Edit Profile (opens in new tab) Wu, Zhen Compute Distance To: Compute Author ID: wu.zhen Published as: Wu, Zhen; Wu, Z. Homepage: http://www.maths.sdu.edu.cn/~wuzhen/home.html Documents Indexed: 146 Publications since 1994, including 1 Book Co-Authors: 66 Co-Authors with 112 Joint Publications 1,969 Co-Co-Authors all top 5 Co-Authors 11 single-authored 14 Wang, Guangchen 10 Yu, Zhiyong 9 Shi, Jingtao 7 Huang, Jianhui 5 Du, Kai 5 Li, Na 5 Lv, Siyu 5 Wang, Haiyang 4 Liu, Ruyi 4 Phillips, W. R. C. 4 Wang, Shujun 4 Zhang, Feng 4 Zhang, Qing 3 Chen, Wanji 3 Huang, Zongyuan 3 Lepeltier, Jean-Pierre 3 Tao, Ran 3 Xiong, Jie 3 Xu, Wensheng 2 Bellalah, Mondher 2 Ma, Ning 2 Mu, Rui 2 Peng, Shige 2 Si, Kehan 2 Tang, Huaibin 2 Wei, Lifeng 2 Zhao, Huaizhong 2 Zhuang, Yi 1 Al-saedi, Ahmed Eid Salem 1 Chang, Dejian 1 Deng, Wei 1 Fu, Yu 1 Gu, Yanling 1 Hamadene, Saïd 1 Han, Yuecai 1 Jahnke, Craig C. 1 Ji, Shaolin 1 Jin, Qilin 1 Li, Juan 1 Lin, Qian 1 Liu, Zhengliang 1 Lumley, John Leask 1 Ma, Jin 1 Ma, Rui 1 Ma, Shuping 1 Michiels, Wim 1 Nie, Tianyang 1 Qi, Qingyuan 1 Qiao, Z. X. 1 Ren, Xiaohui 1 Song, Yuanzhuo 1 Sun, Jingrui 1 Sun, Yanyan 1 Tang, Shanjian 1 Tie, Jingzhi 1 Wang, Hanxiao 1 Weng, Michael X. 1 Xiao, Hua 1 Xu, Aiping 1 Xu, Mingyu 1 Xu, Ruimin 1 Xu, Zhenda 1 Yung, Kai-Leung 1 Zhan, Detao 1 Zhang, Chenghui 1 Zhang, Detao 1 Zhang, Huanshui 1 Zhang, Jianfeng 1 Zhang, Liyan 1 Zhang, Qixia 1 Zhong, Zheng 1 Zhu, Hong 1 Zhuang, Ling all top 5 Serials 8 Journal of Systems Science and Complexity 7 Automatica 7 SIAM Journal on Control and Optimization 5 IEEE Transactions on Automatic Control 5 Mathematical Problems in Engineering 4 Journal of Mathematical Analysis and Applications 4 Journal of Optimization Theory and Applications 4 Statistics & Probability Letters 4 International Journal of Production Research 4 Applied Mathematics. Series B (English Edition) 4 Advances in Difference Equations 4 Mathematical Control and Related Fields 3 Applied Mathematics and Computation 3 Journal of Differential Equations 3 Optimal Control Applications & Methods 3 Systems & Control Letters 3 Chinese Journal of Applied Probability and Statistics 3 Abstract and Applied Analysis 3 Acta Mathematica Scientia. Series B. (English Edition) 2 International Journal of Control 2 Journal of Fluid Mechanics 2 Applied Mathematics and Optimization 2 Chinese Annals of Mathematics. Series A 2 Chinese Annals of Mathematics. Series B 2 Acta Mathematicae Applicatae Sinica. English Series 2 Communications in Statistics. Theory and Methods 2 Applied Mathematics. Series A (Chinese Edition) 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Journal of Shandong University. Natural Science 2 Boundary Value Problems 2 Acta Mechanica Sinica 2 Science China. Mathematics 1 Acta Mechanica 1 Analysis Mathematica 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of Engineering Mathematics 1 Journal of Computational and Applied Mathematics 1 Journal of Shandong University. Natural Science Edition 1 Insurance Mathematics & Economics 1 Applied Mathematics and Mechanics. (English Edition) 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Acta Automatica Sinica 1 Journal of Systems Science and Mathematical Sciences 1 Computational Mechanics 1 Applied Mathematics Letters 1 Mathematica Applicata 1 Annals of Operations Research 1 Systems Science and Mathematical Sciences 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Archive of Applied Mechanics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 International Journal of Theoretical and Applied Finance 1 European Journal of Mechanics. A. Solids 1 Acta Mathematica Sinica. English Series 1 Communications in Nonlinear Science and Numerical Simulation 1 Journal of the Australian Mathematical Society 1 Journal of Applied Mathematics 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Chinese Journal of Contemporary Mathematics 1 Communications in Mathematical Sciences 1 Journal of Industrial and Management Optimization 1 Stochastics 1 Journal of Biological Dynamics 1 Science China. Information Sciences 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 SpringerBriefs in Mathematics 1 Probability, Uncertainty and Quantitative Risk all top 5 Fields 89 Probability theory and stochastic processes (60-XX) 72 Systems theory; control (93-XX) 48 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 46 Calculus of variations and optimal control; optimization (49-XX) 10 Partial differential equations (35-XX) 10 Operations research, mathematical