Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps. - Detao Zhang (J. Syst. Sci. Complex., 2011)

The near-optimal maximum principle of impulse control for stochastic recursive system. - Jianhui Huang; Detao Zhang (Sci. China Inf. Sci., 2016)

Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales. - Mondher Bellalah; Yaosheng Xu; Detao Zhang (Ann. Oper. Res., 2019)

An intertemporal capital asset pricing model under incomplete information and short sales. - Mondher Bellalah; Detao Zhang (Ann. Oper. Res., 2019)

General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints. - Mondher Bellalah; Xu Guo; Shuo Wu; Detao Zhang (Ann. Oper. Res., 2022)

Long term optimal investment with regime switching: inflation, information and short sales. - Mondher Bellalah; Hakim Akeb; Kehan Si; Detao Zhang (Ann. Oper. Res., 2022)