Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations. - Andrei Yevik; Huaizhong Zhao (SIAM J. Numer. Anal., 2011)

Sobolev Weak Solutions of the Hamilton-Jacobi-Bellman Equations. - Lifeng Wei; Zhen Wu; Huaizhong Zhao (SIAM J. Control. Optim., 2014)

Ergodic numerical approximation to periodic measures of stochastic differential equations. - Chunrong Feng; Yu Liu; Huaizhong Zhao (J. Comput. Appl. Math., 2021)

Ergodicity of Sublinear Markovian Semigroups. - Chunrong Feng; Huaizhong Zhao (SIAM J. Math. Anal., 2021)

Periodic measures and Wasserstein distance for analysing periodicity of time series datasets. - Chunrong Feng; Yujia Liu; Huaizhong Zhao (Commun. Nonlinear Sci. Numer. Simul., 2023)

Stochastic differential games with controlled regime-switching. - Chenglin Ma; Huaizhong Zhao (Comput. Appl. Math., 2024)

Optimal Control of Probability on a Target Set for Continuous-Time Markov Chains. - Chenglin Ma; Huaizhong Zhao (IEEE Trans. Autom. Control., 2024)