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Author ID: wu.zhen Recent zbMATH articles by "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

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

Publications by Year

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 0931.60048
Peng, Shige; Wu, Zhen
177
1999
Maximum principle for the stochastic optimal control problem with delay and application. Zbl 1205.93163
Chen, Li; Wu, Zhen
66
2010
Maximum principle for optimal control problem of fully coupled forward-backward stochastic systems. Zbl 0938.93066
Wu, Zhen
51
1998
The maximum principles for stochastic recursive optimal control problems under partial information. Zbl 1367.93725
Wang, Guangchen; Wu, Zhen
44
2009
A general maximum principle for optimal control of forward-backward stochastic systems. Zbl 1321.49041
Wu, Zhen
43
2013
On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132
Ma, 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 1152.93461
Ma, Shuping; Zhang, Chenghui; Wu, Zhen
37
2008
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance. Zbl 1197.93165
Shi, Jingtao; Wu, Zhen
31
2010
Maximum principles for forward-backward stochastic control systems with correlated state and observation noises. Zbl 1262.93027
Wang, Guangchen; Wu, Zhen; Xiong, Jie
30
2013
Maximum principle for backward doubly stochastic control systems with applications. Zbl 1222.49040
Han, Yuecai; Peng, Shige; Wu, Zhen
29
2010
Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games. Zbl 1156.93409
Wu, Zhen
27
2005
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems. Zbl 1141.93070
Wang, Guangchen; Wu, Zhen
27
2008
Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equation. Zbl 1171.49022
Wu, Zhen; Yu, Zhiyong
24
2008
A maximum principle for partially observed optimal control of forward-backward stochastic control systems. Zbl 1227.93116
Wu, Zhen
22
2010
Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration. Zbl 1029.60047
Wu, Zhen
20
2003
A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. Zbl 1360.93787
Wang, 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 1237.65065
Wu, Zhen; Michiels, Wim
19
2012
Forward-backward stochastic differential equations with Brownian motion and Poisson process. Zbl 1009.60050
Wu, Zhen
18
1999
Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems. Zbl 1209.49034
Shi, J. T.; Wu, Z.
17
2010
Backward mean-field linear-quadratic-Gaussian (LQG) games: full and partial information. Zbl 1359.91009
Huang, Jianhui; Wang, Shujun; Wu, Zhen
16
2016
Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations. Zbl 1314.60135
Wu, Zhen; Yu, Zhiyong
14
2014
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063
Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen
13
1999
A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications. Zbl 1240.93365
Shi, Jingtao; Wu, Zhen
13
2011
Optimal premium policy of an insurance firm: full and partial information. Zbl 1231.91200
Huang, Jianhui; Wang, Guangchen; Wu, Zhen
13
2010
Delayed stochastic linear-quadratic control problem and related applications. Zbl 1251.93138
Chen, Li; Wu, Zhen; Yu, Zhiyong
13
2012
An introduction to optimal control of FBSDE with incomplete information. Zbl 1400.49001
Wang, Guangchen; Wu, Zhen; Xiong, Jie
13
2018
BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs. Zbl 1221.60089
Wu, Zhen; Zhang, Feng
12
2011
Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes. Zbl 1178.93148
Tang, Huaibin; Wu, Zhen
12
2009
Linear quadratic nonzero-sum differential games with random jumps. Zbl 1144.91305
Wu, Zhen; Yu, Zhi-Yong
11
2005
A type of general forward-backward stochastic differential equations and applications. Zbl 1218.60047
Chen, Li; Wu, Zhen
11
2011
Maximum principle for optimal control problems of forward-backward regime-switching system and applications. Zbl 1271.49018
Tao, Ran; Wu, Zhen
11
2012
General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance. Zbl 1178.49049
Wang, G. C.; Wu, Z.