programming (90-XX) 8 Ordinary differential equations (34-XX) 8 Fluid mechanics (76-XX) 7 Mechanics of deformable solids (74-XX) 4 Statistics (62-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Numerical analysis (65-XX) 2 Difference and functional equations (39-XX) 2 Biology and other natural sciences (92-XX) 1 Group theory and generalizations (20-XX) 1 Real functions (26-XX) 1 Algebraic topology (55-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 103 Publications have been cited 1,193 times in 637 Documents Cited by ▼ Year ▼ Fully coupled forward-backward stochastic differential equations and applications to optimal control. Zbl 0931.60048Peng, Shige; Wu, Zhen 177 1999 Maximum principle for the stochastic optimal control problem with delay and application. Zbl 1205.93163Chen, Li; Wu, Zhen 66 2010 Maximum principle for optimal control problem of fully coupled forward-backward stochastic systems. Zbl 0938.93066Wu, Zhen 51 1998 The maximum principles for stochastic recursive optimal control problems under partial information. Zbl 1367.93725Wang, Guangchen; Wu, Zhen 44 2009 A general maximum principle for optimal control of forward-backward stochastic systems. Zbl 1321.49041Wu, Zhen 43 2013 On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng 41 2015 Delay-dependent stability and \(H_\infty\) control for uncertain discrete switched singular systems with time-delay. Zbl 1152.93461Ma, Shuping; Zhang, Chenghui; Wu, Zhen 37 2008 Maximum principle for forward-backward stochastic control system with random jumps and applications to finance. Zbl 1197.93165Shi, Jingtao; Wu, Zhen 31 2010 Maximum principles for forward-backward stochastic control systems with correlated state and observation noises. Zbl 1262.93027Wang, Guangchen; Wu, Zhen; Xiong, Jie 30 2013 Maximum principle for backward doubly stochastic control systems with applications. Zbl 1222.49040Han, Yuecai; Peng, Shige; Wu, Zhen 29 2010 Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games. Zbl 1156.93409Wu, Zhen 27 2005 Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems. Zbl 1141.93070Wang, Guangchen; Wu, Zhen 27 2008 Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equation. Zbl 1171.49022Wu, Zhen; Yu, Zhiyong 24 2008 A maximum principle for partially observed optimal control of forward-backward stochastic control systems. Zbl 1227.93116Wu, Zhen 22 2010 Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration. Zbl 1029.60047Wu, Zhen 20 2003 A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. Zbl 1360.93787Wang, Guangchen; Wu, Zhen; Xiong, Jie 20 2015 Reliably computing all characteristic roots of delay differential equations in a given right half plane using a spectral method. Zbl 1237.65065Wu, Zhen; Michiels, Wim 19 2012 Forward-backward stochastic differential equations with Brownian motion and Poisson process. Zbl 1009.60050Wu, Zhen 18 1999 Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems. Zbl 1209.49034Shi, J. T.; Wu, Z. 17 2010 Backward mean-field linear-quadratic-Gaussian (LQG) games: full and partial information. Zbl 1359.91009Huang, Jianhui; Wang, Shujun; Wu, Zhen 16 2016 Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations. Zbl 1314.60135Wu, Zhen; Yu, Zhiyong 14 2014 Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen 13 1999 A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications. Zbl 1240.93365Shi, Jingtao; Wu, Zhen 13 2011 Optimal premium policy of an insurance firm: full and partial information. Zbl 1231.91200Huang, Jianhui; Wang, Guangchen; Wu, Zhen 13 2010 Delayed stochastic linear-quadratic control problem and related applications. Zbl 1251.93138Chen, Li; Wu, Zhen; Yu, Zhiyong 13 2012 An introduction to optimal control of FBSDE with incomplete information. Zbl 1400.49001Wang, Guangchen; Wu, Zhen; Xiong, Jie 13 2018 BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs. Zbl 1221.60089Wu, Zhen; Zhang, Feng 12 2011 Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes. Zbl 1178.93148Tang, Huaibin; Wu, Zhen 12 2009 Linear quadratic nonzero-sum differential games with random jumps. Zbl 1144.91305Wu, Zhen; Yu, Zhi-Yong 11 2005 A type of general forward-backward stochastic differential equations and applications. Zbl 1218.60047Chen, Li; Wu, Zhen 11 2011 Maximum principle for optimal control problems of forward-backward regime-switching system and applications. Zbl 1271.49018Tao, Ran; Wu, Zhen 11 2012 General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance. Zbl 1178.49049Wang, G. C.; Wu, Z. 10 2009 