×
Compute Distance To:
Author ID: yong.jiongmin Recent zbMATH articles by "Yong, Jiongmin"
Published as: Yong, Jiongmin; Yong, J.; Yong, Jiong-min; Yong, Jiong Min
Further Spellings: 雍烱敏
Homepage: https://math.cos.ucf.edu/~jyong/
External Links: MGP · ResearchGate · dblp
Documents Indexed: 188 Publications since 1984, including 8 Books
4 Contributions as Editor
Reviewing Activity: 25 Reviews
Biographic References: 2 Publications
Co-Authors: 79 Co-Authors with 124 Joint Publications
2,623 Co-Co-Authors
all top 5

Serials

22 SIAM Journal on Control and Optimization
11 Journal of Mathematical Analysis and Applications
10 Applied Mathematics and Optimization
8 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
8 Mathematical Control and Related Fields
6 Probability Theory and Related Fields
6 Stochastic Processes and their Applications
4 Applicable Analysis
4 International Journal of Control
4 Chinese Annals of Mathematics. Series B
4 Differential and Integral Equations
3 Kodai Mathematical Journal
3 Nonlinear Analysis. Theory, Methods & Applications
2 Journal of Differential Equations
2 Journal of Optimization Theory and Applications
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Quarterly of Applied Mathematics
2 Transactions of the American Mathematical Society
2 Stochastic Analysis and Applications
2 Acta Mathematicae Applicatae Sinica. English Series
2 Journal of Applied Mathematics and Stochastic Analysis
2 Systems Science and Mathematical Sciences
2 The Annals of Applied Probability
2 Discrete and Continuous Dynamical Systems
2 International Journal of Theoretical and Applied Finance
2 Journal of the European Mathematical Society (JEMS)
2 Acta Mathematica Sinica. English Series
2 SpringerBriefs in Mathematics
1 Bulletin of the Australian Mathematical Society
1 Journal of the Australian Mathematical Society, Series B
1 Colloquium Mathematicum
1 Numerical Functional Analysis and Optimization
1 Portugaliae Mathematica
1 Optimal Control Applications & Methods
1 Systems & Control Letters
1 Mathematics in Practice and Theory
1 Chinese Annals of Mathematics. Series A
1 Journal of Economic Dynamics & Control
1 Mathematical and Computer Modelling
1 MCSS. Mathematics of Control, Signals, and Systems
1 Journal of Scientific Computing
1 Journal of Partial Differential Equations. Series A
1 Surveys on Mathematics for Industry
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Communications in Partial Differential Equations
1 Journal of the Australian Mathematical Society. Series A
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 SIAM Journal on Mathematical Analysis
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Stochastics and Stochastics Reports
1 Journal of Partial Differential Equations
1 Applied Mathematics
1 Applied Mathematics. Series B (English Edition)
1 Calculus of Variations and Partial Differential Equations
1 Computational and Applied Mathematics
1 Advances in Differential Equations
1 Mathematical Finance
1 The ANZIAM Journal
1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms
1 Discrete and Continuous Dynamical Systems. Series B
1 Journal of Systems Science and Complexity
1 Analysis and Applications (Singapore)
1 Journal of Industrial and Management Optimization
1 Pure and Applied Mathematics Quarterly
1 Lecture Notes in Control and Information Sciences
1 Lecture Notes in Mathematics
1 Journal of Biological Dynamics
1 Scientia Sinica. Mathematica
1 East Asian Journal on Applied Mathematics
1 Applications of Mathematics
1 Probability, Uncertainty and Quantitative Risk

Publications by Year

Citations contained in zbMATH Open

148 Publications have been cited 3,186 times in 1,861 Documents Cited by Year
Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002
Yong, Jiongmin; Zhou, Xun Yu
700
1999
Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056
Ma, Jin; Protter, Philip; Yong, Jiongmin
277
1994
