J. Yong

发表

A zero-sum differential game in a finite duration with switching strategies

J. Yong, 1990 .

Differential pursuit games

J. Yong, 1987, 26th IEEE Conference on Decision and Control.

On differential evasion games

J. Yong, 1988 .

A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon

J. Yong, Xunjing Li, Jianhui Huang, 2012, 1208.5308.

A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations

J. Yong, 2011, 1110.1564.

Deterministic time-inconsistent optimal control problems — an essentially cooperative approach

J. Yong, 2012 .

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

J. Yong, 2013, 1304.3964.

A Deterministic Linear Quadratic Time-Inconsistent Optimal Control Problem

J. Yong, 2011, 1204.1856.

Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation

J. Yong, 2012, 1204.0568.

Quadratic Backward Stochastic Volterra Integral Equations

J. Yong, Hanxiao Wang, Jingrui Sun, 2018, 1810.10149.

Exact Controllability of Linear Stochastic Differential Equations and Related Problems

J. Yong, Yanqing Wang, Donghui Yang, 2016, 1603.07789.

Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls

J. Yong, J. Xiong, Jingrui Sun, 2018, The Annals of Applied Probability.

Black's Consol Rate Conjecture

D. Duffie, J. Yong, Jin Ma, 1995 .

Dynamic programming for multidimensional stochastic control problems

J. Yong, Jin Ma, 1999 .

Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon

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

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

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

A Variational Formula for Stochastic Controls and Some Applications

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

Data informed solution estimation for forward-backward stochastic differential equations

J. Yong, Yanzhao Cao, F. Bao, 2020 .

Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations

J. Yong, Jianfeng Zhang, Hanxiao Wang, 2020, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions

J. Yong, Zhiyong Yu, Qingmeng Wei, 2017, ESAIM: Control, Optimisation and Calculus of Variations.

Approximate Solvability of Forward—Backward Stochastic Differential Equations

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

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

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

Weak closed-loop solvability of stochastic linear-quadratic optimal control problems

J. Yong, Hanxiao Wang, Jingrui Sun, 2018, Discrete & Continuous Dynamical Systems - A.

Stabilization of nonlinear large-scale uncertain dynamical systems

Jiongmin Yong, J. Yong, 1988 .

Second-Order Necessary Conditions for Optimal Control of Semilinear Elliptic Equations with Leading Term Containing Controls

J. Yong, H. Lou, 2017, 1703.08649.

A Deterministic Affine-Quadratic Optimal Control Problem

J. Yong, Yuanchang Wang, 2013, 1305.3559.

Backward stochastic Volterra integral equations — a brief survey

J. Yong, 2013 .

Necessary conditions for minimax control problems of second order elliptic partial differential equations

J. Yong, 1993 .

Comparison theorems for some backward stochastic Volterra integral equations

J. Yong, Tianxiao Wang, 2015 .

ON DIFFERENTIAL GAMES OF EVASION AND PURSUIT (CAPTURABILITY)

J. Yong, 1986 .

Controlled Stochastic Partial Differential Equations for Rabbits on a Grassland

J. Yong, S. Lenhart, J. Xiong, 2020, Acta Mathematicae Applicatae Sinica, English Series.

Linear forward-backward stochastic differential equations with random coefficients

J. Yong, 2006 .

Backward stochastic Volterra integral equations—Representation of adapted solutions

J. Yong, Tianxiao Wang, 2018, Stochastic Processes and their Applications.

Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria

J. Yong, Jingrui Sun, 2016, Stochastic Processes and their Applications.

Forward-backward stochastic differential equations: Initiation, development and beyond

J. Yong, 2022, Numerical Algebra, Control and Optimization.

Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators

J. Yong, Chao Zhou, Hanxiao Wang, 2022, 2206.12530.

Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations

J. Yong, Hanxiao Wang, Jingrui Sun, 2018, Applied Mathematics & Optimization.

Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations

J. Yong, Tianxiao Wang, ShengJun Fan, 2022, 2211.04078.

Method of Optimal Control

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

Deterministic time-inconsistent optimal control problems — an essentially cooperative approach

J. Yong, 2011, Acta Mathematicae Applicatae Sinica, English Series.

Backward stochastic Volterra integral equations — a brief survey

J. Yong, 2013, Applied Mathematics-A Journal of Chinese Universities.

An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems

Tao Zhou, Richard Archibald, Feng Bao, 2020, J. Sci. Comput..

