Chao Zhu

发表

Hybrid Switching Diffusions: Properties and Applications

G. Yin, Chao Zhu, C. Zhu, 2009 .

Asymptotic Properties of Hybrid Diffusion Systems

Gang George Yin, Chao Zhu, Chao Zhu, 2007, SIAM J. Control. Optim..

Stability of regime-switching diffusions

G. Yin, R. Khasminskii, Chao Zhu, 2007 .

On the Stochastic Solution to a Cauchy Problem Associated with Nonnegative Price Processes

Chao Zhu, Yu-Jui Huang, Q. Song, 2013 .

Regime-Switching Jump Diffusions with Non-Lipschitz Coefficients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties

G. Yin, Chao Zhu, F. Xi, 2018, Modeling, Stochastic Control, Optimization, and Applications.

On competitive Lotka-Volterra model in random environments

G. Yin, Chao Zhu, C. Zhu, 2009 .

On hybrid competitive Lotka–Volterra ecosystems

G. Yin, Chao Zhu, C. Zhu, 2009 .

Jump type stochastic differential equations with non-Lipschitz coefficients: Non-confluence, Feller and strong Feller properties, and exponential ergodicity

Fubao Xi, Chao Zhu, Chao Zhu, 2017, Journal of Differential Equations.

Properties of solutions of stochastic differential equations with continuous-state-dependent switching

George Yin, Chao Zhu, G. Yin, 2010 .

OnSingularControlProblemswithStateConstraints and Regime-Switching:AViscosity SolutionApproach

Chao Zhu, Q. Song, 2016 .

Certain properties related to well posedness of switching diffusions

George Yin, Dang H Nguyen, Chao Zhu, 2017, 1706.06670.

Optimal control of the risk process in a regime-switching environment

Chao Zhu, Chao Zhu, 2010, Autom..

Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates

George Yin, Nguyen Hai Dang, Chao Zhu, 2020, SIAM J. Appl. Math..

Optimal dividend policies for piecewise-deterministic compound Poisson risk models

Chao Zhu, Runhuan Feng, Shuaiqi Zhang, 2011, ArXiv.

Stability of random-switching systems of differential equations

G. Yin, Chao Zhu, Q. Song, 2009 .

Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation

Gang George Yin, Zhuo Jin, Chao Zhu, 2011, Autom..

A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion

Chao Zhu, Kurt Helmes, Richard H. Stockbridge, 2015, SIAM J. Control. Optim..

On an Ergodic Two-Sided Singular Control Problem

G. Yin, Chao Zhu, F. Xi, 2022, Applied Mathematics & Optimization.

On an Ergodic Two-Sided Singular Control Problem

G. Yin, Chao Zhu, F. Xi, 2021, 2108.05500.

Optimal Switching with Constraints and Utility Maximization of an Indivisible Market

Gang George Yin, Chao Zhu, Qingshuo Song, 2012, SIAM J. Control. Optim..

Utility Maximization of an Indivisible Market with Transaction Costs

Chao Zhu, Q. Song, G. Yin, 2010, 1003.2930.

Closed-Loop Equilibrium for Time-Inconsistent McKean-Vlasov Controlled Problem

Hongwei Mei, Chao Zhu, Chao Zhu, 2020, SIAM J. Control. Optim..

On singular control problems with state constraints and regime-switching: A viscosity solution approach

Chao Zhu, Qingshuo Song, Chao Zhu, 2012, Autom..

On the notion of weak stability and related issues of hybrid diffusion systems

George Yin, Chao Zhu, G. Yin, 2007 .

Randomly switching systems: Models, analysis, and applications

G. Yin, Chao Zhu, C. Zhu, 2009, 2009 Chinese Control and Decision Conference.

On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions

Gang George Yin, Chao Zhu, Chao Zhu, 2009, SIAM J. Control. Optim..

On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes

Chao Zhu, Fubao Xi, Chao Zhu, 2017, SIAM J. Control. Optim..

Jump Type Stochastic Differential Equations with Non-Lipschitz Coefficients and Feller and Strong Feller Properties

Chao Zhu, F. Xi, 2017 .

On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators

Fubao Xi, Chao Zhu, Chao Zhu, 2017, Stochastic Processes and their Applications.

Prediction of Load Capacity Variation in FRP Bonded Concrete Specimens Using Brownian Motion

Chao Zhu, J. Dai, B. Wan, 2015 .

Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model

Chao Zhu, Richard H. Stockbridge, Chao Zhu, 2011, System Modelling and Optimization.

On Optimal Harvesting Problems in Random Environments

Chao Zhu, Richard H. Stockbridge, Qingshuo Song, 2010, SIAM J. Control. Optim..

Optimal inventory control with path-dependent cost criteria

Ananda Weerasinghe, Chao Zhu, Chao Zhu, 2016 .

Feynman–Kac formulas for regime-switching jump diffusions and their applications

George Yin, Chao Zhu, G. Yin, 2015, 1702.01495.

Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations

G. Yin, Chao Zhu, Nicholas A. Baran, 2013 .

Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models

Chao Zhu, Runhuan Feng, Shuaiqi Zhang, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

Feller continuity, recurrence, and stabilization of regime-switching diffusions

Gang George Yin, Chao Zhu, Chao Zhu, 2010, 49th IEEE Conference on Decision and Control (CDC).