Zhiyong Yu

According to our database, Zhiyong Yu authored at least 14 papers between 2008 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Controllability Gramian for Stochastic Game-Based Systems.

Feng Liu, Zhiyong Yu

IEEE Trans. Autom. Control., October, 2023

Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ ProblemS.

Ran Tian, Zhiyong Yu

SIAM J. Control. Optim., February, 2023

2022

FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays.

Xueyang Yang, Zhiyong Yu

Syst. Control. Lett., 2022

2021

Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients.

Qingmeng Wei, Zhiyong Yu

SIAM J. Control. Optim., 2021

2020

A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type.

Ran Tian, Zhiyong Yu, Rucheng Zhang

Syst. Control. Lett., 2020

Indefinite mean-field type linear-quadratic stochastic optimal control problems.

Na Li, Xun Li, Zhiyong Yu

Autom., 2020

2018

Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games.

Na Li, Zhiyong Yu

SIAM J. Control. Optim., 2018

2017

Time-Inconsistent Recursive Stochastic Optimal Control Problems.

Qingmeng Wei, Jiongmin Yong, Zhiyong Yu

SIAM J. Control. Optim., 2017

2016

Continuous-time mean-variance portfolio selection with random horizon in an incomplete market.

Siyu Lv, Zhen Wu, Zhiyong Yu

Autom., 2016

2015

Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays.

Li Chen, Zhiyong Yu

IEEE Trans. Autom. Control., 2015

2012

Backward stochastic viability and related properties on <i>Z</i> for BSDEs with applications.

Zhen Wu, Zhiyong Yu

J. Syst. Sci. Complex., 2012

Delayed Stochastic Linear-Quadratic Control Problem and Related Applications.

Li Chen, Zhen Wu, Zhiyong Yu

J. Appl. Math., 2012

2010

A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications.

Guangchen Wang, Zhiyong Yu

IEEE Trans. Autom. Control., 2010

2008

Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton--Jacobi--Bellman Equation.

Zhen Wu, Zhiyong Yu

SIAM J. Control. Optim., 2008