Zhiyong Yu

21 papers Journal 21
YearRankTypeTitle / Venue / Authors
2026 J jnl
FBSDEs Under Nonlinear Domination-Monotonicity Conditions and Optimal Controls of Linear SDEs.
IEEE Trans. Autom. Control.
Zhipeng Liu, Yue Niu, Falei Wang, Zhiyong Yu
2023 J jnl
Controllability Gramian for Stochastic Game-Based Systems.
IEEE Trans. Autom. Control.
Feng Liu, Zhiyong Yu
2023 J jnl
Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ ProblemS.
SIAM J. Control. Optim.
Ran Tian, Zhiyong Yu
2022 J jnl
FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays.
Syst. Control. Lett.
Xueyang Yang, Zhiyong Yu
2022 J jnl
Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications.
Dyn. Games Appl.
Tianyang Nie, Falei Wang, Zhiyong Yu
2022 J jnl
One kind of linear-quadratic zero-sum stochastic differential game with jumps.
Int. J. Control
Zhiyong Yu, Baokai Zhang, Feng Zhang
2021 J jnl
Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients.
SIAM J. Control. Optim.
Qingmeng Wei, Zhiyong Yu
2020 J jnl
A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type.
Syst. Control. Lett.
Ran Tian, Zhiyong Yu, Rucheng Zhang
2020 J jnl
Indefinite mean-field type linear-quadratic stochastic optimal control problems.
Autom.
Na Li, Xun Li, Zhiyong Yu
2018 J jnl
Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games.
SIAM J. Control. Optim.
Na Li, Zhiyong Yu
2017 J jnl
Time-Inconsistent Recursive Stochastic Optimal Control Problems.
SIAM J. Control. Optim.
Qingmeng Wei, Jiongmin Yong, Zhiyong Yu
2016 J jnl
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market.
Autom.
Siyu Lv, Zhen Wu, Zhiyong Yu
2015 J jnl
An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach.
SIAM J. Control. Optim.
Zhiyong Yu
2015 J jnl
Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays.
IEEE Trans. Autom. Control.
Li Chen, Zhiyong Yu
2014 J jnl
Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems.
Syst. Control. Lett.
Jianhui Huang, Zhiyong Yu
2012 J jnl
A partial information non-zero sum differential game of backward stochastic differential equations with applications.
Autom.
Guangchen Wang, Zhiyong Yu
2012 J jnl
Backward stochastic viability and related properties on
J. Syst. Sci. Complex.
Zhen Wu, Zhiyong Yu
2012 J jnl
Delayed Stochastic Linear-Quadratic Control Problem and Related Applications.
J. Appl. Math.
Li Chen, Zhen Wu, Zhiyong Yu
2012 J jnl
The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls.
Autom.
Zhiyong Yu
2010 J jnl
A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications.
IEEE Trans. Autom. Control.
Guangchen Wang, Zhiyong Yu
2008 J jnl
Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton--Jacobi--Bellman Equation.
SIAM J. Control. Optim.
Zhen Wu, Zhiyong Yu