Efficient terrain data coding for rendering on mobile devices. - Yankui Sun; Xiaoxin An; Zi Ye; Zhongyang Sun (ISSPIT, 2015)

Maximum principle for forward-backward stochastic control system under G-expectation and relation to dynamic programming. - Zhongyang Sun (J. Comput. Appl. Math., 2016)

Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming. - Zhongyang Sun; Junyi Guo; Xin Zhang 012 (J. Optim. Theory Appl., 2018)

Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. - Zhongyang Sun; Junyi Guo (Math. Methods Oper. Res., 2018)

A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type. - Xin Zhang 012; Zhongyang Sun; Jie Xiong 004 (SIAM J. Control. Optim., 2018)

Equilibrium for a Time-Inconsistent Stochastic Linear-Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem. - Zhongyang Sun; Xianping Guo (J. Optim. Theory Appl., 2019)

A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. - Zhongyang Sun; Kam Chuen Yuen; Junyi Guo (J. Comput. Appl. Math., 2020)

Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors. - Dan Zhu; Zemeng Wang; Zhongyang Sun (Int. J. Control, 2024)