35 citations · 88 across the 10 of their papers we have counts for
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Exact Controllability for Mean-Field Type Linear Game-Based Control Systems
Cui Chen, Zhiyong Yu
Motivated by the self-pursuit of controlled objects, we consider the exact controllability of a linear mean-field type game-based control system (MF-GBCS, for short) generated by a…
Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems
Ran Tian, Zhiyong Yu
This paper is concerned with a class of mean-field type coupled forward-backward stochastic differential equations (MF-FBSDEs, for short), in which the coupling appears in integral…
Indefinite Mean-Field Type Linear-Quadratic Stochastic Optimal Control Problems
Na Li, Xun Li, Zhiyong Yu
This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the…
A Game Problem for Heat Equation
Lijuan Wang, Donghui Yang, Zhiyong Yu
In this paper, we consider a two-person game problem governed by a linear heat equation. The existence of Nash equilibrium for this problem is considered. Moreover, the bang-bang p…
Linear Quadratic Stochastic Optimal Control Problems with Operator Coefficients: Open-Loop Solutions
Qingmeng Wei, Jiongmin Yong, Zhiyong Yu
An optimal control problem is considered for linear stochastic differential equations with quadratic cost functional. The coefficients of the state equation and the weights in the…
Time-Inconsistent Recursive Stochastic Optimal Control Problems
Qingmeng Wei, Jiongmin Yong, Zhiyong Yu
In this paper, we study a time-inconsistent stochastic optimal control problem with a recursive cost functional by a multi-person hierarchical differential game approach. An equili…
Exact Controllability of Linear Stochastic Differential Equations and Related Problems
Yanqing Wang, Donghui Yang, Jiongmin Yong +1
A notion of -exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Fu…
Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equations
Zhen Wu, Zhiyong Yu
In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the sol…