Forward-backward stochastic differential equations and their applications. Zbl 0927.60004
Ma, Jin; Yong, Jiongmin
239
1999
Linear-quadratic optimal control problems for mean-field stochastic differential equations. Zbl 1275.49060
Yong, Jiongmin
96
2013
Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053
Yong, Jiongmin
74
1997
Time-inconsistent optimal control problems and the equilibrium HJB equation. Zbl 1251.93144
Yong, Jiongmin
65
2012
Optimality variational principle for controlled forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1202.93180
Yong, Jiongmin
56
2010
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
49
2016
Backward stochastic Volterra integral equations and some related problems. Zbl 1093.60042
Yong, Jiongmin
48
2006
Exact controllability for multidimensional semilinear hyperbolic equations. Zbl 1143.93005
Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu
46
2007
A leader-follower stochastic linear quadratic differential game. Zbl 1039.93070
Yong, Jiongmin
46
2002
On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046
Hu, Ying; Ma, Jin; Yong, Jiongmin
45
2002
Necessary conditions for optimal control of distributed parameter systems. Zbl 0733.49025
Li, Xunjing; Yong, Jiongmin
44
1991
Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach. Zbl 0795.93103
Tang, Shanjian; Yong, Jiongmin
42
1993
Linear-quadratic optimal control problems for mean-field stochastic differential equations – time-consistent solutions. Zbl 1361.93070
Yong, Jiongmin
42
2017
Well-posedness and regularity of backward stochastic Volterra integral equations. Zbl 1148.60039
Yong, Jiongmin
39
2008
Linear quadratic stochastic differential games: open-loop and closed-loop saddle points. Zbl 1307.93466
Sun, Jingrui; Yong, Jiongmin
35
2015
Adapted solution of a degenerate backward SPDE, with applications. Zbl 0911.60048
Ma, Jin; Yong, Jiongmin
33
1997
On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053
Ma, Jin; Yong, Jiongmin
33
1999
Stochastic linear quadratic optimal control problems. Zbl 0969.93044
Chen, S.; Yong, J.
32
2001
A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon. Zbl 1326.49051
Huang, Jianhui; Li, Xun; Yong, Jiongmin
32
2015
Forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1185.60067
Yong, Jiongmin
30
2010
Option pricing with an illiquid underlying asset market. Zbl 1198.91210
Liu, Hong; Yong, Jiongmin
29
2005
Controllability and observability of a heat equation with hyperbolic memory kernel. Zbl 1187.35265
Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu
27
2009
Linear forward-backward stochastic differential equations. Zbl 0920.60045
Yong, Jiongmin
27
1999
Optimal control of the obstacle for an elliptic variational inequality. Zbl 0914.49005
Adams, D. R.; Lenhart, S. M.; Yong, J.
26
1998
Continuous-time dynamic risk measures by backward stochastic Volterra integral equations. Zbl 1134.91486
Yong, Jiongmin
25
2007
Time-inconsistent recursive stochastic optimal control problems. Zbl 1386.93314
Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong
25
2017
Systems governed by ordinary differential equations with continuous, switching and impulse controls. Zbl 0691.49031
Yong, Jiongmin
25
1989
Pontryagin maximum principle for semilinear and quasilinear parabolic equations with pointwise state constraints. Zbl 0840.49012
Hu, Bei; Yong, Jiongmin
22
1995
A deterministic linear quadratic time-inconsistent optimal control problem. Zbl 1222.49043
Yong, Jiongmin
22
2011
Comparison theorems for some backward stochastic Volterra integral equations. Zbl 1310.60102
Wang, Tianxiao; Yong, Jiongmin
22
2015
On a quasilinear wave equation with memory. Zbl 0738.35096
Torrejón, Ricardo; Yong, Jiongmin
21
1991
Stochastic verification theorems within the framework of viscosity solutions. Zbl 0880.93059
Zhou, Xun Yu; Yong, Jiongmin; Li, Xunjing
20
1997
Zero-sum differential games involving impulse controls. Zbl 0808.90142
