Xie, Bing; Yu, Zhi Yong \(L^p\)-estimate for linear forward-backward stochastic differential equations. (English) Zbl 1521.60026 Acta Math. Sin., Engl. Ser. 39, No. 5, 827-845 (2023). Reviewer: Hossam A. Ghany (al-Qāhira) MSC: 60H10 PDFBibTeX XMLCite \textit{B. Xie} and \textit{Z. Y. Yu}, Acta Math. Sin., Engl. Ser. 39, No. 5, 827--845 (2023; Zbl 1521.60026) Full Text: DOI
Wu, Zhen; Xie, Bing; Yu, Zhiyong Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations. (English) Zbl 1528.60063 Discrete Contin. Dyn. Syst. 43, No. 6, 2494-2523 (2023). MSC: 60H10 35K55 35C05 PDFBibTeX XMLCite \textit{Z. Wu} et al., Discrete Contin. Dyn. Syst. 43, No. 6, 2494--2523 (2023; Zbl 1528.60063) Full Text: DOI
Tian, Ran; Yu, Zhiyong Mean-field type FBSDEs under domination-monotonicity conditions and application to LQ problems. (English) Zbl 1511.93145 SIAM J. Control Optim. 61, No. 1, 22-46 (2023). MSC: 93E20 60H10 49N10 PDFBibTeX XMLCite \textit{R. Tian} and \textit{Z. Yu}, SIAM J. Control Optim. 61, No. 1, 22--46 (2023; Zbl 1511.93145) Full Text: DOI arXiv
Tian, Ran; Yu, Zhiyong Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games. (English) Zbl 1502.60097 Probab. Uncertain. Quant. Risk 7, No. 3, 215-246 (2022). MSC: 60H10 49N10 93E20 PDFBibTeX XMLCite \textit{R. Tian} and \textit{Z. Yu}, Probab. Uncertain. Quant. Risk 7, No. 3, 215--246 (2022; Zbl 1502.60097) Full Text: DOI
Yang, Xueyang; Yu, Zhiyong FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays. (English) Zbl 1485.93643 Syst. Control Lett. 161, Article ID 105149, 9 p. (2022). MSC: 93E20 49N10 93C15 60H30 PDFBibTeX XMLCite \textit{X. Yang} and \textit{Z. Yu}, Syst. Control Lett. 161, Article ID 105149, 9 p. (2022; Zbl 1485.93643) Full Text: DOI
Yu, Zhiyong On forward-backward stochastic differential equations in a domination-monotonicity framework. (English) Zbl 1492.60180 Appl. Math. Optim. 85, No. 1, 1-46 (2022). MSC: 60H10 49N10 93E20 PDFBibTeX XMLCite \textit{Z. Yu}, Appl. Math. Optim. 85, No. 1, 1--46 (2022; Zbl 1492.60180) Full Text: DOI
Li, Na; Xiong, Jie; Yu, Zhiyong Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations. (English) Zbl 1481.60112 Sci. China, Math. 64, No. 9, 2091-2116 (2021). MSC: 60H10 91A65 93E20 PDFBibTeX XMLCite \textit{N. Li} et al., Sci. China, Math. 64, No. 9, 2091--2116 (2021; Zbl 1481.60112) Full Text: DOI
Li, Na; Li, Xun; Yu, Zhiyong Indefinite mean-field type linear-quadratic stochastic optimal control problems. (English) Zbl 1451.93418 Automatica 122, Article ID 109267, 10 p. (2020). MSC: 93E20 49N10 60H10 PDFBibTeX XMLCite \textit{N. Li} et al., Automatica 122, Article ID 109267, 10 p. (2020; Zbl 1451.93418) Full Text: DOI arXiv
Xie, Bing; Yu, Zhiyong An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations. (English) Zbl 1471.60092 J. Math. Anal. Appl. 483, No. 2, Article ID 123642, 18 p. (2020). MSC: 60H10 PDFBibTeX XMLCite \textit{B. Xie} and \textit{Z. Yu}, J. Math. Anal. Appl. 483, No. 2, Article ID 123642, 18 p. (2020; Zbl 1471.60092) Full Text: DOI
Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions. (English) Zbl 1441.93350 ESAIM, Control Optim. Calc. Var. 25, Paper No. 17, 38 p. (2019). MSC: 93E20 49N10 60H10 91G10 PDFBibTeX XMLCite \textit{Q. Wei} et al., ESAIM, Control Optim. Calc. Var. 25, Paper No. 17, 38 p. (2019; Zbl 1441.93350) Full Text: DOI arXiv
Li, Na; Yu, Zhiyong Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games. (English) Zbl 1417.91150 SIAM J. Control Optim. 56, No. 6, 4148-4180 (2018). MSC: 91A65 93E20 60H10 49N10 PDFBibTeX XMLCite \textit{N. Li} and \textit{Z. Yu}, SIAM J. Control Optim. 56, No. 6, 4148--4180 (2018; Zbl 1417.91150) Full Text: DOI
Yu, Zhiyong Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems. (English) Zbl 1375.60104 ESAIM, Control Optim. Calc. Var. 23, No. 4, 1331-1359 (2017). MSC: 60H10 93E20 49N10 PDFBibTeX XMLCite \textit{Z. Yu}, ESAIM, Control Optim. Calc. Var. 23, No. 4, 1331--1359 (2017; Zbl 1375.60104) Full Text: DOI arXiv
Li, Na; Yu, Zhiyong Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps. (English) Zbl 1422.60098 Adv. Difference Equ. 2015, Paper No. 144, 19 p. (2015). MSC: 60H10 93E20 91A15 PDFBibTeX XMLCite \textit{N. Li} and \textit{Z. Yu}, Adv. Difference Equ. 2015, Paper No. 144, 19 p. (2015; Zbl 1422.60098) Full Text: DOI
Yu, Zhiyong An optimal feedback control-strategy pair for zero-sum linear-quadratic stochastic differential game: the Riccati equation approach. (English) Zbl 1332.60089 SIAM J. Control Optim. 53, No. 4, 2141-2167 (2015). MSC: 60H10 49N70 49N10 49N35 93E20 91A15 91A23 PDFBibTeX XMLCite \textit{Z. Yu}, SIAM J. Control Optim. 53, No. 4, 2141--2167 (2015; Zbl 1332.60089) Full Text: DOI
Wu, Zhen; Yu, Zhiyong Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations. (English) Zbl 1314.60135 Stochastic Processes Appl. 124, No. 12, 3921-3947 (2014). MSC: 60H30 60H10 35K59 35C99 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{Z. Yu}, Stochastic Processes Appl. 124, No. 12, 3921--3947 (2014; Zbl 1314.60135) Full Text: DOI
Yu, Zhiyong Equivalent cost functionals and stochastic linear quadratic optimal control problems. (English) Zbl 1258.93129 ESAIM, Control Optim. Calc. Var. 19, No. 1, 78-90 (2013). MSC: 93E20 49N10 60H10 49K45 PDFBibTeX XMLCite \textit{Z. Yu}, ESAIM, Control Optim. Calc. Var. 19, No. 1, 78--90 (2013; Zbl 1258.93129) Full Text: DOI