Research

Research Interests: Stochastic control, Operations research, Financial engineering

Publications

• Yipeng Yang and Allanus Tsoi, A Level Set Analysis and A Nonparametric Regression on S&P 500 Daily Return, Int. J. Financial Stud., 4(1) 3, doi:10.3390/ijfs4010003, 2016
• Yipeng Yang, The Classical Solutions and the Regularity of the Free Boundaries in Multi-dimensional Singular Stochastic Control, Proceedings of IEEE Conference on Decision and Control (CDC), Osaka, Japan, 2015
• Y. Charles Li and Yipeng Yang, On the paradox of pesticides, Communications in Nonlinear Science and Numerical Simulation, 29(1-3), 179-187, 2015
• Tao Pang, Yipeng Yang and Dai Zhao, Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities, Int. J. Financial Stud., 3(2), 136-150, 2015
• Yipeng Yang, A Multi-dimensional Stochastic Singular Control Via Dynkin Game and Dirichlet Form, SIAM J. Control and Optim., 52(6) 3807-3832, 2014
• Yipeng Yang, Refined Solutions of Time Inhomogeneous Optimal Stopping Problem and Zero-sum Game via Dirichlet Form, Probability and Mathematical Statistics, 34(2) 253-271, 2014
• Yipeng Yang and Y. Charles Li, The Effect of Synchronous Firing on the Clustering Dynamics of Social Amoebae, Complexity, 20(1) 16-26, 2014
• Mou-Hsiung Chang, Tao Pang and Yipeng Yang, A Stochastic Portfolio Optimization Model with Bounded Memory, Mathematics of Operations Research, 36 i4(11) 604--619, 2011
• Mengdi Gu, Yipeng Yang, Shoude Li and Jingyi Zhang, Constant elasticity of variance model for proportional reinsurance and investment strategies, Insurance: Mathematics and Economics, 46 (3) 580--587, 2010
• Zhijun Li, Yipeng Yang, and Jianxun Li, Adaptive Motion/Force Control of Mobile Under-actuated Manipulators with Dynamics Uncertainties by Dynamic Coupling and Output Feedback, IEEE Trans. Control System Technology, 18(5)1068-1079, 2010
• Zhijun Li, Yipeng Yang, Shiping Wang, Adaptive Dynamic Coupling Control of Hybrid Joints of Human-Symbiotic Wheeled Mobile Manipulators with Unmodelled Dynamics, Int. J. Soc. Rob., 2(2): 109-120, 2010
• Zhijun Li, Yunong Zhang, Yipeng Yang, Support Vector Machine Optimal Control for Mobile Wheeled Inverted Pendulums with Un-modeled Dynamics, Neurocomputing, 73(13-15):2773-2782, 2010
• Zhijun Li, Jingjing Zhang and Yipeng Yang, Motion Control of Mobile Under-actuated manipulators by Implicit Function Using Support Vector Machines, IET Control Theory and Applications, 4(11) 2356-2368, 2010
• Zhijun Li, Kun Yang, Yipeng Yang, Support Vector Machine Based Optimal Control for Mobile Wheeled Inverted Pendulums with Dynamics Uncertainties, 48th IEEE Conference on Decision and Control, Shanghai, 2009
• Yipeng Yang, Robert T. Buche, Mou-Hsiung(Harry) Chang and Vahid Ramezani, Power Control for Mobile Communications with Delayed State Information in Heavy Traffic, IEEE Conference on Decision and Control, San Diego, CA, December 2006
• Robert T. Buche, Vahid Ramezani, Mou-Hsiung(Harry) Chang and Yipeng Yang, Power Control for a Wireless Queueing System with Delay State Information: Heavy Traffic Modeling and Numerical Analysis, MILCOM, Washington D.C., October 2006
• Shaoyuan Li, Yipeng Yang and Changjun Teng, Fuzzy Goal Programming with Multiple Priorities via Generalized Varying-domain Optimization Method, IEEE T. Fuzzy Systems 12(5):596-605, 2004
• Shaoyuan Li, Tao Zou and Yipeng Yang, Finding the Fuzzy Satisfying Solutions to Constrained Optimal Control Systems and Application to Robot Path Planning, Int. J. Gen. Syst. 33, no. 2-3, 321--337, 2004
• Shaoyuan Li, Wu Hu and Yipeng Yang, Receding Horizon Fuzzy Optimization Under Local Information Environment With A Case Study, Int. J. Info. Tech. and Dec. Mak., 3(1): 109-127, 2004
• Shaoyuan Li and Yipeng Yang, On-line Constrained Predictive Control Algorithm Using Multi-Objective Fuzzy-optimization and a Case Study, Fuzzy Optim. Decis. Mak. 2, no. 2, 123--142, 2003
• Yipeng Yang and Shaoyuan Li, New Multi-Model Approach to Nonlinear Systems Based on Satisfying Cluster, Journal of Shanghai Jiaotong University, no. 4, 489-498, , 2003
• Yipeng Yang and Shaoyuan Li, Fuzzy optimization algorithm and its application to visual robot path planning, Control and Decision, z1, 720-725, 2002
• Yipeng Yang and Shaoyuan Li, A Visual Robot Path Planning Algorithm Based on Satisficing Optimization, Chinese Control Conference, Hangzhou, China, 2002