Publications
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Ting Jin, Yuanguo Zhu*, Yadong Shu, Jing Cao, Hongyan Yan and Depeng Jiang, Uncertain optimal control problem with the first hitting time objective and application to a portfolio selection model, Journal of Intelligent & Fuzzy Systems, vol.44, no.2, 1585-1599, 2023. (January, ISSN: 1064-1246) Doi: 10.3233/JIFS-222041 WOS: 000925063400003
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Liu He, Yuanguo Zhu* and Ziqiang Lu, Parameter estimation for uncertain fractional differential equations, Fuzzy Optimization and Decision Making, vol.22, no.1, 103-122, 2023. (March, ISSN: 1568-4539) Doi: 10.1007/s10700-022-09385-0 WOS: 000782166500001
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Xin Chen, Yuanguo Zhu* and Ju H. Park*, Two-person games for uncertain random singular dynamic systems, IET Control Theory & Applications, vol.17, no.5, 542-558, 2023. (March, ISSN: 1751-8644) Doi: 10.1049/cth2.12400 WOS: 000890007000001
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Yiyu Liu, Yuanguo Zhu and Ziqiang Lu, Modified comparison theorems for solutions of Caputo-Hadamard fractional differential equations, Proceedings of 2022 7th International Conference on Mathematics and Computers in Sciences and Industry (MCSI), pp.29-34, Athens, Greece, 22-24 August 2022. Date Added to IEEE Xplore: 20 March 2023. Doi: 10.1109/MCSI55933.2022.00011 EI: 20231513861549
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Qinyun Lu*, Yuanguo Zhu and Bo Li, Necessary optimality conditions of fractional-order discrete uncertain optimal control problems, European Journal of Control, vol.69, 100723 (7 pages), 2023. (January, ISSN: 0947-3580) Doi: 10.1016/j.ejcon.2022.100723 WOS: 000923761300001
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Qinqin Xu and Yuanguo Zhu*, Reliability analysis of uncertain random systems based on uncertain differential equation, Applied Mathematics and Computation, vol.450, Article 128008 (17 pages), 2023. (August. ISSN: 0096-3003) Doi:10.1016/j.amc.2023.128008 WOS: 000967002700001
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Pengfei Yu and Yuanguo Zhu*, Pricing problem of geometric average Asian barrier option based on uncertain fractional differential equation, Journal of Uncertain Systems, vol.16, no.2, Article 2250012 (27 pages), 2023. (April. ISSN: 1752-8909) Doi: 10.1142/S175289092250012X
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Hanjie Liu, Yuanguo Zhu* and Yiyu Liu, European option pricing problem based on a class of Caputo-Hadamard uncertain fractional differential equation, AIMS Mathematics, vol.8, no.7, 15633-15650, 2023. (April. ISSN: 2473-6988) Doi: 10.3934/math.2023798 WOS: 000988042600008
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Xin Chen, Yuanguo Zhu* and Bo Li, Optimal control for uncertain random continuous-time systems, Optimization, vol.72, no.6, 1385-1428, 2023. (May. ISSN: 1029-4945) Doi: 10.1080/02331934.2021.2017429 WOS: 000736058300001
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Chenwei Yan and Yuanguo Zhu, Uncertain portfolio selection model with stock index and put option, Applied Mathematical Sciences, vol.16, no.1, 37-44, 2022. (February, ISSN: 1314-7552) Doi: 10.12988/ams.2022.916738
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Zizhang Rao and Yuanguo Zhu, Valuation of an option strategy under uncertain stock models with two-way jumps, International Journal of Computing and Optimization, vol.9, no.1, 33-40, 2022. (February, ISSN: 2367-5594) Doi: 10.12988/ijco.2022.9831
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Xiantao Wang and Yuanguo Zhu, Optimal control of defined contribution pension plan under uncertain optimistic value criterion, International Mathematical Forum, vol.17, no.1, 25-32, 2022. (February, ISSN: 1314-7536) Doi: 10.12988/imf.2022.912302
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Ziqiang Lu* and Yuanguo Zhu, Nonlinear impulsive problems for uncertain fractional differential equations, Chaos, Solitons and Fractals, vol.157, 111958 (11 pages), 2022. (April, ISSN: 0960-0779) Doi: 10.1016/j.chaos.2022.111958 WOS: 000783037400005
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Nana Tao, Chunxiao Ding and Yuanguo Zhu*, Stability and attractivity in pessimistic value for uncertain dynamical system, Journal of Intelligent & Fuzzy Systems, vol.42, no.4, 3029-3036, 2022. (March, ISSN: 1064-1246) Doi: 10.3233/JIFS-210744 WOS: 000771196600013
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Mingchong Liao and Yuanguo Zhu, The pricing problem of rainbow option in uncertain financial market, WSEAS Transactions on Business and Economics, vol.19, 1180-1188, 2022. (July, eISSN: 2224-2899, ISSN: 1109-9526) Doi: 10.37394/23207.2022.19.103
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Qinqin Xu* and Yuanguo Zhu, Reliability modeling of uncertain random fractional differential systems with competitive failures, Chaos, Solitons and Fractals, vol.162, 112476, 2022. (September, ISSN: 0960-0779) Doi: 10.1016/j.chaos.2022.112476 WOS: 000851394200005
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Bingjing Fei and Yuanguo Zhu, Comparison theorems for generalized Caputo fractional differential equations, Nonlinear Analysis and Differential Equations, vol.10, no.1, 37-49, 2022. (September, ISSN: 1314-7587) Doi: 10.12988/nade.2022.91143
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Yajing Gu and Yuanguo Zhu*, Optimal control for parabolic uncertain system based on wavelet transformation, Axioms, vol.11, no.9, Article 453, 17pages, 2022. (September, ISSN: 2075-1680) Doi: 10.3390/axioms11090453 WOS:000858047100001
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Xin Chen and Yuanguo Zhu*, Optimal control for multistage uncertain random dynamic systems with multiple time delays, ISA Transactions, vol.129, part B, 171-191, 2022. (October, ISSN: 0019-0578) Doi: 10.1016/j.isatra.2022.02.016 WOS: 000876761500015
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Xue Liang, Yuanguo Zhu and Liu He, Solution and properties of Caputo-Erdelyi-Kober uncertain fractional differential equations, International Journal of Mathematical Analysis, vol.16, no.4, 177-191, 2022. (October, ISSN: 1312-8876) Doi: 10.12988/ijma.2022.912434