Yong, Jiongmin
19
1994
A variational formula for stochastic controls and some applications. Zbl 1142.49013
Mou, Libin; Yong, Jiongmin
19
2007
Mean-field backward stochastic Volterra integral equations. Zbl 1277.60111
Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin
19
2013
Bilinear optimal control of the velocity term in a Kirchhoff plate equation. Zbl 0936.49003
Bradley, Mary Elizabeth; Lenhart, Suzanne; Yong, Jiongmin
18
1999
Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations. Zbl 0832.60067
Ma, Jin; Yong, Jiongmin
18
1995
How violent are fast controls? II. Zbl 0906.93007
Seidman, Thomas I.; Yong, Jiongmin
18
1996
Feedback stabilization and optimal control for the Cahn-Hilliard equation. Zbl 0765.93067
Yong, Jiongmin; Zheng, Songmu
18
1991
Linear forward-backward stochastic differential equations with random coefficients. Zbl 1120.60058
Yong, Jiongmin
18
2006
Black’s consol rate conjecture. Zbl 0830.60052
Duffie, Darrell; Ma, Jin; Yong, Jiongmin
17
1995
Pontryagin maximum principle for semilinear second order elliptic partial differential equations and variational inequalities with state constraints. Zbl 0784.35037
Yong, Jiongmin
17
1992
Regularity analysis for an abstract system of coupled hyperbolic and parabolic equations. Zbl 1326.35059
Hao, Jianghao; Liu, Zhuangyi; Yong, Jiongmin
17
2015
Effective permeability of the boundary of a domain. Zbl 0814.35016
Friedman, Avner; Huang, Chaocheng; Yong, Jiongmin
16
1995
Optimal control problems of forward-backward stochastic Volterra integral equations. Zbl 1337.49044
Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin
16
2015
Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method. Zbl 1152.91305
Mou, Libin; Yong, Jiongmin
16
2006
Optimal control theory for infinite dimensional systems. Zbl 0817.49001
Li, Xunjing; Yong, Jiongmin
15
1994
Qualitative properties of certain \(C_0\) semigroups arising in elastic systems with various dampings. Zbl 0962.47020
Liu, Zhuangyi; Yong, Jiongmin
15
1998
Representation of Itô integrals by Lebesgue/Bochner integrals. Zbl 1323.60076
Lü, Qi; Yong, Jiongmin; Zhang, Xu
15
2012
Differential games. A concise introduction. Zbl 1319.91005
Yong, Jiongmin
13
2015
Backward stochastic Volterra integral equations – representation of adapted solutions. Zbl 1427.60140
Wang, Tianxiao; Yong, Jiongmin
12
2019
Deterministic time-inconsistent optimal control problems – an essentially cooperative approach. Zbl 1355.49022
Yong, Jiong-min
12
2012
Optimal control for degenerate parabolic equations with logistic growth. Zbl 0851.49002
Lenhart, Suzanne M.; Yong, Jiongmin
11
1995
Optimal control of quasilinear parabolic equations. Zbl 0833.49002
Casas, Eduardo; Fernández, Luis A.; Yong, Jiongmin
11
1995
Quasi-linear parabolic partial differential equations with delays in the highest order spatial derivatives. Zbl 0804.35139
Yong, Jiongmin; Pan, Liping
11
1993
Exact controllability of linear stochastic differential equations and related problems. Zbl 1360.93109
Wang, Yanqing; Yang, Donghui; Yong, Jiongmin; Yu, Zhiyong
11
2017
Optimal control applied to native-invasive population dynamics. Zbl 1284.92114
Kern, Daniel L.; Lenhart, Suzanne; Miller, Rachael; Yong, Jiongmin
11
2007
Maximum principle for state-constrained optimal control problems governed by quasilinear elliptic equations. Zbl 0817.49025
Casas, Eduardo; Yong, Jiongmin
10
1995
Forward-backward stochastic differential equations with nonsmooth coefficients. Zbl 1045.60058
Hu, Ying; Yong, Jiongmin
10
2000
Necessary conditions of optimal impulse controls for distributed parameter systems. Zbl 0756.49013
Yong, Jiongmin; Zhang, Pingjian
10
1992
Heat equation with memory in anisotropic and non-homogeneous media. Zbl 1209.35057
Yong, Jiongmin; Zhang, Xu
10
2011
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
10
2011
Existence theory of optimal controls for distributed parameter systems. Zbl 0770.49005
