Jiongmin Yong

发表

Hamilton-Jacobi Equations and Two-Person Zero-Sum Differential Games with Unbounded Controls pdf

Hong Qiu, Jiongmin Yong, J. Yong, 2011, ArXiv.

Method of Optimal Control

Jin Ma, Jiongmin Yong, J. Yong, 2007 .

Exact Controllability for Multidimensional Semilinear Hyperbolic Equations

Xu Zhang, Xiaoyu Fu, Jiongmin Yong, 2007, SIAM J. Control. Optim..

Control Problems in Infinite Dimensions

Jiongmin Yong, Xunjing Li, 1995 .

Optimization Theory:A Concise Introduction

Jiongmin Yong, 2018 .

Optimal Control Theory for Infinite Dimensional Systems

Jiongmin Yong, Xunjing Li, J. Yong, 1994 .

Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling

Jiongmin Yong, Jie Xiong, Suzanne M. Lenhart, 2016, SIAM J. Control. Optim..

Stabilization of discrete-time linear systems with a time delay in the feedback loop

Jiongmin Yong, Aristotle Arapostathis, A. Arapostathis, 1988 .

Controllability and Time Optimal Control

Jiongmin Yong, Xunjing Li, 1995 .

Time-Inconsistent Recursive Stochastic Optimal Control Problems

Zhiyong Yu, Jiongmin Yong, Qingmeng Wei, 2016, SIAM J. Control. Optim..

Basic Stochastic Calculus

Xun Yu Zhou, Jiongmin Yong, 1999 .

Optimal control problems of quasilinear parabolic equations

Jiongmin Yong, Eduardo Casas, Luis A. Fernández, 1993, System Modelling and Optimization.

Mean-Field Backward Stochastic Volterra Integral Equations pdf

Yufeng Shi, Jiongmin Yong, Tianxiao Wang, 2011, ArXiv.

How violent are fast controls?, II

Jiongmin Yong, Thomas I. Seidman, J. Yong, 1996, Math. Control. Signals Syst..

Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points

Jiongmin Yong, Jingrui Sun, J. Yong, 2014, SIAM J. Control. Optim..

Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients

Tao Pang, Mou-Hsiung Chang, Jiongmin Yong, 2009, SIAM J. Control. Optim..

Control Theory of Distributed Parameter Systems and Applications

Jiongmin Yong, Xunjing Li, 1991 .

Proceedings of the IFIP WG7.2 International Conference on Control of Distributed Parameter and Stochastic Systems

Xun Yu Zhou, Jiongmin Yong, Xunjing Li, 1998 .

Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle

Jiongmin Yong, Ping Lin, J. Yong, 2017, SIAM J. Control. Optim..

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

Jiongmin Yong, J. Yong, 2013, SIAM J. Control. Optim..

Control under Lack of Information (A. N. Krasovskii and N. N. Krasovskii)

Jiongmin Yong, 1995, SIAM Rev..

Stochastic Controls and FBSDEs

Jiongmin Yong, 1998, Control of Distributed Parameter and Stochastic Systems.

Regular-singular stochastic controls for higher dimensional diffusions --- dynamic programming approach

Jiongmin Yong, Jin Ma, 1993 .

Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

Xun Li, Jiongmin Yong, Jingrui Sun, 2015, SIAM J. Control. Optim..

Differential Games: A Concise Introduction

Jiongmin Yong, J. Yong, 2014 .

Stochastic Optimal Control Problems

Xun Yu Zhou, Jiongmin Yong, 1999 .

Four Step Scheme

Jiongmin Yong, Jin Ma, 2007 .

Dynamic Programming Method for Evolution Systems

Jiongmin Yong, Xunjing Li, 1995 .

Four step scheme for general Markovian forward-backward SDES

Jin Ma, Jiongmin Yong, Yanhong Zhao, 2010, J. Syst. Sci. Complex..

Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions

Jiongmin Yong, J. Yong, 2010, SIAM J. Control. Optim..

Time-Inconsistent Optimal Control Problems and Related Issues

Jiongmin Yong, Wei Yan, J. Yong, 2019, Modeling, Stochastic Control, Optimization, and Applications.

Control Theory — Single-Player Differential Games

Jiongmin Yong, 2015 .

Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations

Jiongmin Yong, Hanxiao Wang, J. Yong, 2019, ESAIM: Control, Optimisation and Calculus of Variations.

Non-equivalence of stochastic optimal control problems with open and closed loop controls

Jiongmin Yong, Jianfeng Zhang, J. Yong, 2020, Syst. Control. Lett..

Continuity of the value function for deterministic optimal impulse control with terminal state constraint

Xinwei Feng, Jiongmin Yong, Yue Zhou, 2020, ESAIM: Control, Optimisation and Calculus of Variations.

Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights

Jiongmin Yong, Qingmeng Wei, Hongwei Mei, 2020, SIAM J. Control. Optim..

Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty

Jiongmin Yong, Jianhui Huang, Bing-Chang Wang, 2019, SIAM J. Control. Optim..

Mean-field linear-quadratic stochastic differential games in an infinite horizon

Jingtao Shi, Jiongmin Yong, Xun Li, 2020, ESAIM: Control, Optimisation and Calculus of Variations.

Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems

Hua-Cheng Zhou, Jiongmin Yong, Jianping Huang, 2020, SIAM J. Control. Optim..

Optimal switching for partial differential equations II

Jiongmin Yong, Srdjan Stojanovic, J. Yong, 1989 .

Pontryagin Maximum Principle for Semilinear and Quasilinear Parabolic Equations with Pointwise State

Jiongmin Yong, Bei Hu, J. Yong, 1995 .

Pontryagin Maximum Principle for Semilinear and QuasilinearParabolic Equations with Pointwise State Constraints

Jiongmin Yong, Bei Hu, 1995 .

Linear-Quadratic Differential Games

Jiongmin Yong, J. Yong, 2015 .

Differential pursuit games

Jiongmin Yong, 1987 .

Adapted solution of a degenerate backward spde, with applications

Jiongmin Yong, Jin Ma, 1997 .

Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces

Jiongmin Yong, Vo Anh, Wilfried Grecksch, 2010 .

Forward-backward stochastic differential equations with mixed initial-terminal conditions

Jiongmin Yong, J. Yong, 2009 .

Option pricing with an illiquid underlying asset market

Jiongmin Yong, Hong Liu, J. Yong, 2005 .

Backward stochastic Volterra integral equations and some related problems

Jiongmin Yong, J. Yong, 2006 .

Controllability and observability of a heat equation with hyperbolic memory kernel

Xiaoyu Fu, Jiongmin Yong, Xu Zhang, 2009 .

Solvability of forward-backward SDEs and the nodal set of Hamilton-Jacobi-Bellman Equations

Jin Ma, Jiongmin Yong, J. Yong, 1993 .

Continuous-time dynamic risk measures by backward stochastic Volterra integral equations

Jiongmin Yong, J. Yong, 2007 .

Heat equation with memory in anisotropic and non-homogeneous media

Jiongmin Yong, Xu Zhang, J. Yong, 2011 .

On linear, degenerate backward stochastic partial differential equations

Jiongmin Yong, J. Yong, Jin Ma, 1999 .

Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon

Jiongmin Yong, Jingrui Sun, J. Yong, 2016, Applied Mathematics & Optimization.

Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method

Jiongmin Yong, Libin Mou, J. Yong, 2006 .

Comparison Theorems for Backward Stochastic Volterra Integral Equations

Jiongmin Yong, Tianxiao Wang, J. Yong, 2012, 1208.2064.

Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability

Jiongmin Yong, Jingrui Sun, Xun Li, 2016, Mathematical Control & Related Fields.

Approximate Solvability of Forward—Backward Stochastic Differential Equations

Jiongmin Yong, Jin Ma, J. Yong, 2002 .

Stabilization of nonlinear large-scale uncertain dynamical systems

Jiongmin Yong, J. Yong, 1988 .

A Variational Formula for Stochastic Controls and Some Applications

Jiongmin Yong, Libin Mou, J. Yong, 2007 .

Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations

Yufeng Shi, Jiongmin Yong, Tianxiao Wang, 2014, 1404.7577.

Well-posedness and regularity of backward stochastic Volterra integral equations

Jiongmin Yong, J. Yong, 2008 .

Optimal switching for partial differential equations I

Jiongmin Yong, Srdjan Stojanovic, J. Yong, 1989 .

Linear Quadratic Stochastic Two-Person Zero-Sum Differential Games in an Infinite Horizon

Jiongmin Yong, Jingrui Sun, Shuguang Zhang, 2014, 1404.7220.

Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients: Closed-Loop Representation of Open-Loop Optimal Controls

Jiongmin Yong, Jingrui Sun, Jie Xiong, 2018 .

Differential Games of Pursuit and Evasion

Jiongmin Yong, 2015 .

A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon

Jiongmin Yong, Jianhui Huang, Xun Li, 2012 .

Exact Controllability of the Heat Equation with Hyperbolic Memory Kernel

Jiongmin Yong, Xu Zhang, J. Yong, 2005 .

Equilibrium strategies for time-inconsistent stochastic switching systems

Jiongmin Yong, Hongwei Mei, J. Yong, 2017, ESAIM: Control, Optimisation and Calculus of Variations.