学术论文:
1. Siyu Lv, Zhen Wu, Jie Xiong, Xin Zhang, Robust optimal stopping with regime switching, Automatica, 184 (2026), Paper No. 112723.
2. Na Li, Siyu Lv, Zhen Wu, Jie Xiong, Sufficient stochastic maximum principle for mean-field control problems with regime switching in an infinite horizon, Sci. China Inf. Sci., 68 (2025), Paper No. 210208.
3. Kai Ding, Siyu Lv, Jie Xiong, Xin Zhang, Infinite horizon linear-quadratic leader-follower stochastic differential games for regime switching diffusions, Appl. Math. Optim., 92 (2025), Paper No. 25.
4. Kai Ding, Xun Li, Siyu Lv, Zuo Quan Xu, Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions, Systems Control Lett., 204 (2025), Paper No. 106212.
5. Siyu Lv, Jie Xiong, A zero-sum hybrid stochastic differential game with switching controls, Math. Control Relat. Fields, 15 (2025), 206-224.
6. Siyu Lv, Zhen Wu, Jie Xiong, A zero-sum hybrid stochastic differential game with impulse controls, Sci. China Inf. Sci., 67 (2024), Paper No. 212209.
7. Siyu Lv, Zhen Wu, Jie Xiong, Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching, Appl. Math. Optim., 90 (2024), Paper No. 44.
8. Siyu Lv, Xiao Yang, Solving a class of zero-sum stopping game with regime switching, Systems Control Lett., 192 (2024), Paper No. 105889.
9. Siyu Lv, Jie Xiong, Wen Xu, Stochastic maximum principle for hybrid optimal control problems under partial observation, Systems Control Lett., 181 (2023), Paper No. 105651.
10. Siyu Lv, Jie Xiong, Xin Zhang, Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions, Automatica, 154 (2023), Paper No. 111072.
11. Siyu Lv, Jie Xiong, Nonzero-sum impulse games with regime switching, Automatica, 145 (2022), Paper No. 110439.
12. Siyu Lv, Zhen Wu, Qing Zhang, The Dynkin game with regime switching and applications to pricing game options, Ann. Oper. Res., 313 (2022), 1159-1182.
13. Siyu Lv, Jie Xiong, Hybrid optimal impulse control, Automatica, 140 (2022), Paper No. 110233.
14. Siyu Lv, Two-player zero-sum stochastic differential games with regime switching, Automatica, 114 (2020), Paper No. 108819.
15. Siyu Lv, Zhen Wu, Qing Zhang, Optimal switching under a hybrid diffusion model and applications to stock trading, Automatica, 94 (2018), 361-372.
16. Siyu Lv, Zhen Wu, Zhiyong Yu, Continuous-time mean-variance portfolio selection with random horizon in an incomplete market, Automatica, 69 (2016), 176-180.