Wang, Yanqing; Yu, Zhiyong

ESAIM: Control, Optimisation and Calculus of Variations, Volume 26 (2020) p.

Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong

ESAIM: Control, Optimisation and Calculus of Variations, Volume 25 (2019) p.

Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems

Yu, Zhiyong

ESAIM: Control, Optimisation and Calculus of Variations, Volume 23 (2017) p. 1331-1359

Equivalent cost functionals and stochastic linear quadratic optimal control problems

Yu, Zhiyong

ESAIM: Control, Optimisation and Calculus of Variations, Volume 19 (2013) p. 78-90

Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs

Lepeltier, Jean-Pierre; Wu, Zhen; Yu, Zhiyong

Comptes Rendus. Mathématique, Volume 347 (2009) p. 959-964