285.91117 Fei, Weiyin 6 2013 Stochastic set differential equations driven by a local martingale under the non-Lipschitzian condition. Zbl 1299.60064 Fei, Weiyin; Liang, Yong 2 2013 An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty. Zbl 1289.91109 Fei, Weiyin; Chen, Chao; Liang, Yong 1 2013 Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity. Zbl 1289.91147 Fei, Weiyin 2 2012 Study on the insurer’s solvency ratio model under a jump diffusion process. Zbl 1240.91075 Xia, Dengfeng; Fei, Weiyin; Liu, Hongjian 1 2011 Optimal portfolio choice based on \(\alpha \)-MEU under ambiguity. Zbl 1170.91380 Fei, Weiyin 7 2009 Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1129.60063 Fei, Weiyin 39 2007 Optimal consumption and portfolio choice with ambiguity and anticipation. Zbl 1305.91216 Fei, Weiyin 12 2007 A generalization of Bihari’s inequality and fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1149.26038 Fei, Weiyin 7 2007 Regularity and stopping theorem for fuzzy martingales with continuous parameters. Zbl 1092.60019 Fei, Weiyin 6 2005 On the theory of (dual) projection for fuzzy stochastic processes. Zbl 1072.60029 Fei, Weiyin 4 2005 Doob’s decomposition theorem for fuzzy (super) submartingales. Zbl 1056.60041 Fei, Weiyin; Wu, Rangquan 7 2004 Doob’s stopping theorem for fuzzy (super, sub) martingales with discrete time. Zbl 1020.60035 Fei, Weiyin; Wu, Rangquan; Shao, Shihuang 8 2003 Optimization of utility for “larger investor” with anticipation. Zbl 1050.91042 Fei, Weiyin; Wu, Rangquan 5 2003 Anticipative portfolio optimization under constraints and a higher interest rate for borrowing. Zbl 1012.91021 Fei, Weiyin; Wu, Rangquan 5 2002 Optimal consumption choices with anticipation: Methods of martingale. Zbl 0992.91049 Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu 1 2001 Optimal investment consumption model with a higher interest rate for borrowing. Zbl 0971.91025 Fei, Weiyin; Wu, Rangquan 3 2000 Study of constrained portfolio model on optimization of utility from terminal wealth. Zbl 1051.91029 Fei, Weiyin 2 2000 A new sequential design based on the Robbins-Monro procedure. Zbl 0743.62076 Moser, B. K.; Fei, W. 2 1991 all cited Publications top 5 cited Publications all top 5 Cited by 435 Authors 41 Fei, Weiyin 32 Mao, Xuerong 23 Fei, Chen 19 Zhu, Quanxin 10 Malinowski, Marek T. 9 Deng, Shounian 8 Shen, Mingxuan 6 Cao, Jinde 6 Deng, Feiqi 6 Gao, Shuaibin 6 Hu, Liangjian 6 Mao, Wei 6 Zhu, Yuanguo 5 Aidara, Sadibou 5 Allahviranloo, Tofigh 5 Chen, Huabin 5 Feng, Lichao 5 Hu, Junhao 5 Mei, Chunhui 4 Liu, Mingzhu 4 Liu, Wei 4 Michta, Mariusz 4 Song, Minghui 4 Wang, Zidong 4 Wu, Fuke 4 Yan, Litan 3 Abbasbandy, Saeid 3 Guo, Qian 3 Hu, Jun 3 Li, Wenrui 3 Li, Xiaoyue 3 Liu, Hongjian 3 Liu, Lei 3 Liu, Zhiguang 3 Lu, Ziqiang 3 Qiu, Dong 3 Ren, Yong 3 Sagna, Yaya 3 Shi, Banban 3 Shu, Yadong 3 Song, Ruili 3 Wu, Rangquan 3 Wu, Zhihui 3 Xu, Jiuping 3 Yang, Xiangfeng 3 Zhao, Ying 2 Alsaadi, Fawaz E. 2 Alsaadi, Fuad Eid Salem 2 Bender, Christian 2 Caraballo Garrido, Tomás 2 Chen, Wei 2 Chen, Ziheng 2 Escobar, Marcos 2 Fu, Xiaozheng 2 Gao, Jinwu 2 Gao, Rong 2 Gil, María Angeles 2 Gu, Yajing 2 Huang, Zhiyong 2 Jia, Lifen 2 Jia, Zhifu 2 Kiani, Narsis Aftab 2 Li, Guangjie 2 Li, Tao 2 Li, Wenxue 2 Li, Yuyuan 2 Li, Ze 2 Li, Zhaoyan 2 Liang, Yong 2 Liu, Qiumei 2 Liu, Xinsheng 2 Liu, Yan 2 Liu, Yurong 2 Liu, Zhuoqi 2 Lu, Boliang 2 Luo, Shixian 2 Ma, Lifeng 2 Mchiri, Lassaad 2 Mehlawat, Mukesh Kumar 2 Mohsen, Belfeki 2 Ndiaye, Assane 2 Neykova, Daniela 2 Pham Huu Anh Ngoc 2 Przybyłowicz, Paweł 2 Ren, Quanwei 2 Sadigh Behzadi, Shadan 2 Shen, Guangjun 2 Sheng, Yuhong 2 Song, Gongfei 2 Sow, Ahmadou Bamba 2 Sun, Yifang 2 Vu, Ho 2 Wang, Bo 2 Wang, Xin 2 Xia, Dengfeng 2 Xu, Yang 2 Yi, Xiaojian 2 Yi, Yulian 2 Yin, Wensheng 2 Yin, Xiuwei ...and 335 more Authors all top 5 Cited in 94 Serials 21 Applied Mathematics and Computation 20 Information Sciences 16 Systems & Control Letters 15 Journal of the Franklin Institute 9 Soft Computing 8 Nonlinear Analysis. Hybrid Systems 7 International