10
2009
Stochastic maximum principle for optimal control problems of forward-backward systems involving impulse controls. Zbl 1368.93793
Wu, Zhen; Zhang, Feng
10
2011
BSDEs with regime switching: weak convergence and applications. Zbl 1306.60080
Tao, Ran; Wu, Zhen; Zhang, Qing
10
2013
Dynamic programming principle for stochastic recursive optimal control problem with delayed systems. Zbl 1259.49040
Chen, Li; Wu, Zhen
10
2012
Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions. Zbl 1216.49024
Shi, Jing-Tao; Wu, Zhen
9
2011
Fully coupled forward-backward stochastic differential equations and related partial differential equation systems. Zbl 1073.60065
Wu, Zhen; Yu, Zhiyong
8
2004
Linear quadratic mean-field-game of backward stochastic differential systems. Zbl 1416.93198
Du, Kai; Huang, Jianhui; Wu, Zhen
8
2018
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market. Zbl 1338.93405
Lv, Siyu; Wu, Zhen; Yu, Zhiyong
8
2016
Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation. Zbl 1316.93127
Wang, Haiyang; Wu, Zhen
8
2015
On the instability of wave-catalysed longitudinal vortices in strong shear. Zbl 0815.76032
Phillips, W. R. C.; Wu, Z.
7
1994
A simple model of corporate international investment under incomplete information and taxes. Zbl 1163.91379
Bellalah, Mondher; Wu, Zhen
7
2009
Maximum principle for risk-sensitive stochastic optimal control problem and applications to finance. Zbl 1252.49040
Shi, Jingtao; Wu, Zhen
7
2012
On the formation of longitudinal vortices in a turbulent boundary layer over wavy terrrain. Zbl 0920.76027
Phillips, W. R. C.; Wu, Z.; Lumley, J. L.
6
1996
A note on abstract economies with upper semicontinuous correspondence. Zbl 1122.91349
Tan, K.-K.; Wu, Z.
6
1998
Comparison theorems for forward backward SDEs. Zbl 1157.60060
Wu, Zhen; Xu, Mingyu
6
2009
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application. Zbl 1435.91023
Du, Kai; Wu, Zhen
6
2019
Stabilization control for linear continuous-time mean-field systems. Zbl 1482.93679
Qi, 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 1136.60340
Ji, Shao Lin; Wu, Zhen
6
2007
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching. Zbl 1333.93261
Lv, Siyu; Tao, Ran; Wu, Zhen
6
2016
Maximum principle for stochastic recursive optimal control problems involving impulse controls. Zbl 1246.93128
Wu, Zhen; Zhang, Feng
6
2012
Partially observed time-inconsistency recursive optimization problem and application. Zbl 1290.49050
Wang, Haiyang; Wu, Zhen
6
2014
Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations. Zbl 1295.93078
Wei, Lifeng; Wu, Zhen; Zhao, Huaizhong
6
2014
Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations. Zbl 1383.93095
Li, Na; Wu, Zhen; Yu, Zhiyong
6
2018
A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations. Zbl 1216.60053
Lin, Qian; Wu, Zhen
5
2011
Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs. Zbl 1173.91310
Lepeltier, Jean-Pierre; Wu, Zhen; Yu, Zhiyong
5
2009
Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls. Zbl 1370.93327
Wang, Shujun; Wu, Zhen
5
2017
Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case. Zbl 1373.93384
Nie, Tianyang; Shi, Jingtao; Wu, Zhen
5
2017
Mean-variance hedging and forward-backward stochastic differential filtering equations. Zbl 1229.91327
Wang, Guangchen; Wu, Zhen
5
2011
Stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to portfolio choice. Zbl 1164.91351
Wang, Guangchen; Wu, Zhen
4
2007
A direct method in optimal portfolio and consumption choice. Zbl 0858.90013
Wu, Zhen; Xu, Wensheng
4
1996
Backward-forward linear-quadratic mean-field games with major and minor agents. Zbl 1443.91044
Huang, Jianhui; Wang, Shujun; Wu, Zhen
4
2016
Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations. Zbl 1445.34049
Liu, Ruyi; Wu, Zhen
4
2018
Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance. Zbl 1427.91028
Wu, 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 1307.93448
Chang, Dejian; Wu, Zhen
4
2015
Multi-dimensional reflected backward stochastic differential equations and the comparison theorem. Zbl 1240.60166
Wu, Zhen; Xiao, Hua
4
2010
An adaptive acceptance control chart for tool wear. Zbl 0940.90505
Wu, Z.