Stochastic maximum principle for optimal control problems of forward-backward systems involving impulse controls. Zbl 1368.93793Wu, Zhen; Zhang, Feng 10 2011 BSDEs with regime switching: weak convergence and applications. Zbl 1306.60080Tao, Ran; Wu, Zhen; Zhang, Qing 10 2013 Dynamic programming principle for stochastic recursive optimal control problem with delayed systems. Zbl 1259.49040Chen, Li; Wu, Zhen 10 2012 Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions. Zbl 1216.49024Shi, Jing-Tao; Wu, Zhen 9 2011 Fully coupled forward-backward stochastic differential equations and related partial differential equation systems. Zbl 1073.60065Wu, Zhen; Yu, Zhiyong 8 2004 Linear quadratic mean-field-game of backward stochastic differential systems. Zbl 1416.93198Du, Kai; Huang, Jianhui; Wu, Zhen 8 2018 Continuous-time mean-variance portfolio selection with random horizon in an incomplete market. Zbl 1338.93405Lv, Siyu; Wu, Zhen; Yu, Zhiyong 8 2016 Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation. Zbl 1316.93127Wang, Haiyang; Wu, Zhen 8 2015 On the instability of wave-catalysed longitudinal vortices in strong shear. Zbl 0815.76032Phillips, W. R. C.; Wu, Z. 7 1994 A simple model of corporate international investment under incomplete information and taxes. Zbl 1163.91379Bellalah, Mondher; Wu, Zhen 7 2009 Maximum principle for risk-sensitive stochastic optimal control problem and applications to finance. Zbl 1252.49040Shi, Jingtao; Wu, Zhen 7 2012 On the formation of longitudinal vortices in a turbulent boundary layer over wavy terrrain. Zbl 0920.76027Phillips, W. R. C.; Wu, Z.; Lumley, J. L. 6 1996 A note on abstract economies with upper semicontinuous correspondence. Zbl 1122.91349Tan, K.-K.; Wu, Z. 6 1998 Comparison theorems for forward backward SDEs. Zbl 1157.60060Wu, Zhen; Xu, Mingyu 6 2009 Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application. Zbl 1435.91023Du, Kai; Wu, Zhen 6 2019 Stabilization control for linear continuous-time mean-field systems. Zbl 1482.93679Qi, Qingyuan; Zhang, Huanshui; Wu, Zhen 6 2019 The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk. Zbl 1136.60340Ji, Shao Lin; Wu, Zhen 6 2007 Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching. Zbl 1333.93261Lv, Siyu; Tao, Ran; Wu, Zhen 6 2016 Maximum principle for stochastic recursive optimal control problems involving impulse controls. Zbl 1246.93128Wu, Zhen; Zhang, Feng 6 2012 Partially observed time-inconsistency recursive optimization problem and application. Zbl 1290.49050Wang, Haiyang; Wu, Zhen 6 2014 Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations. Zbl 1295.93078Wei, Lifeng; Wu, Zhen; Zhao, Huaizhong 6 2014 Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations. Zbl 1383.93095Li, Na; Wu, Zhen; Yu, Zhiyong 6 2018 A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations. Zbl 1216.60053Lin, Qian; Wu, Zhen 5 2011 Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs. Zbl 1173.91310Lepeltier, Jean-Pierre; Wu, Zhen; Yu, Zhiyong 5 2009 Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls. Zbl 1370.93327Wang, Shujun; Wu, Zhen 5 2017 Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case. Zbl 1373.93384Nie, Tianyang; Shi, Jingtao; Wu, Zhen 5 2017 Mean-variance hedging and forward-backward stochastic differential filtering equations. Zbl 1229.91327Wang, Guangchen; Wu, Zhen 5 2011 Stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to portfolio choice. Zbl 1164.91351Wang, Guangchen; Wu, Zhen 4 2007 A direct method in optimal portfolio and consumption choice. Zbl 0858.90013Wu, Zhen; Xu, Wensheng 4 1996 Backward-forward linear-quadratic mean-field games with major and minor agents. Zbl 1443.91044Huang, Jianhui; Wang, Shujun; Wu, Zhen 4 2016 Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations. Zbl 1445.34049Liu, Ruyi; Wu, Zhen 4 2018 Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance. Zbl 1427.91028Wu, Zhen; Zhuang, Yi 4 2018 Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance. Zbl 1307.93448Chang, Dejian; Wu, Zhen 4 2015 Multi-dimensional reflected backward stochastic differential equations and the comparison theorem. Zbl 1240.60166Wu, Zhen; Xiao, Hua 4 2010 An adaptive acceptance control chart for tool wear. Zbl 0940.90505Wu, Z. 4 1998 A model for market closure and international portfolio management within incomplete information. Zbl 1107.91323Bellalah, Mondher; Wu, Zhen 3 2002 Tabu search approach based on a similarity coefficient for cell formation in generalized group technology. Zbl 