Zhen Wu

35 papers Journal 35
YearRankTypeTitle / Venue / Authors
2026 J jnl
Indefinite Linear-Quadratic Mean-Field Game of Regime-Switching System.
IEEE CAA J. Autom. Sinica
Tian Chen, Kai Du, Zhen Wu
2025 J jnl
Maximum principle for optimal control problems of extended mean-field forward-backward regime-switching systems with general singular controls.
Syst. Control. Lett.
Hongyu Shi, Zhen Wu
2024 J jnl
A Unified Relation Analysis of Linear-Quadratic Mean-Field Game, Team, and Control.
IEEE Trans. Autom. Control.
Jianhui Huang, Zhenghong Qiu, Shujun Wang, Zhen Wu
2024 J jnl
A zero-sum hybrid stochastic differential game with impulse controls.
Sci. China Inf. Sci.
Siyu Lv, Zhen Wu, Jie Xiong
2024 J jnl
Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain.
Syst. Control. Lett.
Tian Chen, Guanxu Li, Zhen Wu
2023 J jnl
A maximum principle for discrete-time stochastic optimal control problem with delay.
Syst. Control. Lett.
Bozhang Dong, Tianyang Nie, Zhen Wu
2023 J jnl
Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon.
J. Syst. Sci. Complex.
Tian Chen, Ruyi Liu, Zhen Wu
2023 J jnl
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach.
SIAM J. Control. Optim.
Min Li, Tianyang Nie, Zhen Wu
2023 J jnl
The Maximum Principle for Stochastic Control Problem with Jumps in Progressive Structure.
J. Optim. Theory Appl.
Yuanzhuo Song, Zhen Wu
2022 J jnl
A maximum principle for mean-field stochastic control system with noisy observation.
Autom.
Guangchen Wang, Zhen Wu
2022 J jnl
Robust Stackelberg Differential Game With Model Uncertainty.
IEEE Trans. Autom. Control.
Jianhui Huang, Shujun Wang, Zhen Wu
2022 J jnl
Social optima in mean field linear-quadratic-Gaussian models with control input constraint.
Syst. Control. Lett.
Kai Du, Zhen Wu
2022 J jnl
The Dynkin game with regime switching and applications to pricing game options.
Ann. Oper. Res.
Siyu Lv, Zhen Wu, Qing Zhang
2022 J jnl
The maximum principle for stochastic control problem with Markov chain in progressive structure.
Syst. Control. Lett.
Tian Chen, Yuanzhuo Song, Zhen Wu
2020 J jnl
A kind of optimal investment problem under inflation and uncertain time horizon.
Appl. Math. Comput.
Zongyuan Huang, Haiyang Wang, Zhen Wu
2020 J jnl
Backward Doubly Stochastic Differential Equations with Markov Chains and a Comparison Theorem.
Symmetry
Ning Ma, Zhen Wu
2020 J jnl
Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information.
Autom.
Na Li, Guangchen Wang, Zhen Wu
2020 J jnl
Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market.
Sci. China Inf. Sci.
Haiyang Wang, Zhen Wu
2020 J jnl
Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses.
Autom.
Ruyi Liu, Zhen Wu, Qing Zhang
2020 J jnl
The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps.
SIAM J. Control. Optim.
Yuanzhuo Song, Shanjian Tang, Zhen Wu
2019 J jnl
Stabilization Control for Linear Continuous-Time Mean-Field Systems.
IEEE Trans. Autom. Control.
Qingyuan Qi, Huanshui Zhang, Zhen Wu
2019 J jnl
Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations.
J. Syst. Sci. Complex.
Ruyi Liu, Zhen Wu
2018 J jnl
A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint.
Syst. Control. Lett.
Jianhui Huang, Haiyang Wang, Zhen Wu
2018 J jnl
An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward-Backward Stochastic Differential Equations.
J. Optim. Theory Appl.
Na Li, Yuan Wang, Zhen Wu
2018 J jnl
Optimal switching under a hybrid diffusion model and applications to stock trading.
Autom.
Siyu Lv, Zhen Wu, Qing Zhang
2016 J jnl
Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information.
IEEE Trans. Autom. Control.
Jianhui Huang, Shujun Wang, Zhen Wu
2016 J jnl
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market.
Autom.
Siyu Lv, Zhen Wu, Zhiyong Yu
2015 J jnl
A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information.
IEEE Trans. Autom. Control.
Guangchen Wang, Zhen Wu, Jie Xiong
2015 J jnl
Optimal Switching under a Regime-Switching Model with Two-Time-Scale Markov Chains.
Multiscale Model. Simul.
Ran Tao, Zhen Wu, Qing Zhang
2014 J jnl
Partially Observed Time-Inconsistency Recursive Optimization Problem and Application.
J. Optim. Theory Appl.
Haiyang Wang, Zhen Wu
2013 J jnl
Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises.
SIAM J. Control. Optim.
Guangchen Wang, Zhen Wu, Jie Xiong
2012 J jnl
Backward stochastic viability and related properties on
J. Syst. Sci. Complex.
Zhen Wu, Zhiyong Yu
2012 J jnl
Delayed Stochastic Linear-Quadratic Control Problem and Related Applications.
J. Appl. Math.
Li Chen, Zhen Wu, Zhiyong Yu
2011 J jnl
Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Systems Involving Impulse Controls.
IEEE Trans. Autom. Control.
Zhen Wu, Feng Zhang
2008 J jnl
Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton--Jacobi--Bellman Equation.
SIAM J. Control. Optim.
Zhen Wu, Zhiyong Yu
2025 Best paper conf
Assessing the Effectiveness of the Tigress Obfuscator Against MOPSA and BinaryNinja.
CheckMATE
Nicolò Altamura, Enrico Bragastini, Marco Campion, Mila Dalla Preda
2026 Best paper preprint
ASSEMBLAGE-DEEPHISTORY: A Cross-Build Binary Dataset with Temporal Coverage.
arXiv
Chang Liu, Noah Fleischmann, Nicolò Altamura, Edward Raff, James Holt, Kristopher Micinski