Optimal portfolios with regime switching and value-at-risk constraint. - Ka Fai Cedric Yiu; Jingzhen Liu; Tak Kuen Siu; Wai-Ki Ching (Autom., 2010)

A decomposition method for optimal portfolios with regime-switching and risk constraint. - Jingzhen Liu; Ka Fai Cedric Yiu; Tak Kuen Siu (Risk Decis. Anal., 2012)

Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand. - Jingzhen Liu; Ka Fai Cedric Yiu; Alain Bensoussan 001 (SIAM J. Control. Optim., 2018)

Optimal Reinsurance and Dividend Under Model Uncertainty. - Jingzhen Liu; Yike Wang 004; Ning Zhang (J. Syst. Sci. Complex., 2023)

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)