1080.90516Lei, D.; Wu, Z. 3 2005 Forward-backward stochastic differential equations with stopping time. Zbl 1047.60060Wu, Zhen 3 2004 The comparison theorem of FBSDE. Zbl 0939.60054Wu, Zhen 3 1999 A new higher-order shear deformation theory and refined beam element of composite laminates. Zbl 1200.74088Chen, Wanji; Wu, Zhen 3 2005 Turbulent boundary layer under the control of different schemes. Zbl 1402.76055Qiao, Z. X.; Zhou, Y.; Wu, Z. 3 2017 A stochastic maximum principle for optimal control of jump diffusions and applications to finance. Zbl 1240.93364Shi, Jingtao; Wu, Zhen 3 2011 Adapted solution of generalized forward-backward stochastic differential equations and its dependence on parameters. Zbl 0910.60045Wu, Zhen 3 1998 Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes. Zbl 1313.93208Li, Na; Wu, Zhen 3 2014 The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate. Zbl 1131.91350Wu, Zhen; Zhang, Liyan 3 2006 Partially observed time-inconsistent stochastic linear-quadratic control with random jumps. Zbl 1390.93875Wu, Zhen; Zhuang, Yi 3 2018 A Black-Scholes formula for option pricing with dividends. Zbl 0853.90014Xu, Wensheng; Wu, Zhen 2 1996 Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen 2 2010 An adaptive SVD-Krylov reduced order model for surrogate based structural shape optimization through isogeometric boundary element method. Zbl 1441.74187Li, S.; Trevelyan, J.; Wu, Z.; Lian, H.; Wang, D.; Zhang, W. 2 2019 Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information. Zbl 1448.93348Li, Na; Wang, Guangchen; Wu, Zhen 2 2020 Stochastic optimal control problem in advertising model with delay. Zbl 1455.93209Chen, Li; Wu, Zhen 2 2020 A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint. Zbl 1388.93106Huang, Jianhui; Wang, Haiyang; Wu, Zhen 2 2018 Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls. Zbl 1394.49020Wang, Shujun; Wu, Zhen 2 2015 Necessary and sufficient conditions for near-optimality of stochastic delay systems. Zbl 1397.93239Wang, Yuan; Wu, Zhen 2 2018 Optimal switching under a hybrid diffusion model and applications to stock trading. Zbl 1401.93227Lv, Siyu; Wu, Zhen; Zhang, Qing 2 2018 An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations. Zbl 1402.93268Li, Na; Wang, Yuan; Wu, Zhen 2 2018 One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators. Zbl 1422.60102Mu, Rui; Wu, Zhen 2 2015 Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions. Zbl 1382.34026Wang, Haiyang; Wu, Zhen 2 2017 Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure. Zbl 1319.60135Shi, Jingtao; Wu, Zhen 2 2015 Transport in a three-zone wetland: flow velocity profile and environmental dispersion. Zbl 1333.92070Wang, Ping; Chen, G. Q.; Jiang, C. B.; Alsaedi, A.; Wu, Z.; Zeng, L. 2 2015 A \(\mathrm C^0\)-type zig-zag theory and finite element for laminated composite and sandwich plates with general configurations. Zbl 1293.74063Ren, Xiaohui; Chen, Wanji; Wu, Zhen 2 2012 A Black-Scholes formula for option pricing with dividends and optimal investment problems under partial information. Zbl 1150.91397Wu, Zhen; Wang, Guangchen 1 2007 Maximum principle for the optimal control problem of a fully coupled stochastic system with state constraints. Zbl 1001.93092Wu, Zhen; Xu, Aiping 1 2000 Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations. Zbl 1406.60101Wu, Zhen; Xu, Ruimin 1 2019 A fixed point theorem, intermediate value theorem, and nested interval property. Zbl 1449.55001Wu, Z. 1 2019 Mean-field linear-quadratic stochastic differential games. Zbl 1479.91032Sun, Jingrui; Wang, Hanxiao; Wu, Zhen 1 2021 Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance. Zbl 1401.93226Lv, Siyu; Wu, Zhen 1 2018 Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations. Zbl 1322.60164Li, Na; Wu, Zhen 1 2015 Mean-field linear-quadratic stochastic differential games. Zbl 1479.91032Sun, Jingrui; Wang, Hanxiao; Wu, Zhen 1 2021 Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents. Zbl 1471.91022Huang, Jianhui; Si, Kehan; Wu, Zhen 1 2021 Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis. Zbl 1475.91355Du, Kai; Wu, Zhen; Zhan, Detao 1 2021 Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information. Zbl 1448.93348Li, Na; Wang, Guangchen; Wu, Zhen 2 2020 Stochastic optimal control problem in advertising model with delay. Zbl 1455.93209Chen, Li; Wu, Zhen 2 2020 Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application. Zbl 1435.91023Du, Kai; Wu, Zhen 6 2019 Stabilization control for linear