A consumption-investment problem with constraints on minimum and maximum consumption rates. - Qinghua Ma; Fahuai Yi; Chonghu Guan (J. Comput. Appl. Math., 2018)

An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon. - Chonghu Guan; Xun Li 002; Wenxin Zhou (SIAM J. Financial Math., 2020)

A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon. - Xiaoshan Chen; Chonghu Guan; Fahuai Yi (SIAM J. Control. Optim., 2021)

Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon. - Chonghu Guan; Zuo Quan Xu; Rui Zhou (Math. Oper. Res., 2023)

Continuous-Time Markowitz's Mean-Variance Model Under Different Borrowing and Saving Rates. - Chonghu Guan; Xiaomin Shi; Zuo Quan Xu (J. Optim. Theory Appl., 2023)

Optimal Ratcheting of Dividend Payout Under Brownian Motion Surplus. - Chonghu Guan; Zuo Quan Xu (SIAM J. Control. Optim., 2024)

Finite horizon optimal dividend and capital injection problem driven by a jump-diffusion process. - Xiaoru Han; Yuanjun Cen; Chonghu Guan (Commun. Nonlinear Sci. Numer. Simul., 2026)