Star formation processes at the Galactic Center (GC) could differ significantly from the rest of the Milky Way because of factors like the high pressure and turbulence of the ISM, strong magnetic fields, and the presence of the supermassive black hole (SMBH). Understanding star formation in this region is interesting not only in it own right, but also as a template for other galactic nuclei. Here I present results of three different searches for young stars in the GC region. Polarimetry was used to find pre-main-sequence stars very close to the SMBH; narrow-band photometry to find young, massive stars within a few pc from the SMBH; and photometric variability to find Cepheids in the central 100 parsecs. In the first two studies, we have found about 10 and 30 new young star candidates. In the monitoring observations, we have found three Cepheids, indicating an episodic star formation history in the last 100 Myr in the central a few 100 pc.