论文:
[1] Fully coupled forward-backward stochastic differential equations and related partial differential equations system (with Zhen Wu), J. Contemp. Math. 25 (2004), no. 3, 269–282. ()
[2] Linear quadratic nonzero-sum differential games with random jumps (with Zhen Wu), Appl. Math. Mech. (English Ed.) 26 (2005), no. 8, 1034–1039. ()
[3] One kind of stochastic nonzero-sum game problem and BSDEs (with Zhen Wu), Proceeding of the 26th Chinese Control Conference, Vol. 3, pp. 399-402, 2007. ()
[4] Linear-Quadratic Nonzero-Sum Differential Game of Backward Stochastic Differential Equations (with Shaolin Ji), Proceeding of the 27th Chinese Control Conference, Vol. 3, pp. 562-566, 2008. ()
[5] Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equation (with Zhen Wu) , SIAM J. Control Optim. 47 (2008), no. 5, 2616–2641. ()
[6] Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs (with Jean-Pierre Lepeltier and Zhen Wu), C. R. Math. Acad. Sci. Paris 347 (2009), no. 15-16, 959–964. ()
[7] A Pontryagin's maximum principle for non-zero sum differential games of BSDEs with applications (with Guangchen Wang), IEEE Trans. Automat. Control 55 (2010), no. 7, 1742–1747. ()
[8] Linear-quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system. Asian J. Control 14 (2012), no. 1, 173–185. ()
[9] A partial information non-zero sum differential game of backward stochastic differential equations with applications (with Guangchen Wang), Automatica J. IFAC 48 (2012), no. 2, 342–352. ()
[10] Backward stochastic viability and related properties on Z for BSDEs with applications (with Zhen Wu), J. Syst. Sci. Complex. 25 (2012), no. 4, 675–690. ()
[11] The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls. Automatica J. IFAC 48 (2012), no. 10, 2420–2432. ()
[12] Delayed stochastic linear-quadratic control problem and related applications (with Li Chen and Zhen Wu), J. Appl. Math. 2012, Art. ID 835319, 22 pp. ()
[13] Equivalent cost functionals and stochastic linear quadratic optimal control problems. ESAIM Control Optim. Calc. Var. 19 (2013), no. 1, 78–90. ()
[14] Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications (with Jingtao Shi), Math. Probl. Eng. 2013, Art. ID 285241, 12 pp. ()
[15] Continuous-time mean-variance portfolio selection with random horizon. Appl. Math. Optim. 68 (2013), no. 3, 333–359. ()
[16] Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (with Jianhui Huang), Systems Control Lett. 68 (2014), 68–75. ()
[17] Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations(with Zhen Wu), Stochastic Process. Appl. 124 (2014), no. 12, 3921–3947. ()
[18] An indefinite stochastic linear quadratic optimal control problem for the FBSDE system with jumps (with Na Li and Zhen Wu), Proceeding of the 34th Chinese Control Conference, pp. 1682-1686, 2015. ()
[19] Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (with Na Li), Adv. Difference Equ. 2015, 2015:144, 19 pp. ()
[20] Maximum principle for nonzero-sum stochastic differential game with delays (with Li Chen), IEEE Trans. Automat. Control 60 (2015), no. 5, 1422–1426. ()
[21] An optimal feedback control-strategy pair for zero-sum linear-quadratic stochastic differential game: the Riccati equation approach. SIAM J. Control Optim. 53 (2015), no. 4, 2141–2167. ()
[22] Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (with Siyu Lv and Zhen Wu), Automatica J. IFAC 69 (2016), 176–180. ()
[23] Exact controllability of linear stochastic differential equations and related problems (with Yanqing Wang, Donghui Yang, and Jiongmin Yong), Math. Control Relat. Fields 7 (2017), no. 2, 305-345. ()
[24]
Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems,
ESAIM Control Optim. Calc. Var., Doi: 1051/cocv/2016055, to appear.
()
[25] Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (with Na Li and Zhen Wu), Sci. China Math., to appear. ()
