Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching. - Jiaqin Wei; Hailiang Yang; Rongming Wang (J. Optim. Theory Appl., 2010)

Portfolio optimization in a regime-switching market with derivatives. - Jun Fu; Jiaqin Wei; Hailiang Yang (Eur. J. Oper. Res., 2014)

Consumption-investment strategies with non-exponential discounting and logarithmic utility. - Qian Zhao; Yang Shen; Jiaqin Wei (Eur. J. Oper. Res., 2014)

Mean-variance portfolio selection under a non-Markovian regime-switching model. - Tianxiao Wang; Jiaqin Wei (J. Comput. Appl. Math., 2019)

Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions. - Tianxiao Wang; Zhuo Jin; Jiaqin Wei (SIAM J. Control. Optim., 2019)

Portfolio selection with regime-switching and state-dependent preferences. - Jiaqin Wei; Yang Shen; Qian Zhao (J. Comput. Appl. Math., 2020)

Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model. - Yu Zhang; Zhuo Jin; Jiaqin Wei; George Yin 001 (Autom., 2022)

A hybrid deep learning method for controlled stochastic Kolmogorov systems with regime-switching. - Yu Zhang; Zhuo Jin; Jiaqin Wei (CoDIT, 2024)

Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time. - Yiyun Wang; Jiaqin Wei; Jianming Xia (SIAM J. Financial Math., 2024)

A hybrid deep learning method for finite-horizon mean-field game problems. - Yu Zhang; Zhuo Jin; Jiaqin Wei; Gang George Yin (Autom., 2025)

On Stochastic Control Problems with Higher-Order Moments. - Yike Wang 004; Jingzhen Liu; Alain Bensoussan 001; Ka-Fai Cedric Yiu; Jiaqin Wei (SIAM J. Control. Optim., 2025)