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Yiyu Liu, Hanjie Liu and Yuanguo Zhu*, An approach for numerical solutions of Caputo-Hadamard uncertain fractional differential equations, Fractal and Fractional, vol.6, no.12, Article 693, 14pages, 2022. (November, ISSN: 2504-3110) Doi: 10.3390/fractalfract6120693 WOS: 000933539200001
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Bingjing Fei, Yuanguo Zhu*, Liu He, A class of generalized uncertain fractional differential equations, Journal of Uncertain Systems, vol.15, no.4, Article 2243004 (21 pages), 2022. (December, ISSN: 1752-8909) Doi: 10.1142/S1752890922430048
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Ziqiang Lu, Yuanguo Zhu* and Qinqin Xu, Asymptotical stability of fractional neutral stochastic systems with variable delays, European Journal of Control, vol.57, 119-124, 2021. (January, ISSN: 0947-3580) Doi: 10.1016/j.ejcon.2020.05.005 WOS: 000609005100011
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Yun Sun, Hongyan Yan and Yuanguo Zhu*, Saddle point equilibrium model for uncertain discrete systems, Soft Computing, vol.25, no.2, 1099-1112, 2021. (January, ISSN: 1432-7643) Doi: 10.1007/s00500-020-05206-x WOS: 000553305400001
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Yajing Gu and Yuanguo Zhu*, Adams predictor-corrector method for solving uncertain differential equation, Computational and Applied Mathematics, vol.40, no.2, Article 61 (20 pages), 2021. (March, ISSN: 2238-3603) Doi: 10.1007/s40314-021-01461-2 WOS: 000624449500001
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Jinjiang Long, Xin Chen and Yuanguo Zhu, A connection between stochastic differential equations and uncertain differential equations, International Mathematical Forum, vol.16, no.2, 49-56, 2021. (February, ISSN: 1312-7594) Doi: 10.12988/imf.2021.912197
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Ziqiang Lu, Yuanguo Zhu* and Jiayu Shen, Continuous dependence of uncertain fractional differential equations with Caputo’s derivative, Journal of Intelligent and Fuzzy Systems, vol.40, no.3, 4589-4598, 2021. (March, ISSN: 1064-1246) Doi: 10.3233/JIFS-201428 WOS: 000626775000053
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Na Ni and Yuanguo Zhu*, Self-adaptive bacterial foraging algorithm based on estimation of distribution, Journal of Intelligent & Fuzzy Systems, vol.40, no.3, 5595-5607, 2021. (March, ISSN: 1064-1246) Doi: 10.3233/JIFS-200439 WOS: 000626775000118
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Guimin Yang and Yuanguo Zhu, Critical value-based power options pricing problems in uncertain financial markets, Journal of Uncertain Systems, vol.14, no.1, 2150002 (10 pages), 2021. (April, ISSN: 1752-8909) Doi: 10.1142/S1752890921500021
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Yiyu Liu, Yuanguo Zhu* and Ziqiang Lu, On Caputo-Hadamard uncertain fractional differential equations, Chaos, Solitons and Fractals, vol.146, 110894 (7 pages), 2021. (May, ISSN: 0960-0779) Doi: 10.1016/j.chaos.2021.110894 WOS: 000647561600002
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Ziqiang Lu, Yuanguo Zhu* and Qinyun Lu, Stability analysis of nonlinear uncertain fractional differential equations with Caputo derivative, Fractals, vol.29, no.3, 2150057 (10 pages), 2021. (May, ISSN: 0218-348X) Doi: 10.1142/S0218348X21500572 WOS: 000644726400017
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Qinyun Lu and Yuanguo Zhu*, LQ optimal control of fractional-order discrete-time uncertain systems, Chaos, Solitons and Fractals, vol.147, 110984 (7 pages), 2021. (June, ISSN: 0960-0779) Doi: 10.1016/j.chaos.2021.110984 WOS: 000663440700013
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Jian Wang and Yuanguo Zhu*, Stability analysis of uncertain delay differential equations, Journal of Intelligent and Fuzzy Systems, vol.40, no.5, 9887-9897, 2021. (April, ISSN: 1064-1246) Doi: 10.3233/JIFS-202507 WOS: 000644456300081
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Qinyun Lu, Yuanguo Zhu* and Bo Li, Finite-time stability in mean for nabla uncertain fractional order linear difference systems, Fractals, vol.29, no.4, 2150097 (12 pages), 2021. (June, ISSN: 0218-348X) Doi: 10.1142/S0218348X21500973 WOS: 000656496200017
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Yadong Shu*, Bo Li and Yuanguo Zhu, Optimal control for uncertain discrete-time singular systems under expected value criterion, Fuzzy Optimization and Decision Making, vol.20, no.3, 331-364, 2021. (September, ISSN: 1568-4539) Doi: 10.1007/s10700-020-09346-5 WOS: 000574378700001
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Jian Wang, Yuanguo Zhu*, Yajing Gu, Ziqiang Lu, Solutions of linear uncertain fractional order neutral differential equations, Applied Mathematics and Computation, vol.407, 126323 (15 pages), 2021. (October, ISSN: 0096-3003) WOS: 000695469400003
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Xin Chen*, Yuanguo Zhu and Linxue Sheng, Optimal control for uncertain stochastic systems with jump and application to an advertising model, Applied Mathematics and Computation, vol.407, 126337 (25 pages), 2021. (October, ISSN: 0096-3003) Doi: 10.1016/j.amc.2021.126337 WOS: 000656578100001
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Xin Chen and Yuanguo Zhu*, Optimal control for uncertain random singular systems with multiple time-delays, Chaos, Solitons and Fractals, vol.152, 111371 (12 pages), 2021. (November, ISSN: 0960-0779) Doi: 10.1016/j.chaos.2021.111371 WOS: 000703611200014
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Xin Chen and Yuanguo Zhu*, Uncertain random linear quadratic control with multiplicative and additive noises, Asian Journal of Control, vol.23, no.6, 2849-2864, 2021. (November, ISSN: 1561-8625) Doi: 10.1002/asjc.2460 WOS: 000589572700001
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Qinqin Xu, Yuanguo Zhu* and Qinyun Lu, Optimizing reliability of linear fractional difference systems under uncertainty and randomness, Fractals, vol.29, no.8, 2140031 (13 pages), 2021. (December, ISSN: 0218-348X) Doi: 10.1142/S0218348X21400314 WOS: 000755102900018
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Qiqiong Chen* and Yuanguo Zhu, A spatial oligopolistic electricity model under uncertain demands, Soft Computing, vol.24, no.4, 2887-2895, 2020. (February, ISSN: 1432-7643) Doi: 10.1007/s00500-019-04665-1 WOS: 000518599800041
