Chao Zhu

23 papers C 1Journal 15Unranked 7
YearRankTypeTitle / Venue / Authors
2025 C conf
Optimal Control for Jump Diffusion Inventory Systems: Long-term Average Cost Criterion.
CoDIT
Kurt L. Helmes, Richard H. Stockbridge, Chao Zhu
2024 J jnl
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes.
SIAM J. Control. Optim.
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
2020 J jnl
Closed-Loop Equilibrium for Time-Inconsistent McKean-Vlasov Controlled Problem.
SIAM J. Control. Optim.
Hongwei Mei, Chao Zhu
2020 J jnl
Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates.
SIAM J. Appl. Math.
Nguyen Hai Dang, George Yin, Chao Zhu
2017 J jnl
Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions.
SIAM J. Control. Optim.
Zhen Chao, Kai Wang, Chao Zhu, Yanling Zhu
2017 J jnl
On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes.
SIAM J. Control. Optim.
Fubao Xi, Chao Zhu
2016 J jnl
On singular control problems with state constraints and regime-switching: A viscosity solution approach.
Autom.
Qingshuo Song, Chao Zhu
2015 J jnl
A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion.
SIAM J. Control. Optim.
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
2013 — conf
Impulse Control of Standard Brownian Motion: Discounted Criterion.
System Modelling and Optimization
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
2013 — conf
Impulse Control of Standard Brownian Motion: Long-Term Average Criterion.
System Modelling and Optimization
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
2012 J jnl
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation.
Autom.
Zhuo Jin, Gang George Yin, Chao Zhu
2012 J jnl
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market.
SIAM J. Control. Optim.
Qingshuo Song, Gang George Yin, Chao Zhu
2012 — conf
Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models.
CDC
Runhuan Feng, Shuaiqi Zhang, Chao Zhu
2011 — conf
Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model.
System Modelling and Optimization
Richard H. Stockbridge, Chao Zhu
2011 — conf
Hybrid switching diffusions: Continuity and differentiability.
CDC/ECC
Gang George Yin, Chao Zhu
2011 J jnl
On Optimal Harvesting Problems in Random Environments.
SIAM J. Control. Optim.
Qingshuo Song, Richard H. Stockbridge, Chao Zhu
2011 J jnl
On Optimal Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model
CoRR
Richard H. Stockbridge, Chao Zhu
2011 J jnl
Optimal control of the risk process in a regime-switching environment.
Autom.
Chao Zhu
2010 — conf
Feller continuity, recurrence, and stabilization of regime-switching diffusions.
CDC
Chao Zhu, Gang George Yin
2009 J jnl
On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions.
SIAM J. Control. Optim.
Chao Zhu, Gang George Yin
2008 — conf
On hybrid diffusions.
CDC
Chao Zhu, Gang George Yin
2007 J jnl
Asymptotic Properties of Hybrid Diffusion Systems.
SIAM J. Control. Optim.
Chao Zhu, Gang George Yin
2007 J jnl
Regularity and Recurrence of Switching Diffusions.
J. Syst. Sci. Complex.
Gang George Yin, Chao Zhu