Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model. - Jian-hao Kang; Ming-hui Wang; Nan-Jing Huang (J. Comput. Appl. Math., 2021)

Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications. - Jian-hao Kang; Zhun Gou; Nan-jing Huang (Commun. Nonlinear Sci. Numer. Simul., 2023)

Stochastic linear-quadratic control problems with affine constraints. - Zhun Gou; Nan-Jing Huang; Xian-Jun Long; Jian-hao Kang (Syst. Control. Lett., 2024)

Consumption and portfolio optimization solvable problems with recursive preferences. - Jian-hao Kang; Zhun Gou; Nan-jing Huang (Commun. Nonlinear Sci. Numer. Simul., 2025)

Robust Equilibrium Strategy for Mean-Variance-Skewness Portfolio Selection Problem with Long Memory. - Jian-hao Kang; Nan-jing Huang; Ben-Zhang Yang; Zhihao Hu (J. Optim. Theory Appl., 2025)