Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem. - Soukaina Douissi; Jiaqiang Wen; Yufeng Shi (Appl. Math. Comput., 2019)

Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations. - Jiaqiang Wen; Yufeng Shi (Comput. Math. Appl., 2020)

A Type of Time-Symmetric Stochastic System and Related Games. - Qingfeng Zhu; Yufeng Shi; Jiaqiang Wen; Hui Zhang (Symmetry, 2021)

Vehicle Trajectory Prediction and Cut-In Collision Warning Model in a Connected Vehicle Environment. - Nengchao Lyu; Jiaqiang Wen; Zhicheng Duan; Chaozhong Wu (IEEE Trans. Intell. Transp. Syst., 2022)

Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games. - Jingrui Sun; Hanxiao Wang 004; Jiaqiang Wen (SIAM J. Control. Optim., 2023)

Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System. - Jiaqiang Wen; Xun Li 002; Jie Xiong 004; Xin Zhang 012 (SIAM J. Control. Optim., 2023)

A Two-Stage Behavioral Model Considering Vehicle Motion Fluctuations for Decision-Making During Lane Changes in Diverging Areas. - Jiaqiang Wen; Toshiyuki Yamamoto; Nengchao Lyu (Int. J. Intell. Transp. Syst. Res., 2024)

Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty. - Tao Hao; Jiaqiang Wen; Jie Xiong 004 (J. Optim. Theory Appl., 2025)