Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle. - Ken Seng Tan; Pengyu Wei; Wei Wei 057; Sheng Chao Zhuang (Eur. J. Oper. Res., 2020)

Weighted discounting - On group diversity, time-inconsistency, and consequences for investment. - Sebastian Ebert; Wei Wei 057; Xun Yu Zhou (J. Econ. Theory, 2020)

Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency. - Ken Seng Tan; Wei Wei 057; Xun Yu Zhou (SIAM J. Control. Optim., 2021)

On the Time-Inconsistent Deterministic Linear-Quadratic Control. - Hongyan Cai; Danhong Chen; Yunfei Peng; Wei Wei 057 (SIAM J. Control. Optim., 2022)