Education

	2008  Ph.D.	Operations Research, Minor in Mathematics North Carolina State University, Raleigh, NC
	2007 M.S.	Financial Mathematics
		North Carolina State University, Raleigh, NC
	2003  B.S/M.S.	Control Theory and Control Engineering Shanghai Jiaotong University, Shanghai Applied Mathematics Shanghai Jiaotong University, Shanghai
	2000 B.S.

    Research

                             Research Interest

Stochastic Control, Stochastic Predictive Control, Optimization and soft computing, Mathematical Programming, Stochastic Model with Path Dependence, Numerical Computations, Stochastic Models in Financial Mathematics and Wireless Communications

                                       Advisors:    Dr. Tao Pang,        Dr. Robert H Buche

                             Publications

► Tao Pang, Yipeng Yang, Dai Zhao, Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities, Preprint, 2008

►  Yipeng Yang, Robert T. Buche, Stochastic Control in Wireless Queuing System with Delay: a Control History Approach, In process, 2008

►  Tao Pang, Mou-Hsiung Chang, Yipeng Yang, Portfolio Optimization with Time Delay, In process, 2008

►  Robert T. Buche, Vahid Ramezani, Yipeng Yang, Power Control in a Wireless Queueing System Model with Delay: Anapplication of Numerical Methods for Nonlinear Stochastic Systems, Submitted to Stochastics, 2007

►  Yipeng Yang, Robert T. Buche, Mou-Hsiung(Harry) Chang, 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,  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, 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, Yipeng Yang, Finding the Fuzzy Satisfying Solutions to Constrained Optimal Control Systems and Application to Robot Path Planning, Int. J. Gen. Syst. 33 (2004), no. 2-3, 321--337

►  Shaoyuan Li, Wu Hu, Yipeng Yang, Receding Horizon Fuzzy Optimization Under Local Information Environment With A Case Study,  International Journal of Information Technology and Decision Making, 3(1): 109-127 (2004)

►  Shaoyuan Li, Yipeng Yang, On-line Constrained Predictive Control Algorithm Using Multi-Objective Fuzzy-optimization and a Case Study, Fuzzy Optim. Decis. Mak. 2 (2003), no. 2, 123--142.

► Yipeng Yang,  Shaoyuan Li, New Multi-Model Approach to Nonlinear Systems Based on Satisfying  Cluster,  Journal of Shanghai Jiaotong University, 4 (2003), Article 5 (In Chinese)

► Shaoyuan Li, Yipeng Yang,  Fuzzy optimization algorithm and its application to visual robot path planning, Control and Decision, z1(2002), Article 19 (In Chinese)
 

Experience

                                2005-2008          Research Assistant    N.C. State University
                                                             Studied the stochastic control model with imbedded history
                                                             information and its application in portfolio optimization and wireless
                                                             communications.                               

                                5/2006-8/2006    Internship    ZM Financial Systems
                                5/2008-8/2008    Chapel Hill, North Carolina
                                                              Project:    Random Number Effects on MBS Pricing

                                4/2003-7/2003    Internship    Shanghai Huateng Software Systems Co. Ltd.
                                                              Shanghai, China
                                                              Project:    Credit Card Management System for Agricultural Bank of China

                                9/1999-7/2000    Database system manager & member of Secretariat
                                                              3rd Asian Control Conference, Shanghai, China
                                                              Project: Construction of database management system and web server

                                1/2007-5/2007      TA    NCSU    MA547(Financial Mathematics)

                                1/2005-5/2005      TA    NCSU    MA706(Nonlinear Programming)

                                8/2004-12/2004    TA    NCSU    MA505(Linear Programming)

                         Computer Skills    Computer languages and softwares ever used to do a project or a course

                                C++, C#, C, Pascal, Matlab, SAS, R, Sybase, Powerbuilder, Latex, MS Office

Personal

Member of American Mathematical Society

                    Travel, volleyball, soccer.