Chao Zhu

Orcid: 0000-0002-6764-6979

Affiliations:
  • University of Wisconsin-Milwaukee, Department of Mathematical Sciences, Milwaukee, WI, USA
  • Wayne State University, Department of Mathematics, Detroit, MI, USA (PhD 2007)


According to our database1, Chao Zhu authored at least 22 papers between 2007 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2024
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes.
SIAM J. Control. Optim., February, 2024

2020
Closed-Loop Equilibrium for Time-Inconsistent McKean-Vlasov Controlled Problem.
SIAM J. Control. Optim., 2020

Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates.
SIAM J. Appl. Math., 2020

2017
On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes.
SIAM J. Control. Optim., 2017

Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions.
SIAM J. Control. Optim., 2017

2016
On singular control problems with state constraints and regime-switching: A viscosity solution approach.
Autom., 2016

2015
A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion.
SIAM J. Control. Optim., 2015

2013
Impulse Control of Standard Brownian Motion: Discounted Criterion.
Proceedings of the System Modeling and Optimization, 2013

Impulse Control of Standard Brownian Motion: Long-Term Average Criterion.
Proceedings of the System Modeling and Optimization, 2013

2012
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market.
SIAM J. Control. Optim., 2012

Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation.
Autom., 2012

Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011
On Optimal Harvesting Problems in Random Environments.
SIAM J. Control. Optim., 2011

On Optimal Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model
CoRR, 2011

Optimal control of the risk process in a regime-switching environment.
Autom., 2011

Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model.
Proceedings of the System Modeling and Optimization, 2011

Hybrid switching diffusions: Continuity and differentiability.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2010
Feller continuity, recurrence, and stabilization of regime-switching diffusions.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009
On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions.
SIAM J. Control. Optim., 2009

2008
On hybrid diffusions.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

2007
Asymptotic Properties of Hybrid Diffusion Systems.
SIAM J. Control. Optim., 2007

Regularity and Recurrence of Switching Diffusions.
J. Syst. Sci. Complex., 2007


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