Y
Yuanguo Zhu
Researcher at Nanjing University of Science and Technology
Publications - 126
Citations - 1805
Yuanguo Zhu is an academic researcher from Nanjing University of Science and Technology. The author has contributed to research in topics: Optimal control & Bellman equation. The author has an hindex of 19, co-authored 105 publications receiving 1290 citations.
Papers
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Uncertain optimal control with application to a portfolio selection model
TL;DR: A fundamental result called the equation of optimality in uncertain optimal control is given, and as an application, this result is used to solve a portfolio selection model.
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Uncertain fractional differential equations and an interest rate model
TL;DR: In this article, the concept of uncertain fractional differential equation is introduced, and solutions of several uncertain FDEs are presented. And an interest rate model is considered, and the price of a zero-coupon bond is obtained.
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Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
TL;DR: A multi-period portfolio selection problem under uncertain environment is discussed, which maximizes the final wealth and minimizes the risk of investment and is formulated by a new method in three steps with two single objective optimization models.
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Optimistic value model of uncertain optimal control
Linxue Sheng,Yuanguo Zhu +1 more
TL;DR: An optimistic value model for uncertain optimal control problem is investigated and the principle of optimality for the model is presented, and the equation of Optimality is obtained for the optimisticvalue model of uncertain optimal Control.
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Numerical approach for solution to an uncertain fractional differential equation
Ziqiang Lu,Yuanguo Zhu +1 more
TL;DR: This paper focuses on proposing a numerical method for solving UFDE involving Caputo derivative involvingCaputo derivative, which is a solution of the corresponding fractional differential equation (FDE) involving with the same initial value conditions.