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An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint Journal article
Journal of Scientific Computing,2025, volume: 102, issue: 3
Authors:  Wang，Qiming;  Liu，Wenbin
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Stochastic optimal control on impulse dividend model with stochastic returns Journal article
Optimization,2021, volume: 70, issue: 11, pages: 2401-2426
Authors:  Zhang, Ying;  Wang, Yue;  Chen, Peimin
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An efficient gradient projection method for stochastic optimal control problems Journal article
SIAM Journal on Numerical Analysis,2017, volume: 55, issue: 6, pages: 2982-3005
Authors:  Gong, Bo;  Liu, Wenbin;  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
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The effect of Social licence on Dynamic Decisions making: A case study of a gold mine Conference paper
Proceedings - 22nd International Congress on Modelling and Simulation, MODSIM 2017
Authors:  Chen，W.;  Langrené，N.;  Zhu，Z.
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Discrete time approximation of fully nonlinear HJB equations via BSDES with nonpositive jumps Journal article
Annals of Applied Probability,2015, volume: 25, issue: 4, pages: 2301-2338
Authors:  Kharroubi, Idris;  Langrené, Nicolas;  Pham, Huyên
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Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching Journal article
Journal of Applied Probability,2015, volume: 52, issue: 1, pages: 209-223
Authors:  Jiang, Zhengjun
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Switching surfaces for optimal natural resource extraction under uncertainty Conference paper
Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015
Authors:  Chen，W.;  Tarnopolskaya，T.;  Langrené，N.;  Lo，T.
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Optimal dividend distribution under Markov regime switching Journal article
Finance and Stochastics,2012, volume: 16, issue: 3, pages: 449-476
Authors:  Jiang, Zhengjun;  Pistorius, Martijn
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Stochastic control of SDEs associated with Lévy generators and application to financial optimization Journal article
Frontiers of Mathematics in China,2010, volume: 5, issue: 1, pages: 89-102
Authors:  Bennett, Jonathan;  Wu, Jianglun
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An optimal control problem associated with sdes driven by Lévy-type processes Journal article
Stochastic Analysis and Applications,2008, volume: 26, issue: 3, pages: 471-494
Authors:  Bennett, Jonathan;  Wu, Jianglun
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