4
1998
A model for market closure and international portfolio management within incomplete information. Zbl 1107.91323
Bellalah, Mondher; Wu, Zhen
3
2002
Tabu search approach based on a similarity coefficient for cell formation in generalized group technology. Zbl 1080.90516
Lei, D.; Wu, Z.
3
2005
Forward-backward stochastic differential equations with stopping time. Zbl 1047.60060
Wu, Zhen
3
2004
The comparison theorem of FBSDE. Zbl 0939.60054
Wu, Zhen
3
1999
A new higher-order shear deformation theory and refined beam element of composite laminates. Zbl 1200.74088
Chen, Wanji; Wu, Zhen
3
2005
Turbulent boundary layer under the control of different schemes. Zbl 1402.76055
Qiao, Z. X.; Zhou, Y.; Wu, Z.
3
2017
A stochastic maximum principle for optimal control of jump diffusions and applications to finance. Zbl 1240.93364
Shi, Jingtao; Wu, Zhen
3
2011
Adapted solution of generalized forward-backward stochastic differential equations and its dependence on parameters. Zbl 0910.60045
Wu, Zhen
3
1998
Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes. Zbl 1313.93208
Li, 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 1131.91350
Wu, Zhen; Zhang, Liyan
3
2006
Partially observed time-inconsistent stochastic linear-quadratic control with random jumps. Zbl 1390.93875
Wu, Zhen; Zhuang, Yi
3
2018
A Black-Scholes formula for option pricing with dividends. Zbl 0853.90014
Xu, Wensheng; Wu, Zhen
2
1996
Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087
Huang, 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 1441.74187
Li, 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 1448.93348
Li, Na; Wang, Guangchen; Wu, Zhen
2
2020
Stochastic optimal control problem in advertising model with delay. Zbl 1455.93209
Chen, Li; Wu, Zhen
2
2020
A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint. Zbl 1388.93106
Huang, Jianhui; Wang, Haiyang; Wu, Zhen
2
2018
Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls. Zbl 1394.49020
Wang, Shujun; Wu, Zhen
2
2015
Necessary and sufficient conditions for near-optimality of stochastic delay systems. Zbl 1397.93239
Wang, Yuan; Wu, Zhen
2
2018
Optimal switching under a hybrid diffusion model and applications to stock trading. Zbl 1401.93227
Lv, 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 1402.93268
Li, Na; Wang, Yuan; Wu, Zhen
2
2018
One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators. Zbl 1422.60102
Mu, Rui; Wu, Zhen
2
2015
Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions. Zbl 1382.34026
Wang, Haiyang; Wu, Zhen
2
2017
Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure. Zbl 1319.60135
Shi, Jingtao; Wu, Zhen
2
2015
Transport in a three-zone wetland: flow velocity profile and environmental dispersion. Zbl 1333.92070
Wang, 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 1293.74063
Ren, Xiaohui; Chen, Wanji; Wu, Zhen
2
2012
A Black-Scholes formula for option pricing with dividends and optimal investment problems under partial information. Zbl 1150.91397
Wu, Zhen; Wang, Guangchen
1
2007
Maximum principle for the optimal control problem of a fully coupled stochastic system with state constraints. Zbl 1001.93092
Wu, Zhen; Xu, Aiping
1
2000
Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations. Zbl 1406.60101
Wu, Zhen; Xu, Ruimin
1
2019
A fixed point theorem, intermediate value theorem, and nested interval property. Zbl 1449.55001
Wu, Z.
