山东大学经济学院导师介绍：于志勇

　　于志勇 Zhiyong Yu
　　山东大学经济学院副教授 Associate Professor, School of Economics, Shandong University Email: yuzhiyong@sdu.edu.cn
　　通讯地址：山东省济南市山大南路27号，山东大学经济学院，邮编250100
　　Mailing Address: School of Economics, Shandong University, 27 Shanda Nanlu, Jinan, P.R. China, 250100
　　 
　　工作经历 (Employment)
　　2010 - , 山东大学经济学院 (School of Economics, Shandong University), 副教授 (Associate Professor)
　　2012, 香港理工大学应用数学系 (Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, China), 助理研究员 (Research Associate)
　　2008 – 2009, 法国 Evry 大学数学系 (Department of Mathematics, Evry University, France), 博士后 (Postdoctor)
　　2004 – 2010, 山东大学经济学院 (School of Economics, Shandong University), 讲师 (Lecturer)
　　2002 – 2004, 山东大学经济学院 (School of Economics, Shandong University), 助教 (Assistant Lecturer)

　　教育经历 (Education)
　　2004 - 2008, 山东大学数学学院 (School of Mathematics, Shandong University), 博士，概率论与数理统计专业 (PhD, Probability Theory and Mathematical Statistics)
　　1999 - 2002, 山东大学数学学院 (School of Mathematics, Shandong University), 硕士，运筹学与控制论专业 （MSc, Operation Research and Control Theory)
　　1995 - 1999, 山东大学数学学院 (School of Mathematics, Shandong University), 本科，控制理论专业（BSc, Control Theory)
　　 
　　讲授课程 (Teaching Courses)
　　本科生课程：微积分 (Calculus )，线性代数 (Linear Algebra)， 概率论与数理统计（Probability and Statistics），常微分方程 (Ordinary Differential Equations)
　　研究生课程：经济金融中的随机方法 (Stochastic Methods in Economics and Finance)

　　研究方向 (Research Fields)
　　随机最优控制（Stochastic Optimal Control），倒向随机微分方程（Backward Stochastic Differential Equation），金融数学 (Mathematical Finance)
　　 
　　主要论文 (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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