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Ting Jin, Yun Sun and Yuanguo Zhu*, Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model, Applied Mathematics and Computation, vol.372, Article 124991, 1-11, 2020. (May, ISSN: 0096-3003). Doi: 10.1016/j.amc.2019.124991WOS: 000507338200030
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Yuefen Chen*and Yuanguo Zhu, Indefinite LQ optimal control for discrete-time uncertain systems, Soft Computing, vol.24, no.1, 267-279, 2020. (January, ISSN: 1432-7643) Doi: 10.1007/s00500-019-04350-3 WOS: 000509684200019
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Jiayu Shen* and Yuanguo Zhu, A single machine scheduling with periodic maintenance and uncertain processing time, International Journal of Computational Intelligence Systems, vol.13, no.1, 193-200, 2020. (February, ISSN:1875-6891) Doi: 10.2991/ijcis.d.200214.003 WOS: 000520515000016
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Xin Chen, Yuanguo Zhu* and Jiayu Shen, Input-output dynamic model for optimal environmental pollution control, Applied Mathematical Modelling, vol.83, 301-321, 2020. (July, ISSN: 0307-904X) Doi: 10.1016/j.apm.2020.02.029 WOS: 000530693300019
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Qinyun Lu and Yuanguo Zhu*, Finite-time stability of uncertain fractional difference equations, Fuzzy Optimization and Decision Making, vol.19, no.2, 239-249, 2020. (June, ISSN: 1568-4539) Doi: 10.1007/s10700-020-09318-9 WOS: 000515958000001
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Qinyun Lu and Yuanguo Zhu*, Comparison theorems and distributions of solutions to uncertain fractional difference equations, Journal of Computational and Applied Mathematics, vol.376, Article 112884, 1-13, 2020. (1 October, ISSN: 0377-0427) Doi: 10.1016/j.cam.2020.112884 WOS: 000526110600013
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Ting Jin and Yuanguo Zhu*, First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model, Chaos, Solitons and Fractals, vol.137, Article 109836, 1-7, 2020. (August, ISSN: 0960-0779) Doi: 10.1016/j.chaos.2020.109836 WOS: 000541452300013
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Linxue Sheng*, Yuanguo Zhu and Kai Wang, Analysis of a class of dynamic programming models for multi-stage uncertain systems, Applied Mathematical Modelling, vol.86, 446-459, 2020. (October, ISSN: 0307-904X) Doi: 10.1016/j.apm.2020.05.020 WOS: 000544223600023
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Abid Khan* and Yuanguo Zhu, New algorithms for parameter reduction of intuitionistic fuzzy soft sets, Computational and Applied Mathematics, vol.39, no.3, Article 232, 1-31, 2020. (August, ISSN: 2238-3603) Doi: 10.1007/s40314-020-01279-4 WOS: 000556009300001
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Yajing Gu, Hongyan Yan and Yuanguo Zhu*, A numerical method for solving optimal control problems via Legendre polynomials, Engineering Computations, vol.37, no.8, 2735-2759, 2020. (September, ISSN: 0264-4401) Doi: 10.1108/EC-07-2019-0326 WOS: 000522473600001
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Qinqin Xu and Yuanguo Zhu*, Uncertain random optimization models based on system reliability, International Journal of Computational Intelligence Systems, vol.13, no.1, 1498-1506, 2020. (October. ISSN: 1875-6891) Doi: 10.2991/ijcis.d.200915.002 WOS: 000608285000013
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Guimin Yang and Yuanguo Zhu, Expected value-based power options pricing under uncertain circumstance, International Mathematical Forum, vol.15, no.8, 369-376, 2020. (October. ISSN: 1312-7594) Doi: 10.12988/imf.2020.912100
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Jian Wang and Yuanguo Zhu*, Solution of linear uncertain fractional order delay differential equations, Soft Computing, vol.24, no.23, 17875-17885, 2020. (December, ISSN: 1432-7643) Doi: 10.1007/s00500-020-05037-w WOS: 000556433000001
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Xin Chen and Yuanguo Zhu*, Multistage uncertain random linear quadratic optimal control, Journal of Systems Science and Complexity, vol.33, no.6, 1847-1872, 2020. (December, ISSN: 1009-6124) Doi: 10.1007/s11424-020-8312-z WOS: 000587281000007
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Qinqin Xu, Yuanguo Zhu* and Hongyan Yan, Uncertain random programming models for Chinese postman problem, 9th International Conference on Logistics, Informatics and Service Sciences, Maryland, USA, with satellite sessions in Beijing, 26-29July 2019, China.
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Ziqiang Lu and Yuanguo Zhu*, Numerical approach for solution to an uncertain fractional differential equation, Applied Mathematics and Computation, vol.343, 137-148, 2019. (15 February, ISSN: 0096-3003) Doi: 10.1016/j.amc.2018.09.044. WOS: 000450583300011
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Chunxiao Ding, Wenjian Liu, Yun Sun and Yuanguo Zhu*, A delayed Schistosomiasis transmission model and its dynamics, Chaos, Solitons and Fractals, vol.118, 18-34, 2019. (January, ISSN: 0960-0779) Doi: 10.1016/j.chaos.2018.11.005. WOS: 000454427800002
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Jiayu Shen and Yuanguo Zhu*, An uncertain programming model for single machine scheduling problem with batch delivery, Journal of Industrial and Management Optimization, vol.15, no.2, 577-593, 2019. (April, ISSN: 1547-5816)Doi: 10.3934/jimo.2018058. WOS: 000457104800009
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Yuefen Chen*, Yuanguo Zhu and Bo Li, Indefinite LQ optimal control with cross term for discrete-time uncertain systems, Mathematical Methods in the Applied Sciences, vol.42, no.4, 1194-1209, 2019. (15 March, ISSN: 0170-4214) Doi: 10.1002/mma.5422. WOS: 000458699600009
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Ziqiang Lu, Yuanguo Zhu* and Bo Li, Critical value-based Asian option pricing model for uncertain financial markets, Physica A: Statistical Mechanics and its Applications, vol.525, 694-703, 2019. (1 July, ISSN: 0378-4371). Doi:10.1016/j.physa.2019.04.022. WOS: 000474503900062
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Bo Li* and Yuanguo Zhu, The piecewise parametric optimal control of uncertain linear quadratic models, International Journal of Systems Science, vol.50, no.5, 961-969, 2019. (March, ISSN: 0020-7721) Doi: 10.1080/00207721.2019.1586003. WOS: 000471675800006