Yong, Jiongmin
10
1992
Optimal stopping problem for stochastic differential equations with random coefficients. Zbl 1194.49035
Chang, Mou-Hsiung; Pang, Tao; Yong, Jiongmin
10
2009
Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028
Sun, Jingrui; Yong, Jiongmin
10
2018
Time-inconsistent optimal control problems and related issues. Zbl 1432.49039
Yan, Wei; Yong, Jiongmin
10
2019
Optimal switching for systems governed by nonlinear evolution equations. Zbl 0641.49019
Stojanovic, Srdjan; Yong, Jiongmin
9
1987
A differential game with multi-level of hierarchy. Zbl 0765.90103
Pan, Liping; Yong, Jiongmin
9
1991
Exact controllability of the heat equation with hyperbolic memory kernel. Zbl 1085.35038
Yong, Jiongmin; Zhang, Xu
9
2005
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang
9
2016
Optimal switching for partial differential equations. II. Zbl 0677.49004
Stojanovic, Srdjan; Yong, Jiongmin
9
1989
Equilibrium strategies for time-inconsistent stochastic switching systems. Zbl 1441.93346
Mei, Hongwei; Yong, Jiongmin
8
2019
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
7
2016
Controlled singular Volterra integral equations and Pontryagin maximum principle. Zbl 1444.45003
Lin, Ping; Yong, Jiongmin
7
2020
Stochastic linear quadratic optimal control problems with random coefficients. Zbl 0990.93133
Chen, Shuping; Yong, Jiongmin
7
2000
European-type contingent claims in an incomplete market with constrained wealth and portfolio. Zbl 1014.91044
Yong, Jiongmin
7
1999
Optimal control of a bioreactor with modal switching. Zbl 1013.92049
Lenhart, Suzanne M.; Seidman, Thomas I.; Yong, Jiongmin
7
2001
Time optimal controls for semilinear distributed parameter systems. Existence theory and necessary conditions. Zbl 0764.49014
Yong, Jiongmin
7
1991
A linear quadratic optimal control problem for stochastic Volterra integral equations. Zbl 1208.60054
Chen, Shuping; Yong, Jiongmin
7
2007
Optimality conditions for semilinear elliptic equations with leading term containing controls. Zbl 1203.49028
Lou, Hongwei; Yong, Jiongmin
7
2009
Backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1128.60052
Anh, Vo; Yong, Jiongmin
7
2006
Time-inconsistent optimal control problems. Zbl 1373.93389
Yong, Jiongmin
7
2014
Differential games with switching strategies. Zbl 0693.90107
Yong, Jiongmin
7
1990
A zero-sum differential game in a finite duration with switching strategies. Zbl 0718.90107
Yong, Jiongmin
7
1990
Backward stochastic Volterra integral equations – a brief survey. Zbl 1299.60080
Yong, Jiongmin
7
2013
Optimal switching for partial differential equations. I. Zbl 0677.49003
Stojanovic, Srdjan; Yong, Jiongmin
7
1989
Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025
Sun, Jingrui; Yong, Jiongmin
7
2019
Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005
Sun, Jingrui; Yong, Jiongmin
7
2020
Optimal controls for stochastic partial differential equations with an application in population modeling. Zbl 1331.93227
Lenhart, Suzanne; Xiong, Jie; Yong, Jiongmin
6
2016
Optimal periodic control for the two-phase Stefan problem. Zbl 0719.49005
Friedman, Avner; Huang, Shaoyun; Yong, Jiongmin
6
1988
Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations. Zbl 1467.93339
Wang, Hanxiao; Yong, Jiongmin
5
2021
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Zbl 1410.93149
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin
5
2019
A stochastic linear quadratic optimal control problem with generalized expectation. Zbl 1151.93035
Yong, Jiongmin
5
2008
Dynamic programming for multidimensional stochastic control problems. Zbl 0951.93072
Ma, Jin; Yong, Jiongmin
5
1999
Identification of boundary shape and reflectivity in a wave equation by optimal control techniques. Zbl 0974.49013
Lenhart, Suzanne; Protopopescu, Vladimir; Yong, Jiongmin
5
2000
Approximate solvability of forward-backward stochastic differential equations. Zbl 0996.60075
Ma, J.; Yong, J.