Stabilization of linear systems by time-delay feedback controls

J. Yong, 1987 .

Four step scheme for general Markovian forward-backward SDES

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

Solving inverse problems of identification type by optimal control methods

J. Yong, S. Lenhart, V. Protopopescu, 1997 .

Identification of a Reflection Boundary Coefficient in an Acoustic Wave Equation by Optimal Control Techniques

J. Yong, S. Lenhart, V. Protopopescu, 2000 .

An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems

J. Yong, Tao Zhou, F. Bao, 2020, Journal of Scientific Computing.

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

Jiongmin Yong, J. Yong, 2013, 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.

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

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

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

J. Yong, Jingrui Sun, 2020, SpringerBriefs in Mathematics.

Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems

Hua-Cheng Zhou, Jiongmin Yong, Jianping Huang, 2020, 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.

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 .

Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls

J. Yong, J. Xiong, Jingrui Sun, 2018, The Annals of Applied Probability.

Equilibrium strategies for time-inconsistent stochastic switching systems

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

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

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

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

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

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

J. Yong, Jingrui Sun, 2020 .

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

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

A Leader-Follower Stochastic Linear Quadratic Differential Game

Jiongmin Yong, J. Yong, 2002, SIAM J. Control. Optim..

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

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

Linear-Quadratic Differential Games

Jiongmin Yong, J. Yong, 2015 .

Representation of It\^o Integrals by Lebesgue/Bochner Integrals

J. Yong, Xu Zhang, Qi Lu, 2010, 1007.2969.

Existence theory of optimal controls for distributed parameter systems

J. Yong, 1992 .

Optimal control applied to native–invasive population dynamics

J. Yong, S. Lenhart, D. Kern, 2007, Journal of biological dynamics.

Optimization of the principal eigenvalue for elliptic operators

J. Yong, H. Lou, 2018, Calculus of Variations and Partial Differential Equations.

Time-Inconsistent Recursive Stochastic Optimal Control Problems

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

Forward-Backward Evolution Equations and Applications

J. Yong, 2015, 1508.03550.

Heat equation with memory in anisotropic and non-homogeneous media

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

Effective permeability of the boundary of a domain

J. Yong, A. Friedman, Chao-Cheng Huang, 1995 .

Time optimal controls for semilinear distributed parameter systems---existence theory and necessary conditions

J. Yong, 1991 .

Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces

Jiongmin Yong, Vo Anh, Wilfried Grecksch, 2010 .

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

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

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

Jiongmin Yong, J. Yong, 2009 .

A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation

J. Yong, 2008 .

Stochastic optimal control — A concise introduction

J. Yong, 2019 .

Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle

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

Optimal control of harvesting in a stochastic metapopulation model

J. Yong, S. Lenhart, J. Xiong, 2012 .

Exact Controllability of the Heat Equation with Hyperbolic Memory Kernel

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

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

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

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..

Optimality Conditions for Semilinear Elliptic Equations with Leading Term Containing Controls

Hongwei Lou, Jiongmin Yong, J. Yong, 2009, SIAM J. Control. Optim..

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.

Present-biased lobbyists in linear–quadratic stochastic differential games

J. Yong, A. Lazrak, Hanxiao Wang, 2023, Finance and Stochastics.

Comparison Theorems for Backward Stochastic Volterra Integral Equations

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

Mean-Field Backward Stochastic Volterra Integral Equations pdf

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

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

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

Linear, Degenerate Backward Stochastic Partial Di erential Equations

J. Yong, Jin Ma, 2007 .

On linear, degenerate backward stochastic partial differential equations

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

Exact Controllability for Multidimensional Semilinear Hyperbolic Equations

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

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.

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

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

Maximum principle for state-constrained optimal control problems governed by quasilinear elliptic

Eduardo Casas, J. Yong, E. Casas, 1995, Differential and Integral Equations.

Optimal switching for systems governed by nonlinear evolution equations

J. Yong, S. Stojanovic, 1987 .

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 .

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

Jiongmin Yong, J. Yong, 2007 .

Controllability and observability of a heat equation with hyperbolic memory kernel

Xiaoyu Fu, Jiongmin Yong, Xu Zhang, 2009 .

Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients

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

Optimal switching for partial differential equations I

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

Optimal switching for partial differential equations II

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

Remarks on Viscosity Super-Solutions of Quasi-Variational Inequalities.

J. Yong, Xinwei Feng, Yue Zhou, 2020, 2010.12738.

A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag

J. Yong, Chang Li, 2020, 2005.04555.

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

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

Approximate solvability of forward-backward stochastic differential equations via method of optimal control

J. Yong, J. Ma, 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).