15 results on '"Yu, Zhiyong"'
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2. On Forward–Backward Stochastic Differential Equations in a Domination-Monotonicity Framework.
3. Exact controllability of linear mean‐field stochastic systems and observability inequality for mean‐field backward stochastic differential equations.
4. Quadratic reflected BSDEs and related obstacle problems for PDEs.
5. On the partial controllability of SDEs and the exact controllability of FBSDES.
6. Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions.
7. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon.
8. FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays.
9. Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays.
10. A partial information non-zero sum differential game of backward stochastic differential equations with applications
11. Delayed Stochastic Linear-Quadratic Control Problem and Related Applications.
12. A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type.
13. Continuous-time mean–variance portfolio selection with random horizon in an incomplete market.
14. Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
15. Indefinite mean-field type linear–quadratic stochastic optimal control problems.
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