Chao Zhu

Mathematical Sciences - General

Educational Degrees

  • PhD, Wayne State University, 2007
  • MS, East China Normal University, Shanghai, 2002
  • BS, East China Normal University, Shanghai,1999

Research Interests

  • Applied probability and stochastic processes
  • Actuarial sciences and finance
  • Computational linear algebra
  • Mathematical statistics

Selected Publications

Nguyen, Dang Hai, Yin, George, and Zhu, Chao. “Certain Properties Related to Well Posedness of Switching Diffusions” Stochastic Process. Appl127.10 (2017): 3135-3158.
Helmes, Kurt, Stockbridge, Richard, and Zhu, Chao. “Continuous Inventory Models of Diffusion Type: Long-term Average Cost Criterion” Annals of Applied Probability27. (2017): 1831--1885.
Weerasinghe, Ananda, and Zhu, Chao. “Optimal Inventory Control with Path-Dependent Cost Criteria” Stochastic Process. Appl126. (2016): 1585-1621.
Helmes, Kurt L., Stockbridge, Richard, and Zhu, Chao. “A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion” SIAM Journal on Control and Optimization53. (2015): 2100-2140.
Song, Qingshuo, Stockbridge, Richard, and Zhu, Chao. “On Optimal Harvesting Problems in Random Environments” SIAM Journal on Control and Optimization49.2 (2011): 830--858.

Chao Zhu on MathSciNet