1
2019
Mean-field linear-quadratic stochastic differential games. Zbl 1479.91032
Sun, Jingrui; Wang, Hanxiao; Wu, Zhen
1
2021
Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance. Zbl 1401.93226
Lv, Siyu; Wu, Zhen
1
2018
Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations. Zbl 1322.60164
Li, Na; Wu, Zhen
1
2015
Mean-field linear-quadratic stochastic differential games. Zbl 1479.91032
Sun, Jingrui; Wang, Hanxiao; Wu, Zhen
1
2021
Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents. Zbl 1471.91022
Huang, Jianhui; Si, Kehan; Wu, Zhen
1
2021
Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis. Zbl 1475.91355
Du, 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 1448.93348
Li, Na; Wang, Guangchen; Wu, Zhen
2
2020
Stochastic optimal control problem in advertising model with delay. Zbl 1455.93209
Chen, Li; Wu, Zhen
2
2020
Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application. Zbl 1435.91023
Du, Kai; Wu, Zhen
6
2019
Stabilization control for linear continuous-time mean-field systems. Zbl 1482.93679
Qi, 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 1441.74187
Li, 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 1406.60101
Wu, Zhen; Xu, Ruimin
1
2019
A fixed point theorem, intermediate value theorem, and nested interval property. Zbl 1449.55001
Wu, Z.
1
2019
An introduction to optimal control of FBSDE with incomplete information. Zbl 1400.49001
Wang, Guangchen; Wu, Zhen; Xiong, Jie
13
2018
Linear quadratic mean-field-game of backward stochastic differential systems. Zbl 1416.93198
Du, Kai; Huang, Jianhui; Wu, Zhen
8
2018
Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations. Zbl 1383.93095
Li, Na; Wu, Zhen; Yu, Zhiyong
6
2018
Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations. Zbl 1445.34049
Liu, Ruyi; Wu, Zhen
4
2018
Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance. Zbl 1427.91028
Wu, Zhen; Zhuang, Yi
4
2018
Partially observed time-inconsistent stochastic linear-quadratic control with random jumps. Zbl 1390.93875
Wu, Zhen; Zhuang, Yi
3
2018
A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint. Zbl 1388.93106
Huang, Jianhui; Wang, Haiyang; Wu, Zhen
2
2018
Necessary and sufficient conditions for near-optimality of stochastic delay systems. Zbl 1397.93239
Wang, Yuan; Wu, Zhen
2
2018
Optimal switching under a hybrid diffusion model and applications to stock trading. Zbl 1401.93227
Lv, 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 1402.93268
Li, Na; Wang, Yuan; Wu, Zhen
2
2018
Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance. Zbl 1401.93226
Lv, Siyu; Wu, Zhen
1
2018
Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls. Zbl 1370.93327
Wang, Shujun; Wu, Zhen
5
2017
Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case. Zbl 1373.93384
Nie, Tianyang; Shi, Jingtao; Wu, Zhen
5
2017
Turbulent boundary layer under the control of different schemes. Zbl 1402.76055
Qiao, Z. X.; Zhou, Y.; Wu, Z.
