山東大學經(jīng)濟學院導師：于志勇 正文

　　于志勇 Zhiyong Yu
　　山東大學經(jīng)濟學院副教授 Associate Professor, School of Economics, Shandong University Email: yuzhiyong@sdu.edu.cn
　　通訊地址：山東省濟南市山大南路27號，山東大學經(jīng)濟學院，郵編250100
　　Mailing Address: School of Economics, Shandong University, 27 Shanda Nanlu, Jinan, P.R. China, 250100
　　 
　　工作經(jīng)歷 (Employment)
　　2010 - , 山東大學經(jīng)濟學院 (School of Economics, Shandong University), 副教授 (Associate Professor)
　　2012, 香港理工大學應用數(shù)學系 (Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, China), 助理研究員 (Research Associate)
　　2008 – 2009, 法國 Evry 大學數(shù)學系 (Department of Mathematics, Evry University, France), 博士后 (Postdoctor)
　　2004 – 2010, 山東大學經(jīng)濟學院 (School of Economics, Shandong University), 講師 (Lecturer)
　　2002 – 2004, 山東大學經(jīng)濟學院 (School of Economics, Shandong University), 助教 (Assistant Lecturer)

　　教育經(jīng)歷 (Education)
　　2004 - 2008, 山東大學數(shù)學學院 (School of Mathematics, Shandong University), 博士，概率論與數(shù)理統(tǒng)計專業(yè) (PhD, Probability Theory and Mathematical Statistics)
　　1999 - 2002, 山東大學數(shù)學學院 (School of Mathematics, Shandong University), 碩士，運籌學與控制論專業(yè) （MSc, Operation Research and Control Theory)
　　1995 - 1999, 山東大學數(shù)學學院 (School of Mathematics, Shandong University), 本科，控制理論專業(yè)（BSc, Control Theory)
　　 
　　講授課程 (Teaching Courses)
　　本科生課程：微積分 (Calculus )，線性代數(shù) (Linear Algebra)， 概率論與數(shù)理統(tǒng)計（Probability and Statistics），常微分方程 (Ordinary Differential Equations)
　　研究生課程：經(jīng)濟金融中的隨機方法 (Stochastic Methods in Economics and Finance)

　　研究方向 (Research Fields)
　　隨機最優(yōu)控制（Stochastic Optimal Control），倒向隨機微分方程（Backward Stochastic Differential Equation），金融數(shù)學 (Mathematical Finance)
　　 
　　主要論文 (Selected Publications)
　　Zhen Wu and Zhiyong Yu, Backward stochastic viability and related properties on Z for BSDEs with applications, Journal of Systems Science and Complexity, Vol. 25, pp. 675-690, 2012. (SCI)
　　Guangchen Wang and Zhiyong Yu, A partial information non-zero sum differential game of backward stochastic differential equations with applications, Automatica (Regular paper), 48, pp. 342-352, 2012. (SCI)
　　Zhiyong Yu, Linear-quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system, Asian Journal of Control, Vol. 14, pp. 173-185, 2012. (SCI)
　　Guangchen Wang and Zhiyong Yu, A Pontryagin’s maximum principle for non-zero sum differential games of BSDEs with applications, IEEE Trans. Automat. Control, Vol. 55, pp. 1742-1747, 2010. (SCI)
　　Jean-Pierre Lepeltier, Zhen Wu and Zhiyong Yu, Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs, C. R. Acad. Sci. Paris, Ser. I, 347, pp. 959-964, 2009. (SCI)
　　Zhen Wu and Zhiyong Yu, Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equation, SIAM J. Control & Optim., Vol. 47, pp. 2616-2641, 2008. (SCI)

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