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于志勇
-
教授
博士生导师
硕士生导师
- 性别：男
- 毕业院校：山东大学
- 学历：博士研究生毕业
- 学位：理学博士学位
- 在职信息：在职
- 所在单位：数学学院
- 入职时间： 2002-07-16
- 学科：概率论与数理统计
金融数学与金融工程
统计学学科
访问量：
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[1]
Zhen Wu , Bing Xie and Zhiyong Yu.
Probabilistic interpretation for a system of quasilinear parabolic partial differential-algebraic eq.
Chinese Annals of Mathematics. Series B,
accepted,
2023.
-
[2]
Xueyang Yang and Zhiyong Yu.
Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay s.
Journal of Mathematical Analysis and Applications,
542,
34 pp.,
2024.
-
[3]
Qingmeng Wei , Yaqi Xu and Zhiyong Yu.
Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Ham.
Applied Mathematics and Optimization,
90,
33 pp.,
2024.
-
[4]
Cui Chen and Zhiyong Yu.
Exact controllability for mean-field type linear game-based control systems.
Applied Mathematics and Optimization,
90,
34 pp.,
2024.
-
[5]
Feng Liu and Zhiyong Yu.
Controllability Gramian for stochastic game-based systems.
IEEE Transactions on Automatic Control,
68,
6036-6050,
2023.
-
[6]
Bing Xie and Zhiyong Yu.
Lp-Estimate for linear forward-backward stochastic differential equations.
Acta Mathematica Sinica (English Series),
39,
827-845,
2023.
-
[7]
Zhen Wu , Bing Xie and Zhiyong Yu.
Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations rel.
Discrete and Continuous Dynamical Systems. Series A,
43,
2494-2523,
2023.
-
[8]
Ran Tian and Zhiyong Yu.
Mean-field type FBSDEs under domination-monotonicity conditions and application to LQ problems.
SIAM Journal on Control and Optimization,
61,
22-46,
2023.
-
[9]
Ran Tian and Zhiyong Yu.
Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games.
Probability, Uncertainty and Quantitative Risk,
7,
215-246,
2022.
-
[10]
Zhiyong Yu , Baokai Zhang and Feng Zhang.
One kind of linear-quadratic zero-sum stochastic differential game with jumps.
International Journal of Control,
95,
1470-1481,
2022.
-
[11]
Tianyang Nie , Falei Wang and Zhiyong Yu.
Maximum principle for general partial information nonzero sum stochastic differential games and appl.
Dynamic Games and Applications,
12,
608-631,
2022.
-
[12]
Zhiyong Yu.
On forward-backward stochastic differential equations in a domination-monotonicity framework.
Applied Mathematics and Optimization,
85,
46 pp.,
2022.
-
[13]
Xueyang Yang and Zhiyong Yu.
FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays.
Systems and Control Letters,
161,
9 pp.,
2022.
-
[14]
Wenjie Ye and Zhiyong Yu.
Exact controllability of linear mean-field stochastic systems and observability inequality for mean-.
Asian Journal of Control,
24,
237-248,
2022.
-
[15]
Qingmeng Wei and Zhiyong Yu.
Infinite horizon FBSDEs and open-loop optimal controls for stochastic LQ problems with random coeffi.
SIAM Journal on Control and Optimization,
59,
2594-2623,
2021.
-
[16]
Zhiyong Yu.
Controllability Gramian and Kalman rank condition for mean-field control systems.
ESAIM-Control, Optimisation and Calculus of Variations,
27,
28 pp.,
2021.
-
[17]
Na Li , Jie Xiong and Zhiyong Yu.
Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-bac.
Science China--Mathematics,
64,
2091-2116,
2020.
-
[18]
Na Li , Xun Li and Zhiyong Yu.
Indefinite mean-field type linear-quadratic stochastic optimal control problems.
Automatica,
122,
10 pp.,
2020.
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[19]
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,
27 pp.,
2020.
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[20]
Bing Xie and Zhiyong Yu.
An exploration of L-p-theory for forward-backward stochastic differential equations with random coef.
Journal of Mathematical Analysis and Applications,
483,
18 pp.,
2020.
