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Apparently the letter ü cannot be written on Chinese passports. They opt for instead writing ü as:

yu

The name lü would get rendered as:

lyu

Is this an international issue? What other characters (or letters) cannot be written on passports?

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    German passports can contain ü, although in the machine readable zone it is rendered with the two letters ue. Have a look at icao.int/publications/pages/publication.aspx?docnum=9303. Arabic is particularly interesting. – phoog Jun 28 '19 at 3:51
  • See en.wikipedia.org/wiki/Machine-readable_passport#Names also for a more informal discussion of the conventions. – Greg Hewgill Jun 28 '19 at 3:55
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    The fun part is that the machine readable zone contains the Latin script transcription of the local version of the name, which may itself be a transcription from Latin script. Not sure if that’s always the case, but I’ve seen that on Russian visas. – jcaron Jun 28 '19 at 6:40

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