于志勇 教授

山东大学数学学院教授，博士生导师

期刊论文：

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.

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