Concepedia

Zhen Wu

ZW

Statistics

Publications

64

Citations

2.9K

H-Index

28

Active since

1998

Affiliations

Shandong University(Current)

Shandong University of Finance and Economics

Hong Kong Polytechnic University

China University of Mining and Technology

Zhen Wu is an author at Shandong University specializing in mathematics, stochastic control, and stochastic processes.

Publications per year

1998–2023

64

Publications

64

Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

Shigē Péng, Zhen Wu · SIAM Journal on Control and Optimization · 1999 · 508 citations

Natural Sciences, Finance, Mathematics +16

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

Li Chen, Zhen Wu · Automatica · 2010 · 234 citations

Natural Sciences, Mathematics, Markov Decision Processes +13

On well-posedness of forward–backward SDEs—A unified approach

Jin Ma, Zhen Wu, Detao Zhang et al. · The Annals of Applied Probability · 2015 · 154 citations · Full text

Engineering, Mathematics, Differential Equations +12

A general maximum principle for optimal control of forward–backward stochastic systems

Zhen Wu · Automatica · 2013 · 143 citations

Natural Sciences, Mathematics, Dynamical Systems +16

Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises

Guangchen Wang, Zhen Wu, Jie Xiong · SIAM Journal on Control and Optimization · 2013 · 103 citations

Natural Sciences, Mathematics, Optimization +16

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