5
2002
On differential pursuit games. Zbl 0648.90103
Yong, Jiongmin
5
1988
Rapid exact controllability of the wave equation by controls distributed on a time-variant subdomain. Zbl 0920.93021
Liu, Kangsheng; Yong, Jiongmin
5
1999
Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations. Zbl 07557516
Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng
1
2022
Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations. Zbl 1467.93339
Wang, Hanxiao; Yong, Jiongmin
5
2021
Social optima in mean field linear-quadratic-Gaussian control with volatility uncertainty. Zbl 1459.91013
Huang, Jianhui; Wang, Bing-Chang; Yong, Jiongmin
3
2021
Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations. Zbl 1470.60144
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin
3
2021
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls. Zbl 1476.49044
Sun, Jingrui; Xiong, Jie; Yong, Jiongmin
2
2021
Infinite horizon linear quadratic overtaking optimal control problems. Zbl 1461.49044
Huang, Jianping; Yong, Jiongmin; Zhou, Hua-Cheng
1
2021
Controlled singular Volterra integral equations and Pontryagin maximum principle. Zbl 1444.45003
Lin, Ping; Yong, Jiongmin
7
2020
Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005
Sun, Jingrui; Yong, Jiongmin
7
2020
Controlled stochastic partial differential equations for rabbits on a grassland. Zbl 1434.60160
Lenhart, Suzanne; Tang, Xiao; Xiong, Jie; Yong, Jiong-min
2
2020
An efficient numerical algorithm for solving data driven feedback control problems. Zbl 1469.93112
Archibald, Richard; Bao, Feng; Yong, Jiongmin; Zhou, Tao
2
2020
A stochastic gradient descent approach for stochastic optimal control. Zbl 07340269
Archibald, Richard; Bao, Feng; Yong, Jiongmin
1
2020
Stochastic linear-quadratic optimal control theory: differential games and mean-field problems. Zbl 1455.93004
Sun, Jingrui; Yong, Jiongmin
1
2020
Backward stochastic Volterra integral equations – representation of adapted solutions. Zbl 1427.60140
Wang, Tianxiao; Yong, Jiongmin
12
2019
Time-inconsistent optimal control problems and related issues. Zbl 1432.49039
Yan, Wei; Yong, Jiongmin
10
2019
Equilibrium strategies for time-inconsistent stochastic switching systems. Zbl 1441.93346
Mei, Hongwei; Yong, Jiongmin
8
2019
Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025
Sun, Jingrui; Yong, Jiongmin
7
2019
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Zbl 1410.93149
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin
5
2019
Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions. Zbl 1441.93350
Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong
4
2019
Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028
Sun, Jingrui; Yong, Jiongmin
10
2018
Second-order necessary conditions for optimal control of semilinear elliptic equations with leading term containing controls. Zbl 1407.49028
Lou, Hongwei; Yong, Jiongmin
4
2018
Erratum to: “Representation of Itô integrals by Lebesgue/Bochner integrals”. Zbl 1410.60052
Lü, Qi; Yong, Jiongmin; Zhang, Xu
1
2018
Linear-quadratic optimal control problems for mean-field stochastic differential equations – time-consistent solutions. Zbl 1361.93070
Yong, Jiongmin
42
2017
Time-inconsistent recursive stochastic optimal control problems. Zbl 1386.93314
Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong
25
2017
Exact controllability of linear stochastic differential equations and related problems. Zbl 1360.93109
Wang, Yanqing; Yang, Donghui; Yong, Jiongmin; Yu, Zhiyong
11
2017
Representation of adapted solutions to backward stochastic Volterra integral equations. Zbl 07494487
Yong, Jiongmin
1
2017
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
49
2016
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang
9
2016
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
7
2016
Optimal controls for stochastic partial differential equations with an application in population modeling. Zbl 1331.93227
Lenhart, Suzanne; Xiong, Jie; Yong, Jiongmin
6
2016
Linear quadratic stochastic differential games: open-loop and closed-loop saddle points. Zbl 1307.93466
Sun, Jingrui; Yong, Jiongmin
35
2015
A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon. Zbl 1326.49051
Huang, Jianhui; Li, Xun; Yong, Jiongmin
32
2015
Comparison theorems for some backward stochastic Volterra integral equations. Zbl 1310.60102
Wang, Tianxiao; Yong, Jiongmin
22
2015
Regularity analysis for an abstract system of coupled hyperbolic and parabolic equations. Zbl 1326.35059
