Continuous-Time Markowitz's Model with Transaction Costs. - Min Dai; Zuo Quan Xu; Xun Yu Zhou (SIAM J. Financial Math., 2010)

Investment under duality risk measure. - Zuo Quan Xu (Eur. J. Oper. Res., 2014)

Continuous-time Markowitz's model with constraints on wealth and portfolio. - Xun Li 002; Zuo Quan Xu (Oper. Res. Lett., 2016)

A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim. - Danlin Hou; Zuo Quan Xu (SIAM J. Financial Math., 2016)

Utility Maximization Under Trading Constraints with Discontinuous Utility. - Baojun Bian; Xinfu Chen; Zuo Quan Xu (SIAM J. Financial Math., 2019)

Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty. - Zuo Quan Xu; Fahuai Yi (Math. Oper. Res., 2020)

Dividend optimization for jump-diffusion model with solvency constraints. - Yongwu Li; Zhongfei Li; Shouyang Wang; Zuo Quan Xu (Oper. Res. Lett., 2020)

State-Dependent Temperature Control for Langevin Diffusions. - Xuefeng Gao; Zuo Quan Xu; Xun Yu Zhou (SIAM J. Control. Optim., 2022)

Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method. - Na Li 006; Xun Li 002; Jing Peng 002; Zuo Quan Xu (IEEE Trans. Autom. Control., 2022)

Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints. - Xiangyu Wang; Jianming Xia; Zuo Quan Xu; Zhou Yang 001 (SIAM J. Financial Math., 2022)

Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon. - Chonghu Guan; Zuo Quan Xu; Rui Zhou (Math. Oper. Res., 2023)

Constrained Monotone Mean-Variance Problem with Random Coefficients. - Ying Hu; Xiaomin Shi; Zuo Quan Xu (SIAM J. Financial Math., 2023)

Continuous-Time Markowitz's Mean-Variance Model Under Different Borrowing and Saving Rates. - Chonghu Guan; Xiaomin Shi; Zuo Quan Xu (J. Optim. Theory Appl., 2023)

Relative Growth Rate Optimization Under Behavioral Criterion. - Jing Peng 002; Pengyu Wei; Zuo Quan Xu (SIAM J. Financial Math., 2023)

Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement. - Hyun Jin Jang; Zuo Quan Xu; Harry Zheng (Oper. Res., 2024)

Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients. - Xiaomin Shi; Zuo Quan Xu (Syst. Control. Lett., 2024)

Optimal Ratcheting of Dividend Payout Under Brownian Motion Surplus. - Chonghu Guan; Zuo Quan Xu (SIAM J. Control. Optim., 2024)

Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles. - Zhuo Jin; Zuo Quan Xu; Bin Zou 005 (SIAM J. Control. Optim., 2024)

Multidimensional Indefinite Stochastic Riccati Equations and Zero-Sum Stochastic Linear-Quadratic Differential Games with Non-Markovian Regime Switching. - Panpan Zhang; Zuo Quan Xu (SIAM J. Control. Optim., 2024)

Dynamic growth-optimal portfolio choice under risk control. - Pengyu Wei; Zuo Quan Xu (Eur. J. Oper. Res., 2025)

Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions. - Kai Ding; Xun Li 002; Siyu Lv; Zuo Quan Xu (Syst. Control. Lett., 2025)

Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks. - Xiaomin Shi; Zuo Quan Xu (Syst. Control. Lett., 2025)

Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems. - Na Li 006; Xun Li 002; Zuo Quan Xu (IEEE Trans. Autom. Control., 2025)