Stability and Recurrence of Regime-Switching Diffusion Processes. - Jinghai Shao; Fubao Xi (SIAM J. Control. Optim., 2014)

Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space. - Jinghai Shao (SIAM J. Control. Optim., 2015)

Permanence and Extinction of Regime-Switching Predator-Prey Models. - Jianhai Bao; Jinghai Shao (SIAM J. Math. Anal., 2016)

Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations. - Jinghai Shao (SIAM J. Control. Optim., 2017)

Invariant Measures and Euler-Maruyama's Approximations of State-Dependent Regime-Switching Diffusions. - Jinghai Shao (SIAM J. Control. Optim., 2018)

Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case. - Jinghai Shao; Fubao Xi (SIAM J. Control. Optim., 2019)

Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching. - Zhongwei Liao; Jinghai Shao (J. Appl. Probab., 2020)

Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching. - Qian Feng; Jinghai Shao (SIAM J. Control. Optim., 2021)

Optimal feedback control of stock prices under credit risk dynamics. - Jinghai Shao; Sovan Mitra; Andreas S. Karathanasopoulos (Ann. Oper. Res., 2022)

From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes. - Jinghai Shao; Taoran Tian (SIAM J. Control. Optim., 2023)

Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes. - Jinghai Shao (J. Appl. Probab., 2024)

Viscosity solutions approach to finite-horizon continuous-time Markov decision process. - Zhong-Wei Liao; Jinghai Shao (Int. J. Control, 2025)

Viscosity Solutions to HJB Equations with Hölder Continuous Coefficients. - Jianrui Li; Jinghai Shao; Hui Zhao (J. Optim. Theory Appl., 2025)