Hao, Jianghao; Liu, Zhuangyi; Yong, Jiongmin
17
2015
Optimal control problems of forward-backward stochastic Volterra integral equations. Zbl 1337.49044
Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin
16
2015
Differential games. A concise introduction. Zbl 1319.91005
Yong, Jiongmin
13
2015
Time-inconsistent optimal control problems. Zbl 1373.93389
Yong, Jiongmin
7
2014
A mixed linear quadratic optimal control problem with a controlled time horizon. Zbl 1297.49058
Huang, Jianhui; Li, Xun; Yong, Jiongmin
1
2014
A deterministic affine-quadratic optimal control problem. Zbl 1293.49004
Wang, Yuanchang; Yong, Jiongmin
1
2014
Linear-quadratic optimal control problems for mean-field stochastic differential equations. Zbl 1275.49060
Yong, Jiongmin
96
2013
Mean-field backward stochastic Volterra integral equations. Zbl 1277.60111
Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin
19
2013
Backward stochastic Volterra integral equations – a brief survey. Zbl 1299.60080
Yong, Jiongmin
7
2013
Time-inconsistent optimal control problems and the equilibrium HJB equation. Zbl 1251.93144
Yong, Jiongmin
65
2012
Representation of Itô integrals by Lebesgue/Bochner integrals. Zbl 1323.60076
Lü, Qi; Yong, Jiongmin; Zhang, Xu
15
2012
Deterministic time-inconsistent optimal control problems – an essentially cooperative approach. Zbl 1355.49022
Yong, Jiong-min
12
2012
Optimal control of harvesting in a stochastic metapopulation model. Zbl 1258.93120
Collins, C.; Lenhart, S.; Nanda, S.; Xiong, Jie; Yakovlev, K.; Yong, J.
1
2012
A deterministic linear quadratic time-inconsistent optimal control problem. Zbl 1222.49043
Yong, Jiongmin
22
2011
Heat equation with memory in anisotropic and non-homogeneous media. Zbl 1209.35057
Yong, Jiongmin; Zhang, Xu
10
2011
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
10
2011
Optimality variational principle for controlled forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1202.93180
Yong, Jiongmin
56
2010
Forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1185.60067
Yong, Jiongmin
30
2010
Four step scheme for general Markovian forward-backward SDEs. Zbl 1217.60056
Ma, Jin; Yong, Jiongmin; Zhao, Yanhong
3
2010
Controllability and observability of a heat equation with hyperbolic memory kernel. Zbl 1187.35265
Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu
27
2009
Optimal stopping problem for stochastic differential equations with random coefficients. Zbl 1194.49035
Chang, Mou-Hsiung; Pang, Tao; Yong, Jiongmin
10
2009
Optimality conditions for semilinear elliptic equations with leading term containing controls. Zbl 1203.49028
Lou, Hongwei; Yong, Jiongmin
7
2009
Well-posedness and regularity of backward stochastic Volterra integral equations. Zbl 1148.60039
Yong, Jiongmin
39
2008
A stochastic linear quadratic optimal control problem with generalized expectation. Zbl 1151.93035
Yong, Jiongmin
5
2008
Exact controllability for multidimensional semilinear hyperbolic equations. Zbl 1143.93005
Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu
46
2007
Continuous-time dynamic risk measures by backward stochastic Volterra integral equations. Zbl 1134.91486
Yong, Jiongmin
25
2007
A variational formula for stochastic controls and some applications. Zbl 1142.49013
Mou, Libin; Yong, Jiongmin
19
2007
Optimal control applied to native-invasive population dynamics. Zbl 1284.92114
Kern, Daniel L.; Lenhart, Suzanne; Miller, Rachael; Yong, Jiongmin
11
2007
A linear quadratic optimal control problem for stochastic Volterra integral equations. Zbl 1208.60054
Chen, Shuping; Yong, Jiongmin
7
2007
Backward stochastic Volterra integral equations and some related problems. Zbl 1093.60042
Yong, Jiongmin
48
2006
Linear forward-backward stochastic differential equations with random coefficients. Zbl 1120.60058
Yong, Jiongmin
18
2006
Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method. Zbl 1152.91305
Mou, Libin; Yong, Jiongmin
16
2006
Backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1128.60052
Anh, Vo; Yong, Jiongmin
7
2006
Completeness of security markets and solvability of linear backward stochastic differential equations. Zbl 1092.60025
Yong, Jiongmin
4
2006
Option pricing with an illiquid underlying asset market. Zbl 1198.91210
Liu, Hong; Yong, Jiongmin
29
2005
Exact controllability of the heat equation with hyperbolic memory kernel. Zbl 1085.35038
Yong, Jiongmin; Zhang, Xu
9
2005
Heat equations with memory. Zbl 1153.35309
Yong, J.; Zhang, X.
