Stochastic near-optimal controls : Necessary and sufficient conditions for near-optimalityXUN YU ZHOU.SIAM journal on control and optimization. 1998, Vol 36, Num 3, pp 929-947, issn 0363-0129Article

A class of semilinear stochastic partial differential equations and their controls : existence resultsXUN YU ZHOU.Stochastic processes and their applications. 1993, Vol 44, Num 1, pp 89-106, issn 0304-4149Article

A duality analysis on stochastic partial differential equationsXUN YU ZHOU.Journal of functional analysis. 1992, Vol 103, Num 2, pp 275-293, issn 0022-1236Article

The connection between the maximum principle and dynamic programming in stochastic controlXUN YU ZHOU.Stochastics and stochastics reports (Print). 1990, Vol 31, Num 1-4, pp 1-13, issn 1045-1129, 13 p.Article

Deterministic near-optimal controls. Part II: Dynamic programming and viscosity solution approachXUN YU ZHOU.Mathematics of operations research. 1996, Vol 21, Num 3, pp 655-674, issn 0364-765XArticle

Sufficient conditions of optimality for stochastic systems with controllable diffusionsXUN YU ZHOU.IEEE transactions on automatic control. 1996, Vol 41, Num 8, pp 1176-1179, issn 0018-9286Article

Verification theorems within the framework of viscosity solutionsXUN YU ZHOU.Journal of mathematical analysis and applications. 1993, Vol 177, Num 1, pp 208-225, issn 0022-247XArticle

Characterization of optimality for controlled diffusion processesXUN YU ZHOU.Systems & control letters. 1997, Vol 31, Num 1, pp 3-9, issn 0167-6911Article

On the necessary conditions of optimal controls for stochastic partial differential equationsXUN YU ZHOU.SIAM journal on control and optimization. 1993, Vol 31, Num 6, pp 1462-1478, issn 0363-0129Article

On the existence of optimal relaxed controls of stochastic partial differential equationsXUN YU ZHOU.SIAM journal on control and optimization. 1992, Vol 30, Num 2, pp 247-261, issn 0363-0129Article

A unified treatment of maximum principle and dynamic programming in stochastic controlsXUN YU ZHOU.Stochastics and stochastics reports (Print). 1991, Vol 36, Num 3-4, pp 137-161, issn 1045-1129Article

VALUATION OF STOCK LOANS WITH REGIME SWITCHINGQING ZHANG; XUN YU ZHOU.SIAM journal on control and optimization. 2010, Vol 48, Num 3, pp 1229-1250, issn 0363-0129, 22 p.Article

The Neyman-Pearson lemma under g-probabilitySHAOLIN JI; XUN YU ZHOU.Comptes rendus. Mathématique. 2008, Vol 346, Num 3-4, pp 209-212, issn 1631-073X, 4 p.Article

Constrained stochastic LQ control with random coefficients, and application to portfolio selectionYING HU; XUN YU ZHOU.SIAM journal on control and optimization. 2006, Vol 44, Num 2, pp 444-466, issn 0363-0129, 23 p.Article

Characterizing all optimal controls for an indefinite stochastic linear quadratic control problemHANZHONG WU; XUN YU ZHOU.IEEE transactions on automatic control. 2002, Vol 47, Num 7, pp 1119-1122, issn 0018-9286Article

Stochastic frequency characteristicsHANZHONG WU; XUN YU ZHOU.SIAM journal on control and optimization. 2002, Vol 40, Num 2, pp 557-576, issn 0363-0129Article

Stochastic controls with terminal contingent conditionsDOKUCHAEV, N; XUN YU ZHOU.Journal of mathematical analysis and applications. 1999, Vol 238, Num 1, pp 143-165, issn 0022-247XArticle

Indefinite stochastic Riccati equationsYING HU; XUN YU ZHOU.SIAM journal on control and optimization. 2004, Vol 42, Num 1, pp 123-137, issn 0363-0129, 15 p.Article

MEAN-VARIANCE PORTFOLIO SELECTION UNDER PARTIAL INFORMATIONJIE XIONG; XUN YU ZHOU.SIAM journal on control and optimization. 2008, Vol 46, Num 1, pp 156-175, issn 0363-0129, 20 p.Article

Markowitz's mean-variance portfolio selection with regime switching: A continuous-time modelXUN YU ZHOU; YIN, G.SIAM journal on control and optimization. 2004, Vol 42, Num 4, pp 1466-1482, issn 0363-0129, 17 p.Article

OPTIMAL CONSUMPTION IN A GROWTH MODEL WITH THE COBB-DOUGLAS PRODUCTION FUNCTIONMORIMOTO, Hiroaki; XUN YU ZHOU.SIAM journal on control and optimization. 2009, Vol 47, Num 6, pp 2991-3006, issn 0363-0129, 16 p.Article

Stochastic control for linear systems driven by fractional noisesYAOZHONG HU; XUN YU ZHOU.SIAM journal on control and optimization. 2005, Vol 43, Num 6, pp 2245-2277, issn 0363-0129, 33 p.Article

A generalized Neyman-Pearson lemma for g-probabilitiesSHAOLIN JI; XUN YU ZHOU.Probability theory and related fields. 2010, Vol 148, Num 3-4, pp 645-669, issn 0178-8051, 25 p.Article

Stochastic linear-quadratic control with conic control constraints on an infinite time horizonXI CHEN; XUN YU ZHOU.SIAM journal on control and optimization. 2005, Vol 43, Num 3, pp 1120-1150, issn 0363-0129, 31 p.Article

A constrained non-linear regular-singular stochastic control problem, with applicationsXIN GUO; JUN LIU; XUN YU ZHOU et al.Stochastic processes and their applications. 2004, Vol 109, Num 2, pp 167-187, issn 0304-4149, 21 p.Article