Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method. - Na Li 006; Xun Li 002; Jing Peng 002; Zuo Quan Xu (IEEE Trans. Autom. Control., 2022)

Relative Growth Rate Optimization Under Behavioral Criterion. - Jing Peng 002; Pengyu Wei; Zuo Quan Xu (SIAM J. Financial Math., 2023)