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Qinyun Lu, Yuanguo Zhu* and Ziqiang Lu, Uncertain fractional forward difference equations for Riemann-Liouville type, Advances in Difference Equations, vol.2019, no.147, 1-11, 2019. (April, ISSN: 1687-1847) Doi: 10.1186/s13662-019-2093-5. WOS: 000465543800002
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Xin Chen, Yuanguo Zhu*, Bo Li and Hongyan Yan, A linear quadratic model based on multistage uncertain random systems, European Journal of Control, vol.47, 37-43, 2019.(May, ISSN: 0947-3580) Doi: 10.1016/j.ejcon.2018.09.009 WOS: 000470191800005
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Ziqiang Lu, Hongyan Yan and Yuanguo Zhu*, European option pricing model based on uncertain fractional differential equation, Fuzzy Optimization and Decision Making, vol.18, no.2, 199-217, 2019. (June, ISSN: 1568-4539) Doi:10.1007/s10700-018-9293-4 WOS: 000467653700004
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Yun Sun* and Yuanguo Zhu, Optimal control of a multifactor uncertain system, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, vol.27, no.3, 397-414, 2019. (June, ISSN: 0218-4885). Doi: 10.1142/S0218488519500181 WOS: 000469460000003
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Abid Khan* and Yuanguo Zhu, A novel approach to parameter reduction of fuzzy soft set, IEEE Access, vol.7, no.1, 128956-128967, 2019. (11 September, ISSN: 2169-3536) Doi: 10.1109/ACCESS.2019.2940484 WOS: 000487233800065
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Abid Khan* and Yuanguo Zhu, An improved algorithm for normal parameter reduction of soft set, Journal of Intelligent & Fuzzy Systems, vol.37, no.2, 2953-2968, 2019. (9 September, ISSN: 1064-1246) Doi: 10.3233/JIFS-190071 WOS: 000485697400113
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Jiayu Shen* and Yuanguo Zhu, A parallel-machine scheduling problem with periodic maintenance under uncertainty, Journal of Ambient Intelligence and Humanized Computing, vol.10, no.8, 3171-3179, 2019. (August 2019, ISSN:1868-5137) Doi: 10.1007/s12652-018-1032-8 WOS: 000477644300023
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Ting Jin, Yun Sun and Yuanguo Zhu*, Extreme values for solution to uncertain fractional differential equation and application to American option pricing model, Physica A: Statistical Mechanics and its Applications, vol.534, no.122357, 1-13, 2019. (15 November, ISSN: 0378-4371). Doi: 10.1016/j.physa.2019.122357 WOS: 000496334300023
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Weibin Qu, Hongyan Yan, Yuanguo Zhu* and Xin Chen, Conditional uncertainty distribution of multiple experts' data, Journal of Intelligent & Fuzzy Systems, vol.37, no.4, 5441-5453, 2019. (25October, ISSN: 1064-1246) Doi: 10.3233/JIFS-190553 WOS: 000494280000097
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Jiayu Shen* and Yuanguo Zhu, A parallel-machine scheduling with periodic constraints under uncertainty, Advances in Mechanical Engineering, vol.11, no.12, 1-10, 2019. (December 2019, ISSN: 1687-8140). Doi: 10.1177/1687814019892430 WOS: 000501235400001
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Bo Li and Yuanguo Zhu*, Parametric optimal control of uncertain systems under an optimistic value criterion, Engineering Optimization, vol.50, no.1, 55-69, 2018. (January, ISSN:0305-215X) doi: 10.1080/0305215x.2017.1303054. WOS: 000423744400004
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Yuefen Chen and Yuanguo Zhu*, Optimistic value model of indefinite LQ optimal control for discrete-time uncertain systems, Asian Journal of Control, vol.20, no.1, 495-510, 2018. (January, ISSN:1561-8625) doi: 10.1002/asjc.1591 WOS: 000419772000041
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Linxue Sheng, Yuanguo Zhu* and Kai Wang, Uncertain dynamical system-based decision making with application to production-inventory problems, Applied Mathematics Modelling, vol.56, 275-288, 2018. (April, ISSN: 0307-904X) Doi: 10.1016/j.apm.2017.12.006. WOS: 000424172000018
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Bo Li*, Yuanguo Zhu, Yufei Sun, Grace Aw and Kok Lay Teo, Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint, Applied Mathematical Modelling, vol.56, 539-550, 2018. (April, ISSN: 0307-904X) Doi: 10.1016/j.apm.2017.12.016. WOS: 000424172000033
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Yun Sun, Chunxiao Ding and Yuanguo Zhu*, Saddle point equilibrium under uncertain environment, Mathematical Methods in the Applied Sciences, vol.41, no.5, 2063-2073, 2018. (30 March, ISSN: 0170-4214) Doi: 10.1002/mma.4733 WOS: 000426736400023
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Yun Sun and Yuanguo Zhu*, Uncertain saddle point equilibrium differential games with non-anticipating strategies, European Journal of Control, vol.41, 8-15, 2018. (May, ISSN: ISSN:0947-3580) Doi: 10.1016/j.ejcon.2018.01.004. WOS:000436221700002
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Tingqing Ye and Yuanguo Zhu*, A metric on uncertain variables, International Journal for Uncertainty Quantification, vol.8, no.3, 251-266, 2018. (May, ISSN: 2152-5080) Doi: 10.1615/Int.J.UncertaintyQuantification.2018020455. WOS:000432296400004
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Yuefen Chen and Yuanguo Zhu*, Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems, Journal of Industrial and Management Optimization, vol.14, no.3, 913-930, 2018. (July, ISSN:1547-5816) Doi: 10.3934/jimo.2017082 WOS:000438848400005
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Yadong Shu and Yuanguo Zhu*, Optimal control for multi-stage and continuous-time linear singular systems, International Journal of Systems Science, vol.49, no.7, 1419-1434, 2018. (July, ISSN: 0020-7721). doi: 10.1080/00207721.2018.1454534. WOS:000438125500007
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Ziqiang Lu and Yuanguo Zhu*, Comparison principles for fractional differential equations with the Caputo derivatives, Advances in Difference Equations, vol.2018, no.237, 1-11, 2018. (July, ISSN: 1687-1847) DOI: 10.1186/s13662-018-1691-y WOS: 000438824100002
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Xin Chen, Hongyan Yan and Yuanguo Zhu*, Multistage uncertain random bang-bang optimal control, 37th Chinese Control Conference, pp.2077-2082, Wuhan, July 25-27, 2018. Doi:10.23919/ChiCC.2018.8483325
