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Xiang-Shen (Irving) Ye
PUBLICATIONS
Journal Publications
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X. S. Ye, W. P. Wu, J. J. Gao, T. BaÅŸar, and X. R. Cao, Discrete-Time Stochastic LQ Control with Conic Control Constraints: A Game-Theoretic Model. Working Paper, 2020.
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X. S. Ye, C. Xu, and W. P. Wu, A Min Cost Flow Model of Systemic Risk Optimization. Working Paper, 2020.
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R. B. Xue, X. S. Ye, and X. R. Cao, Optimization of Stock Trading with Additional Information by Limit Order Book. Automatica, under review, 2020.
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J. J. Shen, X. S. Ye, and D. Q. Feng, A Game-Theoretic Method for Distributed Resilient Control Design in Multi-Agent CPSs with Markovian and Coupled Dynamics. International Journal of Control, accepted, 2020.
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R. B. Xue, X. S. Ye, and W. P. Wu, Optimization of Constrained Stochastic Linear-Quadratic Control in Infinite Horizon: A Direct-Comparison Based Approach. Algorithms, 13(2), 49, 2020.
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F. L. Betene, X. S. Ye, and S. Q. Hao. An Adaptive Protocol for Full Duplex Two-Way Relaying Systems with the Buffer-Aided Relaying. IET Communications, 13(1), 54-58, 2019.
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X. S. Ye, R. B. Xue, J. J. Gao, and X. R. Cao. Optimization in Curbing Risk Contagion among Financial Institutes. Automatica, 94, 214-220, 2018.
Conference Publications
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X. S. Ye, R. B. Xue, J. J. Gao, T. BaÅŸar, and X. R. Cao. A General Framework for Optimization in Curbing Risk Contagion among Financial Networks. The 7th Midwest Workshop on Control and Game Theory, Michigan State University, USA, April 28-29, 2018.
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X. S. Ye, R. B. Xue, and W. P. Wu. Total Rewards Optimization of Conic Constrained Stochastic Linear-Quadratic Control: A Direct-Comparison Based Approach. The 23rd International Symposium on Mathematical Theory of Networks and Systems, MTNS'18, Hong Kong, China, July 16-20, 2018.
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X. S. Ye, R. B. Xue, J. J. Gao, and X. R. Cao. An Iterative Approach to Reduce Systemic Risk among Financial Institutes. The 20th World Congress of the International Federation of Automatic Control, IFAC'17, Toulouse, France, July 9-14, 2017.
Graduation Thesis
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X. S. Ye. Stochastic System Optimization Based on Sensitivity Analysis and Its Application in Financial Engineering. Ph.D. Thesis of Shanghai Jiao Tong University (in Chinese), Shanghai, China, 2019.
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X. S. Ye. A Stock Investment Trading System Based on Markov Chain. Bachelor Thesis of Beijing University of Aeronautics and Astronautics (in Chinese), Beijing, China, 2013.
Patents
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A Kind of Automatic Connections. China Patent: 201210096404.6, April 2012.
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A Robot Monomer for Implementation of Deformable Robots. China Patent: 201210096328.9, April 2012.
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