学术论文:
1. Siyu Lv, Jie Xiong, A zero-sum hybrid stochastic differential game with switching controls, Mathematical Control and Related Fields, 15 (2025), 206-224.
2. Siyu Lv, Zhen Wu, Jie Xiong, A zero-sum hybrid stochastic differential game with impulse controls, Science China Information Sciences, 67 (2024), Paper No. 212209.
3. Siyu Lv, Zhen Wu, Jie Xiong, Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching, Applied Mathematics & Optimization, 90 (2024), Paper No. 44.
4. Siyu Lv, Xiao Yang, Solving a class of zero-sum stopping game with regime switching, Systems & Control Letters, 192 (2024), Paper No. 105889.
5. Siyu Lv, Jie Xiong, Wen Xu, Stochastic maximum principle for hybrid optimal control problems under partial observation, Systems & Control Letters, 181 (2023), Paper No. 105651.
6. Siyu Lv, Jie Xiong, Xin Zhang, Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions, Automatica, 154 (2023), Paper No. 111072.
7. Siyu Lv, Jie Xiong, Nonzero-sum impulse games with regime switching, Automatica, 145 (2022), Paper No. 110439.
8. Siyu Lv, Zhen Wu, Qing Zhang, The Dynkin game with regime switching and applications to pricing game options, Annals of Operations Research, 313 (2022), 1159-1182.
9. Siyu Lv, Jie Xiong, Hybrid optimal impulse control, Automatica, 140 (2022), Paper No. 110233.
10. Siyu Lv, Two-player zero-sum stochastic differential games with regime switching, Automatica, 114 (2020), Paper No. 108819.
11. Siyu Lv, Zhen Wu, Qing Zhang, Optimal switching under a hybrid diffusion model and applications to stock trading, Automatica, 94 (2018), 361-372.
12. Siyu Lv, Zhen Wu, Zhiyong Yu, Continuous-time mean-variance portfolio selection with random horizon in an incomplete market, Automatica, 69 (2016), 176-180.