Chao Zhu

Publication Activity (10 Years)

Years Active: 2007-2024
Publications (10 Years): 7

Top Topics

Hamilton Jacobi Bellman

Diffusion Processes

Inventory Models

Markov Processes

Top Venues

SIAM J. Control. Optim.

SIAM J. Appl. Math.

Publications

Kurt Helmes, Richard H. Stockbridge, Chao Zhu
On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes. SIAM J. Control. Optim. 62 (1) (2024)
Nguyen Hai Dang, George Yin, Chao Zhu
Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates. SIAM J. Appl. Math. 80 (2) (2020)
Hongwei Mei, Chao Zhu
Closed-Loop Equilibrium for Time-Inconsistent McKean-Vlasov Controlled Problem. SIAM J. Control. Optim. 58 (6) (2020)
Fubao Xi, Chao Zhu
On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes. SIAM J. Control. Optim. 55 (3) (2017)
Zhen Chao, Kai Wang, Chao Zhu, Yanling Zhu
Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions. SIAM J. Control. Optim. 55 (6) (2017)
Qingshuo Song, Chao Zhu
On singular control problems with state constraints and regime-switching: A viscosity solution approach. Autom. 70 (2016)
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion. SIAM J. Control. Optim. 53 (4) (2015)
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
Impulse Control of Standard Brownian Motion: Long-Term Average Criterion. System Modelling and Optimization (2013)
Kurt Helmes, Richard H. Stockbridge, Chao Zhu
Impulse Control of Standard Brownian Motion: Discounted Criterion. System Modelling and Optimization (2013)
Runhuan Feng, Shuaiqi Zhang, Chao Zhu
Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models. CDC (2012)
Zhuo Jin, Gang George Yin, Chao Zhu
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. Autom. 48 (8) (2012)
Qingshuo Song, Gang George Yin, Chao Zhu
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market. SIAM J. Control. Optim. 50 (2) (2012)
Chao Zhu
Optimal control of the risk process in a regime-switching environment. Autom. 47 (8) (2011)
Qingshuo Song, Richard H. Stockbridge, Chao Zhu
On Optimal Harvesting Problems in Random Environments. SIAM J. Control. Optim. 49 (2) (2011)
Gang George Yin, Chao Zhu
Hybrid switching diffusions: Continuity and differentiability. CDC/ECC (2011)
Richard H. Stockbridge, Chao Zhu
On Optimal Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model CoRR (2011)
Richard H. Stockbridge, Chao Zhu
Harvesting in Stochastic Environments: Optimal Policies in a Relaxed Model. System Modelling and Optimization (2011)
Chao Zhu, Gang George Yin
Feller continuity, recurrence, and stabilization of regime-switching diffusions. CDC (2010)
Chao Zhu, Gang George Yin
On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions. SIAM J. Control. Optim. 48 (3) (2009)
Chao Zhu, Gang George Yin
On hybrid diffusions. CDC (2008)
Gang George Yin, Chao Zhu
Regularity and Recurrence of Switching Diffusions. J. Syst. Sci. Complex. 20 (2) (2007)
Chao Zhu, Gang George Yin
Asymptotic Properties of Hybrid Diffusion Systems. SIAM J. Control. Optim. 46 (4) (2007)