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Jiongmin Yong

Identifiers

  • name variant Jiongmin Yong 0.60 · backfill

Papers (29)

  1. Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional in Infinite Horizon math.OC · 2026 · author #2
  2. Weak Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems math.OC · 2018 · author #3
  3. Backward Stochastic Volterra Integral Equations--- Representation of Adapted Solutions math.PR · 2018 · author #2
  4. Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems math.OC · 2017 · author #2
  5. Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle math.OC · 2017 · author #2
  6. Second-Order Necessary Conditions for Optimal Control of Semilinear Elliptic Equations with Leading Term Containing Controls math.OC · 2017 · author #2
  7. Linear Quadratic Stochastic Optimal Control Problems with Operator Coefficients: Open-Loop Solutions math.OC · 2017 · author #2
  8. Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon math.OC · 2016 · author #2
  9. Linear Quadratic Stochastic Two-Person Nonzero-Sum Differential Games: Open-Loop and Closed-Loop Nash Equilibria math.OC · 2016 · author #2
  10. Time-Inconsistent Recursive Stochastic Optimal Control Problems math.OC · 2016 · author #2
  11. Exact Controllability of Linear Stochastic Differential Equations and Related Problems math.OC · 2016 · author #3
  12. Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Closed-Loop Solvability math.OC · 2016 · author #3
  13. Forward-Backward Evolution Equations and Applications math.PR · 2015 · author #1
  14. Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems math.OC · 2015 · author #3
  15. Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations math.OC · 2014 · author #3
  16. Linear Quadratic Stochastic Two-Person Zero-Sum Differential Games in an Infinite Horizon math.OC · 2014 · author #2
  17. Regularity Analysis for an Abstract System of Coupled Hyperbolic and Parabolic Equations math.AP · 2014 · author #3
  18. Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points math.OC · 2014 · author #2
  19. A Deterministic Affine-Quadratic Optimal Control Problem math.OC · 2013 · author #2
  20. Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations --- Time-Consistent Solutions math.OC · 2013 · author #1
  21. A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon math.OC · 2012 · author #3
  22. A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon math.OC · 2012 · author #3
  23. Comparison Theorems for Backward Stochastic Volterra Integral Equations math.PR · 2012 · author #2
  24. A Deterministic Linear Quadratic Time-Inconsistent Optimal Control Problem math.OC · 2012 · author #1
  25. Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation math.OC · 2012 · author #1
  26. A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations math.OC · 2011 · author #1
  27. Hamilton-Jacobi Equations and Two-Person Zero-Sum Differential Games with Unbounded Controls math.OC · 2011 · author #2
  28. Mean-Field Backward Stochastic Volterra Integral Equations math.PR · 2011 · author #3
  29. Representation of It\^o Integrals by Lebesgue/Bochner Integrals math.PR · 2010 · author #2

Mentions

  • 1404.7577 #3 · backfill · confidence 0.70 Jiongmin Yong
  • 1404.7220 #2 · backfill · confidence 0.70 Jiongmin Yong
  • 1404.6084 #3 · backfill · confidence 0.70 Jiongmin Yong
  • 1401.4754 #2 · backfill · confidence 0.70 Jiongmin Yong
  • 1305.3559 #2 · backfill · confidence 0.70 Jiongmin Yong
  • 1304.3964 #1 · backfill · confidence 0.70 Jiongmin Yong
  • 1212.0594 #3 · backfill · confidence 0.70 Jiongmin Yong
  • 1208.5308 #3 · backfill · confidence 0.70 Jiongmin Yong
  • 1208.2064 #2 · backfill · confidence 0.70 Jiongmin Yong
  • 1204.1856 #1 · backfill · confidence 0.70 Jiongmin Yong
  • 1204.0568 #1 · backfill · confidence 0.70 Jiongmin Yong
  • 1110.1564 #1 · backfill · confidence 0.70 Jiongmin Yong
  • 1107.1011 #2 · backfill · confidence 0.70 Jiongmin Yong
  • 1104.4725 #3 · backfill · confidence 0.70 Jiongmin Yong
  • 1007.2969 #2 · backfill · confidence 0.70 Jiongmin Yong

Frequent Coauthors