continuous-time mean-field systems. Zbl 1482.93679Qi, Qingyuan; Zhang, Huanshui; Wu, Zhen 6 2019 An adaptive SVD-Krylov reduced order model for surrogate based structural shape optimization through isogeometric boundary element method. Zbl 1441.74187Li, S.; Trevelyan, J.; Wu, Z.; Lian, H.; Wang, D.; Zhang, W. 2 2019 Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations. Zbl 1406.60101Wu, Zhen; Xu, Ruimin 1 2019 A fixed point theorem, intermediate value theorem, and nested interval property. Zbl 1449.55001Wu, Z. 1 2019 An introduction to optimal control of FBSDE with incomplete information. Zbl 1400.49001Wang, Guangchen; Wu, Zhen; Xiong, Jie 13 2018 Linear quadratic mean-field-game of backward stochastic differential systems. Zbl 1416.93198Du, Kai; Huang, Jianhui; Wu, Zhen 8 2018 Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations. Zbl 1383.93095Li, Na; Wu, Zhen; Yu, Zhiyong 6 2018 Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations. Zbl 1445.34049Liu, Ruyi; Wu, Zhen 4 2018 Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance. Zbl 1427.91028Wu, Zhen; Zhuang, Yi 4 2018 Partially observed time-inconsistent stochastic linear-quadratic control with random jumps. Zbl 1390.93875Wu, Zhen; Zhuang, Yi 3 2018 A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint. Zbl 1388.93106Huang, Jianhui; Wang, Haiyang; Wu, Zhen 2 2018 Necessary and sufficient conditions for near-optimality of stochastic delay systems. Zbl 1397.93239Wang, Yuan; Wu, Zhen 2 2018 Optimal switching under a hybrid diffusion model and applications to stock trading. Zbl 1401.93227Lv, Siyu; Wu, Zhen; Zhang, Qing 2 2018 An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations. Zbl 1402.93268Li, Na; Wang, Yuan; Wu, Zhen 2 2018 Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance. Zbl 1401.93226Lv, Siyu; Wu, Zhen 1 2018 Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls. Zbl 1370.93327Wang, Shujun; Wu, Zhen 5 2017 Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case. Zbl 1373.93384Nie, Tianyang; Shi, Jingtao; Wu, Zhen 5 2017 Turbulent boundary layer under the control of different schemes. Zbl 1402.76055Qiao, Z. X.; Zhou, Y.; Wu, Z. 3 2017 Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions. Zbl 1382.34026Wang, Haiyang; Wu, Zhen 2 2017 Backward mean-field linear-quadratic-Gaussian (LQG) games: full and partial information. Zbl 1359.91009Huang, Jianhui; Wang, Shujun; Wu, Zhen 16 2016 Continuous-time mean-variance portfolio selection with random horizon in an incomplete market. Zbl 1338.93405Lv, Siyu; Wu, Zhen; Yu, Zhiyong 8 2016 Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching. Zbl 1333.93261Lv, Siyu; Tao, Ran; Wu, Zhen 6 2016 Backward-forward linear-quadratic mean-field games with major and minor agents. Zbl 1443.91044Huang, Jianhui; Wang, Shujun; Wu, Zhen 4 2016 On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng 41 2015 A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. Zbl 1360.93787Wang, Guangchen; Wu, Zhen; Xiong, Jie 20 2015 Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation. Zbl 1316.93127Wang, Haiyang; Wu, Zhen 8 2015 Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance. Zbl 1307.93448Chang, Dejian; Wu, Zhen 4 2015 Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls. Zbl 1394.49020Wang, Shujun; Wu, Zhen 2 2015 One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators. Zbl 1422.60102Mu, Rui; Wu, Zhen 2 2015 Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure. Zbl 1319.60135Shi, Jingtao; Wu, Zhen 2 2015 Transport in a three-zone wetland: flow velocity profile and environmental dispersion. Zbl 1333.92070Wang, Ping; Chen, G. Q.; Jiang, C. B.; Alsaedi, A.; Wu, Z.; Zeng, L. 2 2015 Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations. Zbl 1322.60164Li, Na; Wu, Zhen 1 2015 Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations. Zbl 1314.60135Wu, Zhen; Yu, Zhiyong 14 2014 Partially observed time-inconsistency recursive optimization problem and application. Zbl 1290.49050Wang, Haiyang; Wu, Zhen 6 2014 Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations. Zbl 1295.93078Wei, Lifeng; Wu, Zhen; Zhao, Huaizhong 6 2014 Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes. Zbl 1313.93208Li, Na; Wu, Zhen 3 2014 A general maximum principle for optimal control of forward-backward stochastic systems. Zbl 1321.49041Wu, Zhen 43 2013 Maximum principles for forward-backward stochastic control systems with correlated state and observation noises. Zbl 1262.93027Wang, Guangchen; Wu, Zhen; Xiong, Jie 