World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
54
Citations
15305
World Ranking
1113
National Ranking
684

Mathematics

D-Index
62
Citations
17517
World Ranking
470
National Ranking
244

Engineering and Technology

D-Index
55
Citations
15193
World Ranking
2940
National Ranking
886

Xun Yu Zhou publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Xun Yu Zhou sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 218 publications — 69th percentile

69% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Xun Yu Zhou D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Xun Yu Zhou sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 62 D-Index — 87th percentile

87% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 2016 - SIAM Fellow For accomplishments in stochastic optimization, financial mathematics, and behavioral finance.
  • 2005 - IEEE Fellow For contributions to the theory and applications of stochastic control.

Overview

Xun Yu Zhou is affiliated with Columbia University in the United States. Their research primarily lies within the field of Economics, Econometrics and Finance. The subfields of study connected to their work include General Health Professions, Economics and Econometrics, Philosophy, Computational Theory and Mathematics, and Artificial Intelligence.

The main topics addressed by Xun Yu Zhou encompass:

  • Hermeneutics and Narrative Identity
  • Aging, Elder Care, and Social Issues
  • Health, Medicine and Society
  • Adaptive Dynamic Programming Control
  • Reinforcement Learning in Robotics
  • Iterative Learning Control Systems
  • Economic theories and models

The scientist has published multiple papers, some recent examples include:

  • Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach, 2021, SSRN Electronic Journal
  • Consistent investment of sophisticated rank-dependent utility agents in continuous time, 2021, Mathematical Finance
  • Sublinear Regret for a Class of Continuous-Time Linear-Quadratic Reinforcement Learning Problems, 2025, SIAM Journal on Control and Optimization
  • Learning to Optimally Stop Diffusion Processes, with Financial Applications, 2024, SSRN Electronic Journal
  • Editorial: Special Issue for the 11th World Congress of the Bachelier Finance Society, 2023, Mathematical Finance

Frequent publication venues for Xun Yu Zhou include:

  • SSRN Electronic Journal
  • Mathematical Finance
  • SIAM Journal on Control and Optimization

The scientist has collaborated multiple times with several co-authors such as:

  • Yanwei Jia
  • Yilie Huang
  • Ying Hu
  • Hanqing Jin
  • Min Dai

Xun Yu Zhou has been recognized with professional distinctions including:

  • SIAM Fellow, 2016, for accomplishments in stochastic optimization, financial mathematics, and behavioral finance
  • IEEE Fellow, 2005, for contributions to the theory and applications of stochastic control

Best Publications

  • Stochastic controls : Hamiltonian systems and HJB equations

    J. Yong;Xun Yu Zhou

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

    X. Y. Zhou;D. Li

  • Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model

    Xun Yu Zhou;G. Yin

  • MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION

    Tomas Björk;Agatha Murgoci;Xun Yu Zhou

  • Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls

    M.A. Rami;Xun Yu Zhou

  • Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II

    Shuping Chen;Xun Yu Zhou

  • CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION

    Tomasz R. Bielecki;Hanqing Jin;Stanley R. Pliska;Xun Yu Zhou

  • Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints

    Xun Li;Xun Yu Zhou;Andrew E. B. Lim

  • BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME

    Hanqing Jin;Xun Yu Zhou

  • Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment

    Xue Dong He;Xun Yu Zhou

  • Mean-Variance Portfolio Selection with Random Parameters in a Complete Market

    Andrew E. B. Lim;Xun Yu Zhou

  • Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs

    Unknown

  • Markowitz's mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits

    G. Yin;Xun Yu Zhou

  • Time-Inconsistent Stochastic Linear--Quadratic Control

    Ying Hu;Hanqing Jin;Xun Yu Zhou

  • Portfolio Optimization Under a Minimax Rule

    Xiaoqiang Cai;Kok-Lay Teo;Xiaoqi Yang;Xun Yu Zhou

  • Discrete-time Indefinite LQ Control with State and Control Dependent Noises

    M. Ait Rami;X. Chen;X. Y. Zhou

  • Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation

    M. Ait Rami;J. B. Moore;Xun Yu Zhou

  • Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach

    Michael Kohlmann;Xun Yu Zhou

  • PORTFOLIO CHOICE VIA QUANTILES

    Xue Dong He;Xun Yu Zhou

  • Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls

    M.A. Rami;Xi Chen;J.B. Moore;Xun Yu Zhou

  • On the necessary conditions of optimal controls for stochastic partial differential equations

    Xun Yu Zhou

  • Discrete-time indefinite LQ control with state and control dependent noises

    M.A. Rami;X. Chen;X.Y. Zhou

Frequent Co-Authors

Suresh P. Sethi
Suresh P. Sethi The University of Texas at Dallas
David D. Yao
David D. Yao Columbia University
Shuzhong Zhang
Shuzhong Zhang University of Minnesota
John B. Moore
John B. Moore Australian National University
Qing Zhang
Qing Zhang University of Georgia
Jiongmin Yong
Jiongmin Yong University of Central Florida
Michael Taksar
Michael Taksar University of Missouri
George Yin
George Yin University of Connecticut
Xiaoqiang Cai
Xiaoqiang Cai Chinese University of Hong Kong
Kok Lay Teo
Kok Lay Teo Sunway University

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