1. Qingmeng Wei and Zhiyong Yu*, Infinite horizon FBSDEs and open-loop optimal con- trols for stochastic LQ problems with random coefficients, SIAM Journal on Control and Optimization, accepted in 2021.
2. Zhiyong Yu*, Controllability Gramian and Kalman rank condition for mean-field control systems, ESAIM: Control, Optimisation and Calculus of Variations, 27 (2021), Paper No. 30, 28 pp.
3. Na Li, Jie Xiong, and Zhiyong Yu*, Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations, Science China–Mathematics, DOI: 10.1007/s11425-019-1677-5, accepted in 2020.
4. Zhiyong Yu, Baokai Zhang, and Feng Zhang*, One kind of linear-quadratic zero-sum stochastic differential game with jumps, International Journal of Control,DOI: 10.1080/00207179.2020.1859136, online in 2020.
5. Wenjie Ye and Zhiyong Yu*, Exact controllability of linear mean-field stochastic sys- tems and observability inequality for mean-field backward stochastic differential equations, Asian Journal of Control, DOI: 10.1002/asjc.2443, online in 2020.
6. Na Li, Xun Li, and Zhiyong Yu*, Indefinite mean-field type linear-quadratic stochastic optimal control problems, Automatica, 122 (2020), 109267, 10 pp.
7. Yanqing Wang and Zhiyong Yu*, On the partial controllability of SDEs and the exact controllability of FBSDEs, ESAIM: Control, Optimisation and Calculus of Variations, 26 (2020), Paper No. 68, 27 pp.
8. Ran Tian, Zhiyong Yu*, and Rucheng Zhang, A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type, Systems & Control Letters, 136 (2020), 104624, 11 pp.
9. Zongyuan Huang, Haiyang Wang, Zhen Wu*, and Zhiyong Yu, Quadratic reflected BS- DEs and related obstacle problems for PDEs, Communications in Statistics–Theory and Methods, 49 (2020), no. 3, 567-589.
10. Bing Xie and Zhiyong Yu*, An exploration of Lp-theory for forward-backward stochastic differential equations with random coefficients on small durations, Journal of Mathematical Analysis and Applications, 483 (2020), no. 2, 123642, 18 pp.
11. Qingmeng Wei, Jiongmin Yong, and Zhiyong Yu*, Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions, ESAIM: Control, Opti- misation and Calculus of Variations, 25 (2019), Art. 17, 38 pp.
12. Na Li and Zhiyong Yu*, Forward-Backward Stochastic Differential Equations and Linear- Quadratic Generalized Stackelberg Games, SIAM Journal on Control and Optimization, 56 (2018), no. 6, 4148-4180.
13. Qingmeng Wei and Zhiyong Yu*, Time-inconsistent recursive zero-sum stochastic differ- ential games, Mathematical Control and Related Fields, 8 (2018), no. 3 & 4, 1051-1079.
14. Na Li, Zhen Wu and Zhiyong Yu*, Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations, Science China– Mathematics, 61 (2018), no. 3, 563-576.
15. Qingmeng Wei, Jiongmin Yong and Zhiyong Yu*, Time-inconsistent recursive stochastic optimal control problems, SIAM Journal on Control and Optimization, 55 (2017), no. 6, 4156-4201.
16. Zhiyong Yu*, Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems, ESAIM: Control, Optimisation and Calculus of Variations, 23 (2017), no. 4, 1331-1359.
17. Yanqing Wang, Donghui Yang, Jiongmin Yong, and Zhiyong Yu*, Exact controllability of linear stochastic differential equations and related problems, Mathematical Control and Related Fields, 7 (2017), no. 2, 305-345.
18. Siyu Lv, Zhen Wu and Zhiyong Yu*, Continuous-time mean-variance portfolio selection with random horizon in an incomplete market, Automatica, 69 (2016), 176-180.
19. Zhiyong Yu*, An optimal feedback control-strategy pair for zero-sum linear-quadratic stochastic differential game: the Riccati equation approach, SIAM Journal on Control and Optimization, 53 (2015), no. 4, 2141-2167.
20. Li Chen and Zhiyong Yu*, Maximum principle for nonzero-sum stochastic differential game with delays, IEEE Transactions on Automatic Control, 60 (2015), no. 5, 1422-1426.
21. Na Li and Zhiyong Yu*, Recursive stochastic linear-quadratic optimal control and nonzero- sum differential game problems with random jumps, Advances in Difference Equations, 2015, 2015:144, 19 pp.
22. Zhen Wu and Zhiyong Yu*, Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations, Stochastic Pro- cesses and their Applications, 124 (2014), no. 12, 3921-3947.
23. Jianhui Huang and Zhiyong Yu*, Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems, Systems & Control Letters, 68 (2014), 68-75.
24. Zhiyong Yu*, Continuous-time mean-variance portfolio selection with random horizon,Applied Mathematics and Optimization, 68 (2013), no. 3, 333-359.
25. Jingtao Shi* and Zhiyong Yu, Relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems and applications, Mathe- matical Problems in Engineering, 2013, Art. ID 285241, 12 pp.
26. Zhiyong Yu*, Equivalent cost functionals and stochastic linear quadratic optimal control problems, ESAIM: Control, Optimisation and Calculus of Variations, 19 (2013), no. 1, 78-90.
27. Li Chen, Zhen Wu and Zhiyong Yu*, Delayed stochastic linear-quadratic control problem and related applications, Journal of Applied Mathematics, 2012, Art. ID 835319, 22 pp.
28. Zhiyong Yu*, The stochastic maximum principle for optimal control problem of delay systems involving continuous and impulse controls, Automatica (Regular paper), 48 (2012), no. 10, 2420-2432.
29. Zhen Wu and Zhiyong Yu*, Backward stochastic viability and related properties on Z for BSDEs with applications, Journal of Systems Science and Complexity, 25 (2012), no. 4, 675-690.
30. Guangchen Wang and Zhiyong Yu*, A partial information non-zero sum differential game of backward stochastic differential equations with applications, Automatica (Regular paper), 48 (2012), no. 2, 342-352.
31. Zhiyong Yu*, Linear-quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system, Asian Journal of Control, 14 (2012), no. 1, 173-185.
32. Guangchen Wang and Zhiyong Yu*, A Pontryagin’s maximum principle for non-zero sum differential games of BSDEs with applications, IEEE Transactions on Automatic Control, 55 (2010), no. 7, 1742-1747.
33. Jean-Pierre Lepeltier, Zhen Wu and Zhiyong Yu*, Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs, Comptes Rendus Mathématique. Académie des Sciences. Paris, 347 (2009), no. 15-16, 959-964.
34. Zhen Wu and Zhiyong Yu*, Dynamic Programming Principle for One Kind of Stochas- tic Recursive Optimal Control Problem and Hamilton-Jacobi-Bellman Equation, SIAM Journal on Control and Optimization, 47 (2008), no. 5, 2616-2641.
35. Zhen Wu* and Zhiyong Yu, Linear quadratic nonzero-sum differential games with random jumps, Applied Mathematics and Mechanics, 26 (2005), no. 8, 1034-1039.
36. Zhen Wu* and Zhiyong Yu, Fully coupled forward-backward stochastic differential equa- tions and related partial differential equations system, Chinese Journal of Contemporary Mathematics, 25 (2004), no. 3, 269-282.