3
2017
Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions. Zbl 1382.34026
Wang, Haiyang; Wu, Zhen
2
2017
Backward mean-field linear-quadratic-Gaussian (LQG) games: full and partial information. Zbl 1359.91009
Huang, Jianhui; Wang, Shujun; Wu, Zhen
16
2016
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market. Zbl 1338.93405
Lv, Siyu; Wu, Zhen; Yu, Zhiyong
8
2016
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching. Zbl 1333.93261
Lv, Siyu; Tao, Ran; Wu, Zhen
6
2016
Backward-forward linear-quadratic mean-field games with major and minor agents. Zbl 1443.91044
Huang, Jianhui; Wang, Shujun; Wu, Zhen
4
2016
On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132
Ma, 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 1360.93787
Wang, Guangchen; Wu, Zhen; Xiong, Jie
20
2015
Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation. Zbl 1316.93127
Wang, 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 1307.93448
Chang, Dejian; Wu, Zhen
4
2015
Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls. Zbl 1394.49020
Wang, Shujun; Wu, Zhen
2
2015
One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators. Zbl 1422.60102
Mu, Rui; Wu, Zhen
2
2015
Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure. Zbl 1319.60135
Shi, Jingtao; Wu, Zhen
2
2015
Transport in a three-zone wetland: flow velocity profile and environmental dispersion. Zbl 1333.92070
Wang, 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 1322.60164
Li, Na; Wu, Zhen
1
2015
Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations. Zbl 1314.60135
Wu, Zhen; Yu, Zhiyong
14
2014
Partially observed time-inconsistency recursive optimization problem and application. Zbl 1290.49050
Wang, Haiyang; Wu, Zhen
6
2014
Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations. Zbl 1295.93078
Wei, Lifeng; Wu, Zhen; Zhao, Huaizhong
6
2014
Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes. Zbl 1313.93208
Li, Na; Wu, Zhen
3
2014
A general maximum principle for optimal control of forward-backward stochastic systems. Zbl 1321.49041
Wu, Zhen
43
2013
Maximum principles for forward-backward stochastic control systems with correlated state and observation noises. Zbl 1262.93027
Wang, Guangchen; Wu, Zhen; Xiong, Jie
30
2013
BSDEs with regime switching: weak convergence and applications. Zbl 1306.60080
Tao, 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 1237.65065
Wu, Zhen; Michiels, Wim
19
2012
Delayed stochastic linear-quadratic control problem and related applications. Zbl 1251.93138
Chen, Li; Wu, Zhen; Yu, Zhiyong
13
2012
Maximum principle for optimal control problems of forward-backward regime-switching system and applications. Zbl 1271.49018
Tao, Ran; Wu, Zhen
11
2012
Dynamic programming principle for stochastic recursive optimal control problem with delayed systems. Zbl 1259.49040
Chen, Li; Wu, Zhen
10
2012
Maximum principle for risk-sensitive stochastic optimal control problem and applications to finance. Zbl 1252.49040
Shi, Jingtao; Wu, Zhen
7
2012
Maximum principle for stochastic recursive optimal control problems involving impulse controls. Zbl 1246.93128
Wu, 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 1293.74063
Ren, Xiaohui; Chen, Wanji; Wu, Zhen
2
2012
Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem. Zbl 1264.91023
Wei, Lifeng; Wu, Zhen
1
2012
A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications. Zbl 1240.93365
Shi, Jingtao; Wu, Zhen
13
2011
BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs. Zbl 1221.60089
Wu, Zhen; Zhang, Feng
12
2011
A type of general forward-backward stochastic differential equations and applications. Zbl 1218.60047
Chen, Li; Wu, Zhen
11
2011
Stochastic maximum principle for optimal control problems of forward-backward systems involving impulse controls. Zbl 1368.93793
Wu, Zhen; Zhang, Feng
10
2011
Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions. Zbl 1216.49024
Shi, Jing-Tao; Wu, Zhen
9
2011
A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations. Zbl 1216.60053
Lin, Qian; Wu, Zhen
5
2011
Mean-variance hedging and forward-backward stochastic differential filtering equations. Zbl 1229.91327
Wang, Guangchen; Wu, Zhen
5
2011
A stochastic maximum principle for optimal control of jump diffusions and applications to finance. Zbl 1240.93364
Shi, Jingtao; Wu, Zhen
3
2011
Maximum principle for the stochastic optimal control problem with delay and application. Zbl 1205.93163
Chen, Li; Wu, Zhen
66
2010
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance. Zbl 1197.93165
Shi, Jingtao; Wu, Zhen
31
2010
Maximum principle for backward doubly stochastic control systems with applications. Zbl 1222.49040
Han, Yuecai; Peng, Shige; Wu, Zhen
29
2010
A maximum principle for partially observed optimal control of forward-backward stochastic control systems. Zbl 1227.93116
Wu, Zhen
22
2010
Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems. Zbl 1209.49034
Shi, J. T.; Wu, Z.
