Zhen Wu

According to our database, Zhen Wu authored at least 32 papers between 2008 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Maximum principle for optimal control problems of extended mean-field forward-backward regime-switching systems with general singular controls.

Hongyu Shi, Zhen Wu

Syst. Control. Lett., 2025

2024

A Unified Relation Analysis of Linear-Quadratic Mean-Field Game, Team, and Control.

Jianhui Huang, Zhenghong Qiu, Shujun Wang, Zhen Wu

IEEE Trans. Autom. Control., May, 2024

Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain.

Tian Chen, Guanxu Li, Zhen Wu

Syst. Control. Lett., 2024

A zero-sum hybrid stochastic differential game with impulse controls.

Siyu Lv, Zhen Wu, Jie Xiong

Sci. China Inf. Sci., 2024

2023

A maximum principle for discrete-time stochastic optimal control problem with delay.

Bozhang Dong, Tianyang Nie, Zhen Wu

Syst. Control. Lett., November, 2023

The Maximum Principle for Stochastic Control Problem with Jumps in Progressive Structure.

Yuanzhuo Song, Zhen Wu

J. Optim. Theory Appl., November, 2023

Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach.

Min Li, Tianyang Nie, Zhen Wu

SIAM J. Control. Optim., August, 2023

2022

Robust Stackelberg Differential Game With Model Uncertainty.

Jianhui Huang, Shujun Wang, Zhen Wu

IEEE Trans. Autom. Control., 2022

Social optima in mean field linear-quadratic-Gaussian models with control input constraint.

Kai Du, Zhen Wu

Syst. Control. Lett., 2022

The maximum principle for stochastic control problem with Markov chain in progressive structure.

Tian Chen, Yuanzhuo Song, Zhen Wu

Syst. Control. Lett., 2022

A maximum principle for mean-field stochastic control system with noisy observation.

Guangchen Wang, Zhen Wu

Autom., 2022

The Dynkin game with regime switching and applications to pricing game options.

Siyu Lv, Zhen Wu, Qing Zhang

Ann. Oper. Res., 2022

2020

Backward Doubly Stochastic Differential Equations with Markov Chains and a Comparison Theorem.

Ning Ma, Zhen Wu

Symmetry, 2020

The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps.

Yuanzhuo Song, Shanjian Tang, Zhen Wu

SIAM J. Control. Optim., 2020

Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market.

Haiyang Wang, Zhen Wu

Sci. China Inf. Sci., 2020

Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses.

Ruyi Liu, Zhen Wu, Qing Zhang

Autom., 2020

Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information.

Na Li, Guangchen Wang, Zhen Wu

Autom., 2020

A kind of optimal investment problem under inflation and uncertain time horizon.

Zongyuan Huang, Haiyang Wang, Zhen Wu

Appl. Math. Comput., 2020

2019

Stabilization Control for Linear Continuous-Time Mean-Field Systems.

Qingyuan Qi, Huanshui Zhang, Zhen Wu

IEEE Trans. Autom. Control., 2019

2018

A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint.

Jianhui Huang, Haiyang Wang, Zhen Wu

Syst. Control. Lett., 2018

An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward-Backward Stochastic Differential Equations.

Na Li, Yuan Wang, Zhen Wu

J. Optim. Theory Appl., 2018

Optimal switching under a hybrid diffusion model and applications to stock trading.

Siyu Lv, Zhen Wu, Qing Zhang

Autom., 2018

2016

Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information.

Jianhui Huang, Shujun Wang, Zhen Wu

IEEE Trans. Autom. Control., 2016

Continuous-time mean-variance portfolio selection with random horizon in an incomplete market.

Siyu Lv, Zhen Wu, Zhiyong Yu

Autom., 2016

2015

A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information.

Guangchen Wang, Zhen Wu, Jie Xiong

IEEE Trans. Autom. Control., 2015

Optimal Switching under a Regime-Switching Model with Two-Time-Scale Markov Chains.

Ran Tao, Zhen Wu, Qing Zhang

Multiscale Model. Simul., 2015

2014

Partially Observed Time-Inconsistency Recursive Optimization Problem and Application.

Haiyang Wang, Zhen Wu

J. Optim. Theory Appl., 2014

2013

Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises.

Guangchen Wang, Zhen Wu, Jie Xiong

SIAM J. Control. Optim., 2013

2012

Backward stochastic viability and related properties on <i>Z</i> for BSDEs with applications.

Zhen Wu, Zhiyong Yu

J. Syst. Sci. Complex., 2012

Delayed Stochastic Linear-Quadratic Control Problem and Related Applications.

Li Chen, Zhen Wu, Zhiyong Yu

J. Appl. Math., 2012

2011

Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Systems Involving Impulse Controls.

Zhen Wu, Feng Zhang

IEEE Trans. Autom. Control., 2011

2008

Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton--Jacobi--Bellman Equation.

Zhen Wu, Zhiyong Yu

SIAM J. Control. Optim., 2008