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Bo Li*, Yuanguo Zhu, Yufei Sun, Grace Aw and Kok Lay Teo, Deterministic conversion of uncertain manpower planning optimization problem, IEEE Transactions on Fuzzy Systems, vol.26, no.5, 2748-2757, 2018. (October, ISSN: 1063-6706) doi: 10.1109/TFUZZ.2018.2803736. WOS:000446675400021
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Yadong Shu and Yuanguo Zhu*, Stability analysis of uncertain singular systems, Soft Computing, vol.22, no.17, 5671-5681, 2018. (September, ISSN:1432-7643). Doi: 10.1007/s00500-017-2599-2 WOS:000441110400013
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Hongyan Yan, Yun Sun and Yuanguo Zhu*, A linear-quadratic control problem of uncertain discrete-time switched systems, Journal of Industrial and Management Optimization, vol.13, no.1, 267-282, 2017 (January, ISSN:1547-5816). doi:10.3934/jimo.2016016 WOS: 000390104600016
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Jiayu Shen and Yuanguo Zhu*,Uncertain flexible flow shop scheduling problem subject to breakdowns, Journal of Intelligent and Fuzzy Systems, vol.32, no.1, 207-214, 2017. (January) doi: 10.3233/jifs-151400 WOS: 0003935370000020
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Yun Sun and Yuanguo Zhu*, Bang-bang property for an uncertain saddle point problem, Journal of Intelligent Manufacturing, vol.28, no.3, 605-613, 2017. (March, ISSN:0956-5515) doi: 10.1007/s10845-014-1003-7 WOS: 000394365700013
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Hongyan Yan and Yuanguo Zhu*, Bang-bang control model with optimistic value criterion for uncertain switched systems, Journal of Intelligent Manufacturing, vol.28, no.3, 527-534, 2017.doi: 10.1007/s10845-014-0996-2 WOS: 000394365700004
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Yadong Shu and Yuanguo Zhu*, Stability and optimal control for uncertain continuous-time singular systems, European Journal of Control, vol.34, 16-23, 2017. (March, ISSN:0947-3580) doi: 10.1016/j.ejcon.2016.12.003. WOS: 000397836300002
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Bo Li, Yuanguo Zhu* and Yuefeng Chen, The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion, International Journal of Systems Science, vol.48, no.8, 1766-1774, 2017. (ISSN:0020-7721) doi: 10.1080/00207721.2017.1282061 WOS: 000396823800017
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Chunxiao Ding, Yun Sun and Yuanguo Zhu*, A NN-based hybrid intelligent algorithm for a discrete nonlinear uncertain optimal control problem, Neural Processing Letters, vol.45, no.2, 457-473, 2017. (April, ISSN:1370-4621) doi: 10.1007/s11063-016-9536-8. WOS: 000398721400007
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Bo Li and Yuanguo Zhu*, Parametric optimal control for uncertain linear quadratic models, Applied Soft Computing, vol.56, 543-550, 2017. (July, ISSN:1568-4946) doi: 10.1016/j.asoc.2016.05.053WOS:000402364000039
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Qiqiong Chen and Yuanguo Zhu*, Pure exchange competitive equilibrium under uncertainty, Journal of Ambient Intelligence and Humanized Computing, vol.8, no.5, 759-768, 2017. (October, ISSN:1868-5137) doi: 10.1007/s12652-017-0500-x WOS: 000409523400011
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Bo Li and Yuanguo Zhu*, A parametric optimization approach for uncertain linear quadratic models, European Journal of Control, vol.38, 1-6, 2017. (November, ISSN:0947-3580) doi:10.1016/j.ejcon.2017.06.001 WOS: 000416881500001
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Chunxiao Ding, Yun Sun and Yuanguo Zhu*, A schistosomiasis compartment model with incubation and its optimal control, Mathematical Methods in the Applied Sciences, vol.40, no.14, 5079-5094, 2017. (30 September,ISSN:0170-4214) doi: 10.1002/mma.4372. WOS:000409046200007
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Lixue Sheng, Yuanguo Zhu*, Hongyan Yan, and Kai Wang, Uncertain optimal control approach for CO2 mitigation problems, Asian Journal of Control, vol.19, no.6, 1931-1942, 2017. (14 November, ISSN:1561-8625) doi: 10.1002/asjc.1524 WOS:000415133100005
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Yan Wang and Yuanguo Zhu*, An uncertain multi-oligopoly model of Bertrand type, 4th International Conference on Information Science and Control Engineering (ICISCE 2017), pp.852-858, July 21-23, 2017, Changsha, China.
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Yadong Shu and Yuanguo Zhu*, Optimistic value based optimal control for uncertain linear singular systems and application to dynamic input-output model, ISA Transactions, vol.71(part 2), 235-251, 2017. (November, ISSN: 0019-0578) doi:10.1016/j.isatra.2017.08.007. WOS: 000416189100006
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Nana Tao and Yuanguo Zhu,Stability and attractivity in optimistic value for dynamical systems with uncertainty, International Journal of General Systems, vol.45, no.4, 418-433, 2016. doi: 10.1080/03081079.2015.1072522 (April, ISSN: 0308-1079) WOS: 000374954200003
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Jiayu Shen and Yuanguo Zhu, Scheduling in a two-stage supply chain with uncertain parameters, Journal of Intelligent and Fuzzy Systems, vol.30, no.6, 3439-3449, 2016. Doi:10.3233/IFS-162091 (May 8, ISSN: 1064-1246) WOS: 000375954300036
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Jiayu Shen and Yuanguo Zhu, Chance-constrained model for uncertain job shop scheduling problem, Soft Computing, vol.20, no.6, 2383-2391, 2016. doi: 10.1007/s00500-015-1647-z(June, ISSN: 1432-7643)WOS:000376103900018
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Yuefen Chen and Yuanguo Zhu, Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems, Japan Journal of Industrial and Applied Mathematics, vol.33, no.2, 361-378, 2016. doi: 10.1007/s13160-016-0217-9 (July, ISSN: 0916-7005) WOS:000379036300004
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Chunxiao Ding, Nana Tao, Yun Sun, and Yuanguo Zhu, The effect of time delays on transmission dynamics of schistosomiasis, Chaos, Solitons & Fractals, vol.91, 360-371, 2016. doi:10.1016/j.chaos.2016.06.017 (October, ISSN: 0960-0779) WOS: 000385600000039
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Qing Yang and Yuanguo Zhu, Fully uncertain linear systems, International Journal of Contemporary Mathematical Sciences, vol.11, no.7, 323-331, 2016. Doi: 10.12988/ijcms.2016.6631 (July 20, 2016, ISSN: 1312-7586)