4
2005
Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond. Zbl 1137.91430
Bielecki, Tomasz R.; Pliska, Stanley; Yong, Jiongmin
3
2005
Some estimates on exponentials of solutions to stochastic differential equations. Zbl 1071.60051
Yong, Jiongmin
3
2004
Some problems related to the Black-Scholes type security markets. Zbl 1322.91055
Yong, Jiongmin
1
2004
A leader-follower stochastic linear quadratic differential game. Zbl 1039.93070
Yong, Jiongmin
46
2002
On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046
Hu, Ying; Ma, Jin; Yong, Jiongmin
45
2002
Approximate solvability of forward-backward stochastic differential equations. Zbl 0996.60075
Ma, J.; Yong, J.
5
2002
Stochastic optimal control and forward-backward stochastic differential equations. Zbl 1123.60313
Yong, Jiongmin
2
2002
Stochastic linear quadratic optimal control problems. Zbl 0969.93044
Chen, S.; Yong, J.
32
2001
Optimal control of a bioreactor with modal switching. Zbl 1013.92049
Lenhart, Suzanne M.; Seidman, Thomas I.; Yong, Jiongmin
7
2001
Optimal control for quasilinear retarded parabolic systems. Zbl 0996.49013
Pan, Liping; Yong, Jiongmin
4
2001
Forward-backward stochastic differential equations with nonsmooth coefficients. Zbl 1045.60058
Hu, Ying; Yong, Jiongmin
10
2000
Stochastic linear quadratic optimal control problems with random coefficients. Zbl 0990.93133
Chen, Shuping; Yong, Jiongmin
7
2000
Identification of boundary shape and reflectivity in a wave equation by optimal control techniques. Zbl 0974.49013
Lenhart, Suzanne; Protopopescu, Vladimir; Yong, Jiongmin
5
2000
Identification of a reflection boundary coefficient in an acoustic wave equation by optimal control techniques. Zbl 0963.35197
Lenhart, Suzanne; Protopopescu, Vladimir; Yong, Jiongmin
1
2000
Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002
Yong, Jiongmin; Zhou, Xun Yu
700
1999
Forward-backward stochastic differential equations and their applications. Zbl 0927.60004
Ma, Jin; Yong, Jiongmin
239
1999
On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053
Ma, Jin; Yong, Jiongmin
33
1999
Linear forward-backward stochastic differential equations. Zbl 0920.60045
Yong, Jiongmin
27
1999
Bilinear optimal control of the velocity term in a Kirchhoff plate equation. Zbl 0936.49003
Bradley, Mary Elizabeth; Lenhart, Suzanne; Yong, Jiongmin
18
1999
European-type contingent claims in an incomplete market with constrained wealth and portfolio. Zbl 1014.91044
Yong, Jiongmin
7
1999
Dynamic programming for multidimensional stochastic control problems. Zbl 0951.93072
Ma, Jin; Yong, Jiongmin
5
1999
Rapid exact controllability of the wave equation by controls distributed on a time-variant subdomain. Zbl 0920.93021
Liu, Kangsheng; Yong, Jiongmin
5
1999
Modeling and analysis of a laminated beam. Zbl 1043.74513
Liu, Z.; Trogdon, S. A.; Yong, Jiongmin
3
1999
Stochastic controls and forward-backward SDEs. Zbl 0980.93082
Yong, Jiongmin
1
1999
Optimal control of the obstacle for an elliptic variational inequality. Zbl 0914.49005
Adams, D. R.; Lenhart, S. M.; Yong, J.