Journal of Robust and Nonlinear Control 7 International Journal of Systems Science. Principles and Applications of Systems and Integration 6 Journal of Computational and Applied Mathematics 6 Fuzzy Optimization and Decision Making 5 Automatica 5 Fuzzy Sets and Systems 5 Applied Mathematics. Series B (English Edition) 4 International Journal of Control 4 Chaos, Solitons and Fractals 4 SIAM Journal on Control and Optimization 4 Stochastic Analysis and Applications 4 Computational and Applied Mathematics 4 Mathematical Problems in Engineering 4 Abstract and Applied Analysis 4 Qualitative Theory of Dynamical Systems 4 Discrete and Continuous Dynamical Systems. Series B 4 Advances in Difference Equations 3 Journal of Mathematical Analysis and Applications 3 Applied Numerical Mathematics 3 Applied Mathematics Letters 3 Neural Networks 3 International Journal of Computer Mathematics 3 European Journal of Control 3 Acta Mathematica Scientia. Series B. (English Edition) 3 Stochastics 2 Journal of Differential Equations 2 Mathematics and Computers in Simulation 2 Statistics & Probability Letters 2 Applied Mathematical Modelling 2 Stochastic Processes and their Applications 2 Random Operators and Stochastic Equations 2 Journal of Inequalities and Applications 2 International Journal of Theoretical and Applied Finance 2 Communications in Nonlinear Science and Numerical Simulation 2 Journal of Intelligent and Fuzzy Systems 2 Advances in Fuzzy Systems 2 Journal of the Operations Research Society of China 2 AIMS Mathematics 2 Advances in Continuous and Discrete Models 1 Applicable Analysis 1 Mathematical Methods in the Applied Sciences 1 BIT 1 Calcolo 1 Journal of the Korean Mathematical Society 1 Kybernetika 1 Mathematica Slovaca 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Numerical Analysis 1 Optimal Control Applications & Methods 1 Cybernetics and Systems 1 Circuits, Systems, and Signal Processing 1 Journal of Computational Mathematics 1 Journal of Theoretical Probability 1 Mathematical and Computer Modelling 1 Annals of Operations Research 1 Numerical Algorithms 1 European Journal of Operational Research 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Russian Mathematics 1 Potential Analysis 1 Electronic Journal of Differential Equations (EJDE) 1 Complexity 1 Vietnam Journal of Mathematics 1 Fractional Calculus & Applied Analysis 1 Discrete Dynamics in Nature and Society 1 Methodology and Computing in Applied Probability 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Nonlinear Analysis. Real World Applications 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Stochastic Models 1 Stochastics and Dynamics 1 Communications on Pure and Applied Analysis 1 Mathematical Biosciences and Engineering 1 Boundary Value Problems 1 Journal of Industrial and Management Optimization 1 Frontiers of Mathematics in China 1 Discrete and Continuous Dynamical Systems. Series S 1 Advances in Mathematical Physics 1 Annals of Finance 1 Mathematical Control and Related Fields 1 Statistics & Risk Modeling 1 Journal of Applied Analysis and Computation 1 Journal of Dynamics and Games 1 Journal of Mathematics 1 Nonautonomous Dynamical Systems 1 Open Mathematics 1 Applied Mathematics and Nonlinear Sciences all top 5 Cited in 22 Fields 147 Probability theory and stochastic processes (60-XX) 117 Systems theory; control (93-XX) 101 Ordinary differential equations (34-XX) 38 Numerical analysis (65-XX) 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Operations research, mathematical programming (90-XX) 9 Real functions (26-XX) 8 Partial differential equations (35-XX) 7 Statistics (62-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Measure and integration (28-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 General topology (54-XX) 5 Biology and other natural sciences (92-XX) 4 Integral equations (45-XX) 2 Mathematical logic and foundations (03-XX) 2 Difference and functional equations (39-XX) 1 History and biography (01-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year