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Chunxiao Ding and Yuanguo Zhu, Zika病毒传播动力学模型及其最优控制 (Zika virus transmission dynamic model and its optimal control), Journal of Nanjing University of Science and Technology, vol.40, no.4, 423-430, 2016. (29 August 2016, ISSN:1005-9830) Doi: 10.14177/j.cnki.32-1397n.2016.40.04.008
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Yi Jiang, Hongyan Yan, and Yuanguo Zhu, Optimal control problem for uncertain linear systems with multiple input delays, Journal of Uncertainty Analysis and Applications, 4:5, 10pages, 2016 (October). Doi: 10.1186/s40467-016-0048-x
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Hongyan Yan, Linxue Sheng and Yuanguo Zhu, Linear quadratic optimization models of uncertain switched systems, ICIC Express Letters, vol.10, no.10, 2349-2355, 2016. (October, ISSN: 1881-803X) EI: 20164202924022
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Chunxiao Ding, Nana Tao, Yuanguo Zhu, A mathematical model of Zika virus and its optimal control, Proceedings of the 35th Chinese Control Conference, July 27-29, 2016, Chengdu, China: Southwest Jiaotong University, pp.2642-2645. EI: 20163802828800
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Bo Li and Yuanguo Zhu, Uncertain linear systems, Fuzzy Optimization and Decision Making, vol.14, no.2, 211-226, 2015. (June, ISSN: 1568-4539), DOI: 10.1007/s10700-014-9197-x WOS: 000354288600005
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Jinzhong Shen and Yuanguo Zhu, Study of a class of almost-controllable discrete-time bilinear systems, Asian Journal of Control, vol.17, no.5, 2000-2009, 2015. (September, ISSN: 1561-8625). DOI:10.1002/asjc.1068 WOS: 000361186700047
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Nana Tao and Yuanguo Zhu, Attractivity and stability analysis of uncertain differential systems, International Journal of Bifurcation and Chaos, vol.25, no.2, 1550022_1-1550022_10, 2015 (February, ISSN: 0218-1274). DOI: 10.1142/S0218127415500224 WOS: 000350485800008
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Yuanguo Zhu, Uncertain fractional differential equations and an interest rate model, Mathematical Methods in the Applied Sciences, vol.38, no.15, 3359-3368, 2015. (October, ISSN: 0170-4214). DOI: 10.1002/mma.3335 WOS: 000364648800016
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Chunxiao Ding and Yuanguo Zhu, Two empirical uncertain models for project scheduling problem, Journal of the Operational Research Society, vol.66, no.9, 1471-1480, 2015 (September, ISSN: 0160-5682). DOI: 10.1057/jors.2014.115 WOS: 000360776800006
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Hongyan Yan and Yuanguo Zhu, Bang-bang control model for uncertain switched systems, Applied Mathematical Modelling, vol.39, nos.10-11, 2994-3002, 2015. (June, ISSN: 0307-904X) DOI: 10.1016/j.apm.2014.10.042 WOS: 000355032200016
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Yuanguo Zhu, Existence and uniqueness of the solution to uncertain fractional differential equation, Journal of Uncertainty Analysis and Applications, 3:5, 11pages, 2015. (March), DOI: 10.1186/s40467-015-0028-6
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Qiqiong Chen and Yuanguo Zhu, A modified viscosity approximation method to fixed points for nonexpansive mappings, Nonlinear Analysis Forum, vol.20, no.3, 147-159, 2015. (March, ISSN 1226 - 7228)
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Ling Chen, Yun Sun and Yuanguo Zhu, Extraction methods for uncertain inference rules by ant colony optimization, Journal of Uncertainty Analysis and Applications, 3:9, 19 pages, 2015. (May), DOI: 10.1186/s40467-015-0033-9
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Qiqiong Chen and Yuanguo Zhu,A class of uncertain variational inequality problems, Journal of Inequalities and Applications, 2015, 2015:231 (13pages). DOI: 10.1186/s13660-015-0750-0 (July 25, ISSN: 1029-242X) WOS: 000358445300001
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Yanhua Yuan and Yuanguo Zhu, A hybrid artificial bee colony optimization algorithm, 2014 10th International Conference on Natural Computation (ICNC), Xiamen, China, August 19-21, 2014, pp.494-498. EI: 20151500739910. DOI: 10.1109/ICNC.2014.6975884
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Xiaodong Qian and Yuanguo Zhu, Differential dynamic programming for multistage uncertain optimal control, Proceedings - 2014 7th International Joint Conference on Computational Sciences and Optimization, CSO 2014, (Issue date: October 14, 2014), Beijing, July 4-6, 2014, pp.88-92. DOI: 10.1109/CSO.2014.25Beijing University of Chemical Technology EI: 20144800245602
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Xintong Ge and Yuanguo Zhu, A necessary condition of optimality for uncertain optimal control problem, Fuzzy Optimization and Decision Making, vol.12, no.1, 41-51, 2013. (1568-4539) WOS:000314837800005
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Yuanguo Zhu, An intelligent algorithm: MACO for continuous optimization models, Journal of Intelligent and Fuzzy Systems, vol.24, no.1, 31-36, 2013. EI: 20130415921360
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Jinzhong Shen* and Yuanguo Zhu, Controllability of a class of multi-input bilinear systems, Journal of Computational Information Systems, vol.9, no.1, 137-144, 2013. EI: 20130515954096 (1553–9105)
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Liubao Deng and Yuanguo Zhu, Uncertain optimal control of linear quadratic models with jump, Mathematical and Computer Modelling, vol.57, nos.9-10, 2432-2441, 2013. (0895-7177) WOS: 000317262100042
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Linxue Sheng and Yuanguo Zhu, Optimistic value model of uncertain optimal control, International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems, vol.21, Suppl.1, 75-87, 2013. WOS: 000323067200007
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Jinzhong Shen and Yuanguo Zhu, Global feedback stabilization of multi-input bilinear system, Applied Mathematics Letters, vol.26, no.8, 820-825, 2013. WOS: 000320151100003
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Rong Chen and Yuanguo Zhu*, An optimal control model for uncertain systems with time-delay, Journal of the Operations Research Society of Japan, vol.54, no.4, 243-256, 2013.