17
2010
Optimal premium policy of an insurance firm: full and partial information. Zbl 1231.91200
Huang, Jianhui; Wang, Guangchen; Wu, Zhen
13
2010
Multi-dimensional reflected backward stochastic differential equations and the comparison theorem. Zbl 1240.60166
Wu, Zhen; Xiao, Hua
4
2010
Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087
Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen
2
2010
The maximum principles for stochastic recursive optimal control problems under partial information. Zbl 1367.93725
Wang, Guangchen; Wu, Zhen
44
2009
Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes. Zbl 1178.93148
Tang, Huaibin; Wu, Zhen
12
2009
General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance. Zbl 1178.49049
Wang, G. C.; Wu, Z.
10
2009
A simple model of corporate international investment under incomplete information and taxes. Zbl 1163.91379
Bellalah, Mondher; Wu, Zhen
7
2009
Comparison theorems for forward backward SDEs. Zbl 1157.60060
Wu, Zhen; Xu, Mingyu
6
2009
Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs. Zbl 1173.91310
Lepeltier, 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 1152.93461
Ma, 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 1141.93070
Wang, Guangchen; Wu, Zhen
27
2008
Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equation. Zbl 1171.49022
Wu, Zhen; Yu, Zhiyong
24
2008
The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk. Zbl 1136.60340
Ji, Shao Lin; Wu, Zhen
6
2007
Stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to portfolio choice. Zbl 1164.91351
Wang, Guangchen; Wu, Zhen
4
2007
A Black-Scholes formula for option pricing with dividends and optimal investment problems under partial information. Zbl 1150.91397
Wu, 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 1131.91350
Wu, Zhen; Zhang, Liyan
3
2006
Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games. Zbl 1156.93409
Wu, Zhen
27
2005
Linear quadratic nonzero-sum differential games with random jumps. Zbl 1144.91305
Wu, Zhen; Yu, Zhi-Yong
11
2005
Tabu search approach based on a similarity coefficient for cell formation in generalized group technology. Zbl 1080.90516
Lei, D.; Wu, Z.
3
2005
A new higher-order shear deformation theory and refined beam element of composite laminates. Zbl 1200.74088
Chen, Wanji; Wu, Zhen
3
2005
Fully coupled forward-backward stochastic differential equations and related partial differential equation systems. Zbl 1073.60065
Wu, Zhen; Yu, Zhiyong
8
2004
Forward-backward stochastic differential equations with stopping time. Zbl 1047.60060
Wu, Zhen
3
2004
Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration. Zbl 1029.60047
Wu, Zhen
20
2003
A model for market closure and international portfolio management within incomplete information. Zbl 1107.91323
Bellalah, Mondher; Wu, Zhen
3
2002
Maximum principle for the optimal control problem of a fully coupled stochastic system with state constraints. Zbl 1001.93092
Wu, Zhen; Xu, Aiping
1
2000
Fully coupled forward-backward stochastic differential equations and applications to optimal control. Zbl 0931.60048
Peng, Shige; Wu, Zhen
177
1999
Forward-backward stochastic differential equations with Brownian motion and Poisson process. Zbl 1009.60050
Wu, Zhen
18
1999
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063
Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen
13
1999
The comparison theorem of FBSDE. Zbl 0939.60054
Wu, Zhen
3
1999
Maximum principle for optimal control problem of fully coupled forward-backward stochastic systems. Zbl 0938.93066
Wu, Zhen
51
1998
A note on abstract economies with upper semicontinuous correspondence. Zbl 1122.91349
Tan, K.-K.; Wu, Z.
6
1998
An adaptive acceptance control chart for tool wear. Zbl 0940.90505
Wu, Z.
4
1998
Adapted solution of generalized forward-backward stochastic differential equations and its dependence on parameters. Zbl 0910.60045
Wu, Zhen
3
1998
On the formation of longitudinal vortices in a turbulent boundary layer over wavy terrrain. Zbl 0920.76027
Phillips, W. R. C.; Wu, Z.; Lumley, J. L.
6
1996
...and 3 more Documents
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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
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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

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