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