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Jinzhong Shen* and Yuanguo Zhu, Controllability of a class of two-input discrete-time homogeneous bilinear systems, Journal of Computational Information Systems, vol.9. no.18, 7435-7444, 2013. EI: 20134416914525
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Linxue Sheng,Yuanguo Zhu and Timo Hamalainen, An uncertain optimal control model with Hurwicz criterion, Applied Mathematics and Computation, vol.224, 412-421, 2013. (1 November, ISSN: 0096-3003) WOS: 000327734800038
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Shuhu Sun and Yuanguo Zhu, Singular optimal control for uncertain systems, in Z. Wen and T. Li (eds.), Practical Applications of Intelligent Systems, Advances in Intelligent Systems and Computing 279, pp.1167-1176, 2014. Proceedings of the Eighth International Conference on Intelligent Systems and Knowledge Engineering, Shenzhen, China, Nov. 20-23, 2013 (ISKE 2013), DOI: 10.1007/978-3-642-54927-4_111. WOS: 000348509400111
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Liubao Deng and Yuanguo Zhu, Uncertain Optimal Control with Jump, ICIC Express Letters, Part B: Applications, vol.3, no.2, 419-424, 2012. EI: 20122115047955
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Yujie Kang and Yuanguo Zhu, Bang-Bang Optimal Control for Multi-stageUncertain Systems, Information: An International Interdisciplinary Journal, Vol.15, No.8, 3229-3238, 2012. WOS: 000307912700004
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Xinxin Xu and Yuanguo Zhu, Uncertain Bang-Bang Control for Continuous Time Model, Cybernetics and Systems: An International Journal, vol.43, no.6, 515-527, 2012. ISSN:0196-9722, WOS: 000308990800005
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Liubao Deng and Yuanguo Zhu, Existence and Uniqueness Theorem of Solution for Uncertain Differential Equations with Jump, ICIC Express Letters, Vol.6, No.10, 2693-2698, 2012. EI: 20124715687114
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Xintong Ge and Yuanguo Zhu, Existence and Uniqueness Theorem forUncertain Delay Differential Equations, Journal of Computational Information Systems, vol.8, no.20, 8341-8347, 2012.EI:20124515655435
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Yuanguo Zhu, Functions of uncertain variables and uncertain programming, Journal of Uncertain Systems, vol.6, no.4, 278-288, 2012.
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Liubao Deng and Yuanguo Zhu, An uncertain optimal control model with n jumps and application, Computer Science and Information Systems, vol.9, no.4, 1453-1468, 2012. (ISSN: 1820-0214) WOS: 000314392000006
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Liubao Deng and Yuanguo Zhu, Multidimensional uncertain optimal control with jump, 2012 International Conference on Systems and Informatics (ICSAI 2012), Yantai, China, May 19-20, 2012, pp.221-225. (IEEE Systems, Man, & Cybernetics Society). EI: 20123115290470
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Yuanguo Zhu, Fuzzy optimal control for multi-stage fuzzy systems, IEEE Transactions on Systems,Man, and Cybernetics--Part B: Cybernetics, Vol.41, No.4, 964-975, 2011. (ISSN: 1083-4419) WOS: 000293708200007
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Jing Liu and Yuanguo Zhu, Multi-dimensional Multistage Fuzzy Optimal Control, 2011 Eighth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD),Shanghai, China, July 26-28, 2011, pp.189-192. EI: 20114014400965
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Yuanguo Zhu, Uncertain optimal control with application to a portfolio selection model, Cybernetics and Systems: An International Journal, vol.41, no.7, 535-547, 2010. WOS: 000282579700005
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Yuanguo Zhu, Stability analysis of fuzzy linear differential equations, Fuzzy Optimization and Decision Making, vol.9, no.2, 169-186, 2010. WOS: 000277413800003
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Yuanguo Zhu, Jyrki Joutsensalo, Timo Hämäläinen, Solutions to fuzzy linear systems, Information: An International Interdisciplinary Journal, vol.13, no.1, 23-30, 2010. WOS: 000276966300003
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Yanjuan Zhao and Yuanguo Zhu, Fuzzy optimal control of linear quadratic models, Computers and Mathematics with Applications, vol.60, no.1, 67-73, 2010. (ISSN: 0898-1221) WOS: 000279297600007
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Wenjing Yang and Yuanguo Zhu, A fuzzy method for signal smoothing, Third International Joint Conference on Computational Sciences and Optimization, CSO 2010: Theoretical Development and Engineering Practice, Huangshan, Anhui, China, May 28-31, 2010, pp.85-89. EI: 20103713227763
Scientific Dissertations Supervised
Doctoral Dissertations
[D1] 邓留保,带跳的不确定最优控制及应用. Liubao Deng, Uncertain Optimal Control with Jump and Applications, July 2013.
[D2] 沈进中,双线性系统的可控性与镇定. Jinzhong Shen, Controllability and Stabilization of Bilinear Systems, October 2013.
[D3] 颜红彦,不确定切换系统的最优控制. Hongyan Yan, Optimal Control for Uncertain Switched Systems, January 2016.
[D4] 盛林雪,基于关键值的不确定最优控制问题. Linxue Sheng, Critical Value-Based Uncertain Optimal Control Problems, June 2016.
[D5] 陈越奋,离散不确定系统的不定线性二次最优控制. Yuefen Chen, Indefinite Linear Quadratic Optimal Control for Discrete-Time Uncertain Systems, November 2016.
[D6] 沈佳煜,不确定情形下若干排序问题的研究. Jiayu Shen, Stusy on Some Scheduling Problems under Uncertain Situation, January 2017.
[D7] 丁春晓,一类媒介-宿主传染病传播动力学模型及其最优控制. Chunxiao Ding, A Kind of Host-vector Transmission Dynamic Model and Optimal Control, January 2017.
[D8] 李波,不确定线性二次参数最优控制问题. Bo Li, Parametric Optimal Control Problem for Uncertain Linear Quadratic Models, November 2017.
[D9] 陈琦琼,不确定变分不等式及其在非合作博弈中的应用. Qiqiong Chen, Uncertain Variational Inequalities and Their Applications on Non-cooperation Game, April 2018.
[D10] 孙赟,几类不确定系统的二人零和微分博弈问题. Yun Sun, Two-Person Zero-Sum Differential Game Problems for Some Uncertain Systems, June 2018.
[D11] 束亚东,不确定广义系统的稳定性分析及最优控制. Yadong Shu, Stability Analysis and Optimal Control for Uncertain Singular Systems, June 2018.
[D12] 金婷,不确定系统的首达时间问题. Ting Jin, First Hitting Time Problems for Uncertain Systems, June 2020.
[D13] Abid Khan, Parameter Reduction of Soft Set and Its Extended Models in Decision Making, June 2020. 佳必得,软集的参数约减及在决策中的应用.
[D14] 陆自强,不确定分数阶动力系统的性能分析与应用. Ziqiang Lu, Performance Analysis and Applications for Uncertain Fractional Dynamical Systems, June 2021.
[D15] 陶娜娜,不确定微分系统解的吸引性与稳定性分析. Nana Tao, Attractivity and Stability Analysis of Solutions for Uncertain Differential Systems, June 2021.
[D16] 卢琴云,Riemann-Liouville 型分数阶不确定差分方程的若干性质及最优控制. Qinyun Lu, Several Properties & Optimal Control of Riemann-Liouville Uncertain Fractional-order Difference Equations, January 2022.
[D17] 陈鑫,基于不确定随机动力系统的最优控制. Xin Chen, Optimal Control Based on Uncertain Random Dynamical Systems, June 2022.
