Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation. - Zhen Wu 003; Zhiyong Yu 004 (SIAM J. Control. Optim., 2008)

Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Systems Involving Impulse Controls. - Zhen Wu 003; Feng Zhang (IEEE Trans. Autom. Control., 2011)

Delayed Stochastic Linear-Quadratic Control Problem and Related Applications. - Li Chen; Zhen Wu 003; Zhiyong Yu 004 (J. Appl. Math., 2012)

Backward stochastic viability and related properties on Z for BSDEs with applications. - Zhen Wu 003; Zhiyong Yu 004 (J. Syst. Sci. Complex., 2012)

Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises. - Guangchen Wang; Zhen Wu 003; Jie Xiong 004 (SIAM J. Control. Optim., 2013)

Partially Observed Time-Inconsistency Recursive Optimization Problem and Application. - Haiyang Wang; Zhen Wu 003 (J. Optim. Theory Appl., 2014)

Optimal Switching under a Regime-Switching Model with Two-Time-Scale Markov Chains. - Ran Tao; Zhen Wu 003; Qing Zhang 003 (Multiscale Model. Simul., 2015)

A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information. - Guangchen Wang; Zhen Wu 003; Jie Xiong 004 (IEEE Trans. Autom. Control., 2015)

Continuous-time mean-variance portfolio selection with random horizon in an incomplete market. - Siyu Lv; Zhen Wu 003; Zhiyong Yu 004 (Autom., 2016)

Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information. - Jianhui Huang; Shujun Wang; Zhen Wu 003 (IEEE Trans. Autom. Control., 2016)

Optimal switching under a hybrid diffusion model and applications to stock trading. - Siyu Lv; Zhen Wu 003; Qing Zhang 003 (Autom., 2018)

An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward-Backward Stochastic Differential Equations. - Na Li 006; Yuan Wang; Zhen Wu 003 (J. Optim. Theory Appl., 2018)

A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint. - Jianhui Huang; Haiyang Wang; Zhen Wu 003 (Syst. Control. Lett., 2018)

Stabilization Control for Linear Continuous-Time Mean-Field Systems. - Qingyuan Qi; Huanshui Zhang; Zhen Wu 003 (IEEE Trans. Autom. Control., 2019)

A kind of optimal investment problem under inflation and uncertain time horizon. - Zongyuan Huang; Haiyang Wang; Zhen Wu 003 (Appl. Math. Comput., 2020)

Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information. - Na Li 006; Guangchen Wang; Zhen Wu 003 (Autom., 2020)

Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses. - Ruyi Liu; Zhen Wu 003; Qing Zhang 003 (Autom., 2020)

Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market. - Haiyang Wang; Zhen Wu 003 (Sci. China Inf. Sci., 2020)

The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps. - Yuanzhuo Song; Shanjian Tang; Zhen Wu 003 (SIAM J. Control. Optim., 2020)

Backward Doubly Stochastic Differential Equations with Markov Chains and a Comparison Theorem. - Ning Ma; Zhen Wu 003 (Symmetry, 2020)

The Dynkin game with regime switching and applications to pricing game options. - Siyu Lv; Zhen Wu 003; Qing Zhang 003 (Ann. Oper. Res., 2022)

A maximum principle for mean-field stochastic control system with noisy observation. - Guangchen Wang; Zhen Wu 003 (Autom., 2022)

The maximum principle for stochastic control problem with Markov chain in progressive structure. - Tian Chen; Yuanzhuo Song; Zhen Wu 003 (Syst. Control. Lett., 2022)

Social optima in mean field linear-quadratic-Gaussian models with control input constraint. - Kai Du; Zhen Wu 003 (Syst. Control. Lett., 2022)

Robust Stackelberg Differential Game With Model Uncertainty. - Jianhui Huang; Shujun Wang; Zhen Wu 003 (IEEE Trans. Autom. Control., 2022)

Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach. - Min Li; Tianyang Nie; Zhen Wu 003 (SIAM J. Control. Optim., 2023)

The Maximum Principle for Stochastic Control Problem with Jumps in Progressive Structure. - Yuanzhuo Song; Zhen Wu 003 (J. Optim. Theory Appl., 2023)

A maximum principle for discrete-time stochastic optimal control problem with delay. - Bozhang Dong; Tianyang Nie; Zhen Wu 003 (Syst. Control. Lett., 2023)

A zero-sum hybrid stochastic differential game with impulse controls. - Siyu Lv; Zhen Wu 003; Jie Xiong 004 (Sci. China Inf. Sci., 2024)

Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain. - Tian Chen; Guanxu Li; Zhen Wu 003 (Syst. Control. Lett., 2024)

A Unified Relation Analysis of Linear-Quadratic Mean-Field Game, Team, and Control. - Jianhui Huang; Zhenghong Qiu; Shujun Wang; Zhen Wu 003 (IEEE Trans. Autom. Control., 2024)

Maximum principle for optimal control problems of extended mean-field forward-backward regime-switching systems with general singular controls. - Hongyu Shi; Zhen Wu 003 (Syst. Control. Lett., 2025)