The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps. - Yuanzhuo Song; Shanjian Tang; Zhen Wu (SIAM J. Control. Optim., 2020)

The maximum principle for stochastic control problem with Markov chain in progressive structure. - Tian Chen; Yuanzhuo Song; Zhen Wu (Syst. Control. Lett., 2022)

The Maximum Principle for Stochastic Control Problem with Jumps in Progressive Structure. - Yuanzhuo Song; Zhen Wu (J. Optim. Theory Appl., 2023)

The Partial Controllability of Linear Stochastic Control Systems with Terminal Constraints and Its Applications to Game-Based Control Systems with Jumps. - Yuanzhuo Song (SIAM J. Control. Optim., 2023)

The general maximum principle for discrete-time stochastic control problems. - Yuanzhuo Song; Zhen Wu (Autom., 2024)