30 2013 BSDEs with regime switching: weak convergence and applications. Zbl 1306.60080Tao, Ran; Wu, Zhen; Zhang, Qing 10 2013 Reliably computing all characteristic roots of delay differential equations in a given right half plane using a spectral method. Zbl 1237.65065Wu, Zhen; Michiels, Wim 19 2012 Delayed stochastic linear-quadratic control problem and related applications. Zbl 1251.93138Chen, Li; Wu, Zhen; Yu, Zhiyong 13 2012 Maximum principle for optimal control problems of forward-backward regime-switching system and applications. Zbl 1271.49018Tao, Ran; Wu, Zhen 11 2012 Dynamic programming principle for stochastic recursive optimal control problem with delayed systems. Zbl 1259.49040Chen, Li; Wu, Zhen 10 2012 Maximum principle for risk-sensitive stochastic optimal control problem and applications to finance. Zbl 1252.49040Shi, Jingtao; Wu, Zhen 7 2012 Maximum principle for stochastic recursive optimal control problems involving impulse controls. Zbl 1246.93128Wu, Zhen; Zhang, Feng 6 2012 A \(\mathrm C^0\)-type zig-zag theory and finite element for laminated composite and sandwich plates with general configurations. Zbl 1293.74063Ren, Xiaohui; Chen, Wanji; Wu, Zhen 2 2012 Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem. Zbl 1264.91023Wei, Lifeng; Wu, Zhen 1 2012 A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications. Zbl 1240.93365Shi, Jingtao; Wu, Zhen 13 2011 BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs. Zbl 1221.60089Wu, Zhen; Zhang, Feng 12 2011 A type of general forward-backward stochastic differential equations and applications. Zbl 1218.60047Chen, Li; Wu, Zhen 11 2011 Stochastic maximum principle for optimal control problems of forward-backward systems involving impulse controls. Zbl 1368.93793Wu, Zhen; Zhang, Feng 10 2011 Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions. Zbl 1216.49024Shi, Jing-Tao; Wu, Zhen 9 2011 A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations. Zbl 1216.60053Lin, Qian; Wu, Zhen 5 2011 Mean-variance hedging and forward-backward stochastic differential filtering equations. Zbl 1229.91327Wang, Guangchen; Wu, Zhen 5 2011 A stochastic maximum principle for optimal control of jump diffusions and applications to finance. Zbl 1240.93364Shi, Jingtao; Wu, Zhen 3 2011 Maximum principle for the stochastic optimal control problem with delay and application. Zbl 1205.93163Chen, Li; Wu, Zhen 66 2010 Maximum principle for forward-backward stochastic control system with random jumps and applications to finance. Zbl 1197.93165Shi, Jingtao; Wu, Zhen 31 2010 Maximum principle for backward doubly stochastic control systems with applications. Zbl 1222.49040Han, Yuecai; Peng, Shige; Wu, Zhen 29 2010 A maximum principle for partially observed optimal control of forward-backward stochastic control systems. Zbl 1227.93116Wu, Zhen 22 2010 Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems. Zbl 1209.49034Shi, J. T.; Wu, Z. 17 2010 Optimal premium policy of an insurance firm: full and partial information. Zbl 1231.91200Huang, Jianhui; Wang, Guangchen; Wu, Zhen 13 2010 Multi-dimensional reflected backward stochastic differential equations and the comparison theorem. Zbl 1240.60166Wu, Zhen; Xiao, Hua 4 2010 Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen 2 2010 The maximum principles for stochastic recursive optimal control problems under partial information. Zbl 1367.93725Wang, Guangchen; Wu, Zhen 44 2009 Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes. Zbl 1178.93148Tang, Huaibin; Wu, Zhen 12 2009 General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance. Zbl 1178.49049Wang, G. C.; Wu, Z. 10 2009 A simple model of corporate international investment under incomplete information and taxes. Zbl 1163.91379Bellalah, Mondher; Wu, Zhen 7 2009 Comparison theorems for forward backward SDEs. Zbl 1157.60060Wu, Zhen; Xu, Mingyu 6 2009 Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs. Zbl 1173.91310Lepeltier, Jean-Pierre; Wu, Zhen; Yu, Zhiyong 5 2009 Delay-dependent stability and \(H_\infty\) control for uncertain discrete switched singular systems with time-delay. Zbl 1152.93461Ma, Shuping; Zhang, Chenghui; Wu, Zhen 37 2008 Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems. Zbl 1141.93070Wang, Guangchen; Wu, Zhen 27 2008 Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equation. Zbl 1171.49022Wu, Zhen; Yu, Zhiyong 24 2008 The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk. Zbl 1136.60340Ji, Shao Lin; Wu, Zhen 6 2007 Stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to portfolio choice. Zbl 1164.91351Wang, Guangchen; Wu, Zhen 4 2007 A Black-Scholes formula for option pricing with dividends and optimal investment problems under partial information. Zbl 1150.91397Wu, Zhen; Wang, Guangchen 1 2007 The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate. Zbl 1131.91350Wu, Zhen; Zhang, Liyan 3 2006 Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games. Zbl 1156.93409Wu, Zhen 27 2005 Linear quadratic nonzero-sum differential games with random jumps. Zbl 1144.91305Wu, Zhen; Yu, Zhi-Yong 11 2005 Tabu search approach based on a similarity coefficient for cell formation in generalized group technology. Zbl 1080.90516Lei, D.; Wu, Z. 3 2005 A new higher-order shear deformation theory and refined beam element of composite laminates. Zbl 1200.74088Chen, Wanji; Wu, Zhen 3 2005 Fully coupled forward-backward stochastic differential equations and related partial differential equation systems. Zbl 1073.60065Wu, Zhen; Yu, Zhiyong 8 2004 Forward-backward stochastic differential equations with stopping time. Zbl 1047.60060Wu, Zhen 3 2004 Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration. Zbl 1029.60047Wu, Zhen 20 2003 A model for market closure and international portfolio management within incomplete information. Zbl 1107.91323Bellalah, Mondher; Wu, Zhen 3 2002 Maximum principle for the optimal control problem of a fully coupled stochastic system with state constraints. Zbl 1001.93092Wu, Zhen; Xu, Aiping 1 2000 Fully coupled forward-backward stochastic differential equations and applications to optimal control. Zbl 0931.60048Peng, Shige; Wu, Zhen 177 1999 Forward-backward stochastic differential equations with Brownian motion and Poisson process. Zbl 1009.60050Wu, Zhen 18 1999 Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen 13 1999 The comparison theorem of FBSDE. Zbl 0939.60054Wu, Zhen 3 1999 Maximum principle for optimal control problem of fully coupled forward-backward stochastic systems. Zbl 0938.93066Wu, Zhen 51 1998 A note on abstract economies with upper semicontinuous correspondence. Zbl 1122.91349Tan, K.-K.; Wu, Z. 6 1998 An adaptive acceptance control chart for tool wear. Zbl 0940.90505Wu, Z. 4 1998 Adapted solution of generalized forward-backward stochastic differential equations and its dependence on parameters. Zbl 0910.60045Wu, Zhen 3 1998 On the formation of longitudinal vortices in a turbulent boundary layer over wavy terrrain. Zbl 0920.76027Phillips, W. R. C.; Wu, Z.; Lumley, J. L. 6 1996 ...and 3 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 696 Authors 66 Wu, Zhen 20 Shi, Jingtao 20 Wang, Guangchen 19 Huang, Jianhui 18 Yu, Zhiyong 15 Shi, Yufeng 14 Ji, Shaolin 14 Yong, Jiongmin 12 Li, Xun 11 Meng, Qingxin 11 Xiong, Jie 11 Zhang, Liangquan 9 Delarue, François 9 Wang, Tianxiao 9 Yang, Shuzhen 9 Zhang, Feng 9 Zhang, Huanshui 9 Zhu, Qingfeng 8 Chala, Adel 8 Lin, Jinxing 8 Zhao, Weidong 7 Bahlali, Khaled 7 Gherbal, Boulakhras 7 Hu, Mingshang 7 Li, Na 7 Lv, Siyu 7 Mezerdi, Brahim 7 Michiels, Wim 7 Sun, Zhongyang 7 Wang, Xiangrong 7 Wei, Qingmeng 7 Wen, Jiaqiang 7 Xiao, Hua 6 Carmona, René A. 6 Hao, Tao 6 Khelfallah, Nabil 6 Li, Juan 6 Menoukeu Pamen, Olivier 6 Nie, Tianyang 6 Ren, Yong 6 Shen, Yang 5 Bellalah, Mondher 5 Gao, Zhifeng 5 Hafayed, Mokhtar 5 Huang, Hong 5 Peng, Shige 5 Tang, Maoning 5 Wang, Haiyang 5 Wang, Shujun 5 Wang, Yan 5 Wu, Shuang 5 Xu, Ruimin 5 Xue, Xiaole 5 Zhang, Qixia 5 Zhang, Shuaiqi 4 Bensoussan, Alain 4 Du, Kai 4 Fei, Shumin 4 Feng, Xinwei 4 Guatteri, Giuseppina 4 Hamadene, Saïd 4 Horst, Ulrich 4 Huang, Minyi 4 Ji, Zhijian 4 Li, Ruijing 4 Liang, Gechun 4 Ma, Heping 4 Ma, Jin 4 Shaikin, M. E. 4 Song, Aimin 4 Tembine, Hamidou 4 Tian, Dejian 4 Vermiglio, Rossana 4 Zhang, Jianfeng 4 Zhong, Shou-Ming 3 Abbas, Syed 3 Agram, Nacira 3 Al-Hussein, Abdulrahman 3 Ankirchner, Stefan 3 Bahlali, Seid 3 Bao, Feng 3 Buckdahn, Rainer 3 Diekmann, Odo 3 Djehiche, Boualem 3 Dong, Yuchao 3 Feng, Enmin 3 Fromm, Alexander 3 Fujii, Masaaki 3 Gashi, Bujar 3 Graewe, Paulwin 3 Hafayed, Dahbia 3 Hu, Ying 3 Li, Lin 3 Lin, Qian 3 Lin, Xiangyun 3 Ma, Shuping 3 Popier, Alexandre 3 Pu, Jiangyan 3 Qi, Qingyuan 3 Shafiee, Masoud ...and 596 more Authors all top 5 Cited in 138 Serials 31 SIAM Journal on Control and Optimization 28 Systems & Control Letters 27 Journal of Systems Science and Complexity 26 Automatica 25 Mathematical Problems in Engineering 23 International Journal of Control 23 Stochastic Processes and their