已发表的论文（*通讯作者）
1.Sheng Luo, Wenqiang Li*, Xun Li, Qingmeng Wei*. Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-differential operators.Stochastic Processes and their Applications. 179. 104502. 2025. (SCI)
2.Ying Hu, Jianhui Huang, Wenqiang Li*. Backward stochastic differential equations with conditional reflection and related recursive optimal control problems. SIAM Journal on Control and Optimization. 62(5), 2557-2589, 2024. (SCI)
3.Jianhui Huang, Wenqiang Li*, Hanyu Zhao. A class of optimal control problems of forward-backward systems with input constraint. Journal of Optimization Theory and Applications. 199 (3), 1050-1084, 2023. (SCI)
4.Juan Li, Wenqiang Li*, Gechun Liang. A game theoretical approach to homothetic robust forward investment performance processes in stochastic factor models. SIAM Journal on Financial Mathematics. 12 (2), 867-897, 2021. (SCI)
5.Juan Li, Wenqiang Li, Qingmeng Wei. Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations. ESAIM: Control, Optimisation and Calculus of Variations. 27, S17, 2021. (SCI)
6.Wenqiang Li, Hui Min. Fully coupled mean-field FBSDEs with jumps and related optimal control problems. Optimal Control Applications & Methods. 42 (1), 305-329, 2021. (SCI)
7.Juan Li, Wenqiang Li*. Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition. Stochastics: An International Journal of probability and stochastic processes. 91 (1), 1-36, 2019. (SCI)
8.Juan Li, Wenqiang Li*. Zero-sum and nonzero-sum differential games without Isaacs condition. ESAIM: Control, Optimisation and Calculus of Variations. 23, 1217-1252, 2017. (SCI)
9.Wenqiang Li, Ying Peng and Junbo Liu. Reflected forward-backward stochastic differential equations and related PDEs. Stochastic Analysis and Applications. 34 (5), 906-926, 2016. (SCI)
10.Juan Li, Wenqiang Li*. Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs. Mathematical Control and Related Fields. 5 (3), 501-516, 2015. (SCI)
11. Yanjun Lou, Wenqiang Li. Backward linear quadratic stochastic optimal control problems and nonzero-sum differential games. 25th Chinese Control and Decision Conference (CCDC), 5015-5020, 2013. (EI)
2021.10-2022.06 香港理工大学
2019.10-2019.11 University of Warwick, UK
2018.04-2018.05 Universite de Bretagne Occidentale, France
2018.01-2018.03 Loughborough University, UK
