Zhiyong Yu
Orcid: 0000-0003-2343-7355Affiliations:
- Shandong University, School of Mathematics, Jinan, China
According to our database1,
Zhiyong Yu
authored at least 20 papers
between 2008 and 2023.
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Collaborative distances:
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Online presence:
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Bibliography
2023
IEEE Trans. Autom. Control., October, 2023
Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ ProblemS.
SIAM J. Control. Optim., February, 2023
2022
FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays.
Syst. Control. Lett., 2022
Int. J. Control, 2022
Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications.
Dyn. Games Appl., 2022
2021
Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients.
SIAM J. Control. Optim., 2021
2020
A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type.
Syst. Control. Lett., 2020
Autom., 2020
2018
Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games.
SIAM J. Control. Optim., 2018
2017
SIAM J. Control. Optim., 2017
2016
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market.
Autom., 2016
2015
IEEE Trans. Autom. Control., 2015
An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach.
SIAM J. Control. Optim., 2015
2014
Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems.
Syst. Control. Lett., 2014
2012
Backward stochastic viability and related properties on <i>Z</i> for BSDEs with applications.
J. Syst. Sci. Complex., 2012
J. Appl. Math., 2012
The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls.
Autom., 2012
A partial information non-zero sum differential game of backward stochastic differential equations with applications.
Autom., 2012
2010
A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications.
IEEE Trans. Autom. Control., 2010
2008
Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton--Jacobi--Bellman Equation.
SIAM J. Control. Optim., 2008