Applications 20 Applied Mathematics and Optimization 20 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 19 Journal of Mathematical Analysis and Applications 18 Journal of Optimization Theory and Applications 18 Mathematical Control and Related Fields 16 Applied Mathematics and Computation 15 Stochastic Analysis and Applications 15 Asian Journal of Control 14 Advances in Difference Equations 12 Optimal Control Applications & Methods 12 Statistics & Probability Letters 11 Abstract and Applied Analysis 9 Journal of the Franklin Institute 9 Random Operators and Stochastic Equations 9 Stochastics and Dynamics 7 Acta Mathematicae Applicatae Sinica. English Series 6 Journal of Differential Equations 6 The Annals of Applied Probability 6 Comptes Rendus. Mathématique. Académie des Sciences, Paris 6 Science China. Mathematics 5 Mathematics of Operations Research 5 European Journal of Control 5 Journal of Inequalities and Applications 5 Journal of Industrial and Management Optimization 4 Journal of Computational and Applied Mathematics 4 Annals of Operations Research 4 Automation and Remote Control 4 Communications in Statistics. Theory and Methods 4 Applied Mathematics. Series B (English Edition) 4 European Journal of Mechanics. A. Solids 4 Boundary Value Problems 4 Dynamic Games and Applications 3 International Journal of Systems Science 3 The Annals of Probability 3 Chinese Annals of Mathematics. Series B 3 Probability Theory and Related Fields 3 Applied Mathematical Modelling 3 International Journal of Robust and Nonlinear Control 3 Complexity 3 Stochastics 3 Afrika Matematika 3 Communications in Mathematics and Statistics 2 Advances in Applied Probability 2 Insurance Mathematics & Economics 2 Circuits, Systems, and Signal Processing 2 Applied Mathematics and Mechanics. (English Edition) 2 SIAM Journal on Matrix Analysis and Applications 2 Journal of Scientific Computing 2 Journal of Applied Mathematics and Stochastic Analysis 2 Applications of Mathematics 2 European Journal of Operational Research 2 Bulletin des Sciences Mathématiques 2 Electronic Journal of Probability 2 Mathematical Finance 2 Discrete Dynamics in Nature and Society 2 International Journal of Theoretical and Applied Finance 2 Acta Mathematica Sinica. English Series 2 Journal of Dynamical and Control Systems 2 Discrete and Continuous Dynamical Systems. Series B 2 Journal of Applied Mathematics 2 Journal of the Korean Statistical Society 2 Journal of Biological Dynamics 2 Frontiers of Mathematics in China 2 Mathematics and Financial Economics 2 Nonlinear Analysis. Hybrid Systems 2 Discrete and Continuous Dynamical Systems. Series S 2 International Journal of Stochastic Analysis 2 Games 2 East Asian Journal on Applied Mathematics 2 Journal of Function Spaces 2 Control Theory and Technology 2 Probability, Uncertainty and Quantitative Risk 1 Computers & Mathematics with Applications 1 Lithuanian Mathematical Journal 1 Studia Mathematica 1 Chaos, Solitons and Fractals 1 Journal of Mathematical Economics 1 SIAM Journal on Numerical Analysis 1 Transactions of the American Mathematical Society 1 Bulletin of the Korean Mathematical Society 1 Probability and Mathematical Statistics 1 Bulletin of the Iranian Mathematical Society 1 Optimization 1 Journal of Economic Dynamics & Control 1 MCSS. Mathematics of Control, Signals, and Systems 1 Forum Mathematicum 1 Science in China. Series A 1 International Journal of Adaptive Control and Signal Processing 1 International Journal of Computer Mathematics 1 Linear Algebra and its Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Journal of Dynamics and Differential Equations 1 Journal of Computer and Systems Sciences International ...and 38 more Serials all top 5 Cited in 27 Fields 391 Systems theory; control (93-XX) 390 Probability theory and stochastic processes (60-XX) 249 Calculus of variations and optimal control; optimization (49-XX) 192 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 54 Ordinary differential equations (34-XX) 52 Partial differential equations (35-XX) 33 Operations research, mathematical programming (90-XX) 24 Numerical analysis (65-XX) 13 Statistics (62-XX) 8 Difference and functional equations (39-XX) 6 Biology and other natural sciences (92-XX) 5 Integral equations (45-XX) 5 Mechanics of deformable solids (74-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Operator theory (47-XX) 2 Real functions (26-XX) 2 Functions of a complex variable (30-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year