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Journal Articles
- 2024
[j7]Lu Yang
, Chengke Zhang, Tao Wang, Xin Chen:
Research on Enterprise Investment Decision Based on Linear Quadratic Jump Uncertainty Stochastic Differential Game. IEEE Access 12: 27947-27956 (2024)- [j6]Wang Tao, Cheng-Ke Zhang, Lu Yang:
Partially-Observed Bilinear Nonzero-Sum Stochastic Differential Game with Affine-Quadratic Discounted Payoff and Application to Competitive Advertising. Dyn. Games Appl. 14(2): 453-479 (2024) - 2023
- [j5]Wang Tao, Cheng-Ke Zhang, Lu Yang:
Bilinear differential game for competitive advertising with stochastic disturbance and abrupt impact. Expert Syst. Appl. 229(Part A): 120446 (2023) - 2022
- [j4]Chengyu Wu, Lu Yang, Chengke Zhang:
Uncertain Stochastic Optimal Control with Jump and Its Application in a Portfolio Game. Symmetry 14(9): 1885 (2022) - 2021
- [j3]Chengke Zhang, Fangchao Li:
Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities. J. Frankl. Inst. 358(15): 7528-7558 (2021) - 2016
- [j2]Huainian Zhu, Cheng-Ke Zhang:
Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with N-players. Oper. Res. Lett. 44(3): 307-312 (2016) - 2014
- [j1]Huainian Zhu, Cheng-Ke Zhang, Ning Bin:
Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application. Int. J. Syst. Sci. 45(5): 1196-1201 (2014)
Conference and Workshop Papers
- 2011
- [c1]Xiaoqiu Gao, Chengke Zhang, Huainian Zhu:
Saddle-Point Equilibrium of Bilinear Itô Stochastic Differential Games. ICAIC (4) 2011: 368-373
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