[D18] 王健,不确定时滞微分方程的解及其稳定性. Jian Wang, Solutions and Stability of Uncertain Delay Differential Equations, June 2022.
Master's Dissertations
[M1] 康玉洁,多阶段不确定系统的Bang-Bang最优控制. Yujie Kang, Bang-Bang Optimal Control for Multi-stage Uncertain Systems, March 2012.
[M2] 许新新,连续时间模型的不确定Bang-Bang控制. Xinxin Xu, Uncertain Bang-Bang Control for Continuous Time Model, March 2012.
[M3] 史和娣,多维不确定线性二次最优控制. Hedi Shi, Multi-dimension Uncertain Linear Quadratic Optimal Control, April 2013.
[M4] 陈蓉,时间延迟的不确定系统最优控制. Rong Chen, Optimal Control for Uncertain Systems with Time-delay, July 2013.
[M5] 孙述虎,不确定系统的奇异Bang-Bang控制. Shuhu Sun, Singular Bang-Bang Control for Uncertain Systems, July 2013.
[M6] 袁艳花,遗传蜂群算法及其应用. Yanhua Yuan, Genetic Bee Colony Algorithm and its Applications, July 2013.
[M7] 陈玲,基于蚁群算法的不确定规则提取方法及应用. Ling Chen, Extraction Methods for Uncertain Inference Rules by Ant Colony Optimization and Applications, March 2014.
[M8] 方昵,不确定神经网络的稳定性分析. Ni Fang, Stability of Uncertain Neural Network, March 2014.
[M9] 钱小冬,多阶段不确定最优控制的微分动态规划法. Xiaodong Qian, Differential Dynamic Programming for Multistage Uncertain Optimal Control, March 2014.
[M10] 吴旖旎,层次分析法不确定优选模型 Yini Wu, Optimization Model of Uncertain Hierarchy Analysis, March 2014.
[M11] 孟媛媛,双重不确定变量和双重不确定规划. Yuanyuan Meng, Biuncertain Variables and Biuncertain Programming, March 2015.
[M12] 王玲,具有非单调函数的不确定随机规划. Ling Wang, Uncertain Random Programming with Non-monotone Functions, March 2016.
[M13] 江义,时滞线性不确定系统最优控制. Yi Jiang, Optimal Control Problem for Uncertain Linear Systems with Delays, March 2017.
[M14] 杨庆,全不确定线性系统及方法. Qing Yang, Fully Uncertain Linear Systems and Methods, March 2017.
[M15] 叶廷青,不确定变量的度量分析. Tingqing Ye, A Metric on Uncertain Variables, April 2018.
[M16] 王妍,一类不确定多寡头博弈模型. Yan Wang, An Uncertain Multi-oligopoly Model, April 2018.
[M17] 张琪,均值-方差联合模糊不确定下管理薪酬问题的研究. Qi Zhang, Research on Executive Compensation under Mean- volatility Joint-ambiguity, April 2020.
[M18] 瞿伟斌,基于不确定性环境下的多重条件分布问题. Weibin Qu, Multiple Conditional Distribution Problems Based on Uncertain Environment, April 2020.
[M19] 杨贵敏,基于分数阶微分方程幂型期权的定价问题. Guimin Yang, Power Option Pricing based on Uncertain Fractional Differential Equation in Uncertain Financial Market, March 2021.
[M20] 胡志明,在不确定金融市场中基于不确定均值回复模型的存款保险定价. Zhiming Hu, Deposit Insurance Pricing Based on Uncertain Mean-reverting Model in Uncertain Financial Market, March 2021.
[M21] 龙锦江,股票价格模型非确定性分析. Jinjiang Long, Analysis of Indeterminacy in Stock Models, March 2021.
[M22] 孙浩,基于不确定时间序列分析的金融数据研究. Hao Sun, Research on Financial Data Based on Uncertain Time Series Analysis, March 2021.
[M23] 倪娜,基于分布估计的自适应细菌觅食算法. Na Ni, Self-adaptive Bacterial Foraging Algorithm Based on Estimation of Distribution, June 2021.
[M24] 刘一渝,一类Caputo-Hadamard不确定分数阶微分方程的解. Yiyu Liu, On Solutions to Caputo-Hadamard Uncertain Fractional Differential Equations, March 2022.
[M25] 饶子璋,双向跳跃的不确定股票模型下的期权策略估值. Zizhang Rao, Valuation of Option Strategies under Uncertain Stock Models with Two-way Jumps, March 2022.
[M26] 王显韬,乐观值准则下考虑交易成本的不确定投资组合模型. Xiantao Wang, Uncertain Portfolio Model Considering Transaction Costs under Optimistic Value Criterion, March 2022.
[M27] 闫宸玮,考虑看跌期权和国际债券投资的不确定投资组合模型. Chenwei Yan, Uncertain Portfolio Section Models Considering Put Option and International Bond Investment, March 2022.
[M28] 侯睿,美式最大值期权的渐近和计算研究. Rui Hou, Research on Asymptotics and Computations of American Maximum Option, March 2022.
[M29] 费炳菁,一类广义型不确定分数阶微分方程. Bingjing Fei, A Class of Generalized Uncertain Fractional Differential Equations, March 2023.
[M30] 梁雪,一类 Caputo-Erdelyi-Kober 不确定分数阶微分方程的解及性质. Xue Liang, On Solutions and Properties to Caputo- Erdelyi-Kober Uncertain Fractional Differential Equations, March 2023.
[M31] 廖明冲,不确定金融市场中彩虹期权定价问题. Mingchong Liao, The Pricing Problem of Rainbow Option in Uncertain Financial Market. March 2023.
[M32] 于鹏飞,基于不确定分数阶微分方程的几何平均亚式障碍期权的定价问题. Pengfei Yu, Pricing Problem of Geometric Average Asian Barrier Option Based on Uncertain Fractional Differential Equation. March 2023.
Research Projects
1.基于动态规划的模糊最优控制及应用研究 (60874038),
国家自然科学基金,2009.1-2011.12,30万
Study on fuzzy optimal control and applications based on dynamic programming, National Natural Science Foundation of China (No. 60874038)
2. 模糊系统的Bang-Bang最优控制(61273009),
国家自然科学基金,2013.1-2016.12,61万
Bang-Bang optimal control for fuzzy systems, National Natural Science Foundation of China (No. 61273009)
3. 不确定动力系统的性能分析及最优控制(61673011)
国家自然科学基金,2017.1-2020.12,49万
Performance analysis and optimal control for uncertain dynamical systems, National Natural Science Foundation of China (No. 61673011)