Li Chen

The quadratic problem for stochastic linear control systems with delay

Zhen Wu, Li Chen, 2011, Proceedings of the 30th Chinese Control Conference.

Maximum principle for delayed stochastic mean-field control problem with state constraint

Jiandong Wang, Li Chen, 2019, Advances in Difference Equations.

Recursive LQ problem for delay systems involving continuous and impulse controls

Zhen Wu, Li Chen, 2012, Proceedings of the 31st Chinese Control Conference.

Stochastic Maximum Principle for Controlled Backward Delayed System via Advanced Stochastic Differential Equation

Jianhui Huang, Li Chen, 2014, Journal of Optimization Theory and Applications.

Backward Stackelberg Games with Delay and Related Forward–Backward Stochastic Differential Equations

Hua Xiao, Li Chen, Peipei Zhou, 2023, Mathematics.

Dynamic programming principle for stochastic recursive optimal control problem with delayed systems

Zhen Wu, Zhen Wu, Li Chen, 2012 .

Maximum principle for the stochastic optimal control problem with delay and application

Zhen Wu, Li Chen, Zhen Wu, 2010, Autom..

Maximum principle for delayed stochastic mean-field control problem with state constraint

Jiandong Wang, Li Chen, 2019, Advances in Difference Equations.

Delayed Stochastic Linear-Quadratic Control Problem and Related Applications

Zhen Wu, Li Chen, Zhiyong Yu, 2012, J. Appl. Math..

A type of general forward-backward stochastic differential equations and applications

Zhen Wu, Zhen Wu, Li Chen, 2011 .

Maximum principle for stochastic optimal control problem of forward-backward system with delay

Zhen Wu, Li Chen, Zhen Wu, 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.