于志勇ZhiyongYu山东大学经济学院副教授AssociateProfessor,SchoolofEconomics,ShandongUniversityEmail:yuyong@s.e.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250100MailingAddress:SchoolofEconomics,ShandongUniversity,27ShandaNanlu,Jinan,P.R.China,250100 工作经历(Employment)2010-,山东大学经济学院(SchoolofEconomics,ShandongUniversity),副教授(AssociateProfessor)2012,香港理工大学应用数学系(DepartmentofAppliedMathematics,HongKongPolytechnicUniversity,HongKong,China),助理研究员(ResearchAssociate)2008–2009,法国Evry大学数学系(DepartmentofMathematics,EvryUniversity,France),博士后(Postdoctor)2004–2010,山东大学经济学院(SchoolofEconomics,ShandongUniversity),讲师(Lecturer)2002–2004,山东大学经济学院(SchoolofEconomics,ShandongUniversity),助教(AssistantLecturer)教育经历(Ecation)2004-2008,山东大学数学学院(SchoolofMathematics,ShandongUniversity),博士，概率论与数理统计专业(PhD,ProbabilityTheoryandMathematicalStatistics)1999-2002,山东大学数学学院(SchoolofMathematics,ShandongUniversity),硕士，运筹学与控制论专业（MSc,OperationResearchandControlTheory)1995-1999,山东大学数学学院(SchoolofMathematics,ShandongUniversity),本科，控制理论专业（BSc,ControlTheory) 讲授课程(TeachingCourses)本科生课程：微积分(Calculus)，线性代数(LinearAlgebra)，概率论与数理统计（ProbabilityandStatistics），常微分方程(OrdinaryDifferentialEquations)研究生课程：经济金融中的随机方法(StochasticMethodsinEconomicsandFinance)研究方向(ResearchFields)随机最优控制（StochasticOptimalControl），倒向随机微分方程（BackwardStochasticDifferentialEquation），金融数学(MathematicalFinance) 主要论文(SelectedPublications)ZhenWuandZhiyongYu,BackwardstochasticviabilityandrelatedpropertiesonZforBSDEswithapplications,JournalofSystemsScienceandComplexity,Vol.25,pp.675-690,2012.(SCI)GuangchenWangandZhiyongYu,Apartialinformationnon-zerosumdifferentialgameofbackwardstochasticdifferentialequationswithapplications,Automatica(Regularpaper),48,pp.342-352,2012.(SCI)ZhiyongYu,Linear-quadraticoptimalcontrolandnonzero-sumdifferentialgameofforward-backwardstochasticsystem,AsianJournalofControl,Vol.14,pp.173-185,2012.(SCI)GuangchenWangandZhiyongYu,APontryagin’smaximumprinciplefornon-zerosumdifferentialgamesofBSDEswithapplications,IEEETrans.Automat.Control,Vol.55,pp.1742-1747,2010.(SCI)Jean-PierreLepeltier,ZhenWuandZhiyongYu,Nashequilibriumpointforonekindofstochasticnonzero-sumgameproblemandBSDEs,C.R.Acad.Sci.Paris,Ser.I,347,pp.959-964,2009.(SCI)ZhenWuandZhiyongYu,DynamicprogrammingprincipleforonekindofstochasticrecursiveoptimalcontrolproblemandHamilton-Jacobi-Bellmanequation,SIAMJ.Control&Optim.,Vol.47,pp.2616-2641,2008.(SCI)*如果发现导师信息存在错误或者偏差，欢迎随时与我们联系，以便进行更新完善。联系方式>>