Sun, Jingrui; Yong, Jiongmin Turnpike properties for mean-field linear-quadratic optimal control problems. (English) Zbl 07806781 SIAM J. Control Optim. 62, No. 1, 752-775 (2024). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 49N10 49N80 93E15 93E20 PDFBibTeX XMLCite \textit{J. Sun} and \textit{J. Yong}, SIAM J. Control Optim. 62, No. 1, 752--775 (2024; Zbl 07806781) Full Text: DOI arXiv
Li, Xun; Shi, Jingtao; Yong, Jiongmin Mean-field linear-quadratic stochastic differential games in an infinite horizon. (English) Zbl 1471.91023 ESAIM, Control Optim. Calc. Var. 27, Paper No. 81, 40 p. (2021). MSC: 91A15 91A16 91A05 49N10 PDFBibTeX XMLCite \textit{X. Li} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. 81, 40 p. (2021; Zbl 1471.91023) Full Text: DOI arXiv
Huang, Jianping; Yong, Jiongmin; Zhou, Hua-Cheng Infinite horizon linear quadratic overtaking optimal control problems. (English) Zbl 1461.49044 SIAM J. Control Optim. 59, No. 2, 1312-1340 (2021). MSC: 49N10 49J15 93B05 PDFBibTeX XMLCite \textit{J. Huang} et al., SIAM J. Control Optim. 59, No. 2, 1312--1340 (2021; Zbl 1461.49044) Full Text: DOI arXiv
Huang, Jianhui; Wang, Bing-Chang; Yong, Jiongmin Social optima in mean field linear-quadratic-Gaussian control with volatility uncertainty. (English) Zbl 1459.91013 SIAM J. Control Optim. 59, No. 2, 825-856 (2021). MSC: 91A16 49N80 60H10 93E20 PDFBibTeX XMLCite \textit{J. Huang} et al., SIAM J. Control Optim. 59, No. 2, 825--856 (2021; Zbl 1459.91013) Full Text: DOI arXiv
Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions. (English) Zbl 1441.93350 ESAIM, Control Optim. Calc. Var. 25, Paper No. 17, 38 p. (2019). MSC: 93E20 49N10 60H10 91G10 PDFBibTeX XMLCite \textit{Q. Wei} et al., ESAIM, Control Optim. Calc. Var. 25, Paper No. 17, 38 p. (2019; Zbl 1441.93350) Full Text: DOI arXiv
Sun, Jingrui; Yong, Jiongmin Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. (English) Zbl 1405.91025 Stochastic Processes Appl. 129, No. 2, 381-418 (2019). MSC: 91A15 91A23 91A05 60H10 49N70 49N10 PDFBibTeX XMLCite \textit{J. Sun} and \textit{J. Yong}, Stochastic Processes Appl. 129, No. 2, 381--418 (2019; Zbl 1405.91025) Full Text: DOI arXiv
Yong, Jiongmin Linear-quadratic optimal control problems for mean-field stochastic differential equations – time-consistent solutions. (English) Zbl 1361.93070 Trans. Am. Math. Soc. 369, No. 8, 5467-5523 (2017). MSC: 93E20 49N10 60J10 49N70 PDFBibTeX XMLCite \textit{J. Yong}, Trans. Am. Math. Soc. 369, No. 8, 5467--5523 (2017; Zbl 1361.93070) Full Text: DOI arXiv
Wang, Yanqing; Yang, Donghui; Yong, Jiongmin; Yu, Zhiyong Exact controllability of linear stochastic differential equations and related problems. (English) Zbl 1360.93109 Math. Control Relat. Fields 7, No. 2, 305-345 (2017). MSC: 93B05 93E20 60H10 PDFBibTeX XMLCite \textit{Y. Wang} et al., Math. Control Relat. Fields 7, No. 2, 305--345 (2017; Zbl 1360.93109) Full Text: DOI arXiv
Li, Xun; Sun, Jingrui; Yong, Jiongmin Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. (English) Zbl 1433.49050 Probab. Uncertain. Quant. Risk 1, Paper No. 2, 24 p. (2016). MSC: 49N10 49N35 93E20 PDFBibTeX XMLCite \textit{X. Li} et al., Probab. Uncertain. Quant. Risk 1, Paper No. 2, 24 p. (2016; Zbl 1433.49050) Full Text: DOI arXiv
Huang, Jianhui; Li, Xun; Yong, Jiongmin A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon. (English) Zbl 1326.49051 Math. Control Relat. Fields 5, No. 1, 97-139 (2015). MSC: 49N10 49J55 49K45 49K40 49N35 60H10 93E20 93D15 90C22 PDFBibTeX XMLCite \textit{J. Huang} et al., Math. Control Relat. Fields 5, No. 1, 97--139 (2015; Zbl 1326.49051) Full Text: DOI arXiv
Lü, Qi; Yong, Jiongmin; Zhang, Xu Representation of Itô integrals by Lebesgue/Bochner integrals. (English) Zbl 1323.60076 J. Eur. Math. Soc. (JEMS) 14, No. 6, 1795-1823 (2012); erratum ibid. 20, No. 1, 259-260 (2018). Reviewer: Gerardo Hernandez-del-Valle (México D. F.) MSC: 60H05 60H10 46G10 46N30 60G05 60G07 91G80 PDFBibTeX XMLCite \textit{Q. Lü} et al., J. Eur. Math. Soc. (JEMS) 14, No. 6, 1795--1823 (2012; Zbl 1323.60076) Full Text: DOI arXiv
Yong, Jiongmin Replication of American contingent claims in complete markets. (English) Zbl 1153.91445 Int. J. Theor. Appl. Finance 4, No. 3, 439-466 (2001). MSC: 91B26 91B60 91B28 PDFBibTeX XMLCite \textit{J. Yong}, Int. J. Theor. Appl. Finance 4, No. 3, 439--466 (2001; Zbl 1153.91445) Full Text: DOI
Hu, Ying; Yong, Jiongmin Forward-backward stochastic differential equations with nonsmooth coefficients. (English) Zbl 1045.60058 Stochastic Processes Appl. 87, No. 1, 93-106 (2000). Reviewer: Bohdan Maslowski (Praha) MSC: 60H10 35K65 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{J. Yong}, Stochastic Processes Appl. 87, No. 1, 93--106 (2000; Zbl 1045.60058) Full Text: DOI