Stochastic verification theorem of forward-backward controlled systems for viscosity solutions. - Liangquan Zhang (Syst. Control. Lett., 2012)

Observability conservation by output feedback and observability Gramian bounds. - Liangquan Zhang; Qinghua Zhang 002 (Autom., 2015)

Necessary condition for near optimal control of linear forward-backward stochastic differential equations. - Liangquan Zhang; Jianhui Huang; Xun Li 002 (Int. J. Control, 2015)

Near-Optimal Control of Stochastic Recursive Systems Via Viscosity Solution. - Liangquan Zhang; Qing Zhou (J. Optim. Theory Appl., 2018)

Mean field game for linear-quadratic stochastic recursive systems. - Liangquan Zhang; Xun Li 002 (Syst. Control. Lett., 2019)

Stability analysis of the Kalman predictor. - Qinghua Zhang; Liangquan Zhang (Int. J. Control, 2021)

Global solutions of stochastic Stackelberg differential games under convex control constraint. - Liangquan Zhang; Wei Zhang (Syst. Control. Lett., 2021)

A BSDE Approach to Stochastic Differential Games Involving Impulse Controls and HJBI Equation. - Liangquan Zhang (J. Syst. Sci. Complex., 2022)

Mean-variance portfolio selection under no-shorting rules: A BSDE approach. - Liangquan Zhang; Xun Li 002 (Syst. Control. Lett., 2023)

Infinite horizon Stackelberg differential games with random coefficients under control input constraint. - Liangquan Zhang; Wei Zhang (Int. J. Control, 2024)

Stochastic McKean-Vlasov Control Problem with Regime-Switching and Its Applications. - Liangquan Zhang; Xun Li 002 (J. Syst. Sci. Complex., 2025)