26
1998
Qualitative properties of certain \(C_0\) semigroups arising in elastic systems with various dampings. Zbl 0962.47020
Liu, Zhuangyi; Yong, Jiongmin
15
1998
Optimal control of a reflection boundary coefficient in an acoustic wave equation. Zbl 0903.49003
Lenhart, Suzanne; Protopopescu, Vladimir; Yong, Jiongmin
3
1998
Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053
Yong, Jiongmin
74
1997
Adapted solution of a degenerate backward SPDE, with applications. Zbl 0911.60048
Ma, Jin; Yong, Jiongmin
33
1997
Stochastic verification theorems within the framework of viscosity solutions. Zbl 0880.93059
Zhou, Xun Yu; Yong, Jiongmin; Li, Xunjing
20
1997
How violent are fast controls? II. Zbl 0906.93007
Seidman, Thomas I.; Yong, Jiongmin
18
1996
...and 48 more Documents
all top 5

Cited by 1,932 Authors

77 Yong, Jiongmin
58 Wu, Zhen
27 Huang, Jianhui
27 Li, Xun
26 Ji, Shaolin
23 Yu, Zhiyong
22 Wang, Tianxiao
21 Xiong, Jie
19 Ma, Jin
18 Hu, Ying
18 Shi, Jingtao
18 Tang, Shanjian
18 Zhang, Xu
17 Wang, Gengsheng
17 Wang, Guangchen
16 Sun, Jingrui
16 Zhang, Jianfeng
15 Gao, Hang
15 Shi, Yufeng
15 Zhao, Weidong
14 Meng, Qingxin
14 Peng, Shige
14 Pham, Huyên
14 Qiu, Jinniao
14 Wei, Jiaqin
13 Delarue, François
13 Gozzi, Fausto
12 Lü, Qi
12 Shen, Yang
11 Chen, Qihong
11 Dokuchaev, Nikolai G.
11 Hu, Mingshang
11 Øksendal, Bernt Karsten
11 Wei, Qingmeng
11 Zhang, Huanshui
11 Zhang, Liangquan
10 Liu, Zhuangyi
10 Wang, Lijuan
10 Zhang, Weihai
9 Agram, Nacira
9 Carmona, René A.
9 Djehiche, Boualem
9 Federico, Salvatore
9 Feng, Enmin
9 Hafayed, Mokhtar
9 Hamadene, Saïd
9 Lenhart, Suzanne M.
9 Mezerdi, Brahim
9 Tcheugoué Tébou, Louis Roder
9 Wang, Yanqing
9 Wen, Jiaqiang
9 Zhang, Haisen
9 Zhu, Weiqiu
9 Zuazua, Enrique
8 Du, Kai
8 Fuhrman, Marco
8 Fujii, Masaaki
8 Goreac, Dan
8 Jin, Zhuo
8 Lou, Hongwei
8 Nie, Tianyang
8 Takahashi, Akihiko
8 Wang, Hanxiao
8 Wong, Hoi Ying
8 Yang, Shuzhen
8 Zhou, Xiuxiang
7 Abbas, Syed
7 Al-Hussein, Abdulrahman
7 Bender, Christian
7 Bensoussan, Alain
7 Bouchard, Bruno
7 Frankowska, Hélène
7 Lv, Siyu
7 Menoukeu Pamen, Olivier
7 Moon, Jun-Hee
7 Ni, Yuanhua
7 Silva, Francisco J.
7 Zerrik, El Hassan
7 Zhang, Feng
7 Zhao, Xiaopeng
6 Bao, Feng
6 Borisov, Denis Ivanovich
6 Buckdahn, Rainer
6 Fu, Xiaoyu
6 Horst, Ulrich
6 Lin, Yaning
6 Mena, Hermann
6 Pandolfi, Luciano
6 Pun, Chi Seng
6 Tang, Maoning
6 Tembine, Hamidou
6 Wei, Wenning
6 Xiao, Hua
6 Ye, Yuquan
6 Yin, George Gang
6 Zhang, Jifeng
6 Zhao, Qian
6 Zhou, Qing
5 Agusto, Folashade B.
5 Ankirchner, Stefan
...and 1,832 more Authors
all top 5

Cited in 304 Serials

116 SIAM Journal on Control and Optimization
79 Applied Mathematics and Optimization
75 Journal of Mathematical Analysis and Applications
73 Stochastic Processes and their Applications
69 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
59 Journal of Optimization Theory and Applications
52 Systems & Control Letters
48 Mathematical Control and Related Fields
47 Automatica
35 The Annals of Applied Probability
34 International Journal of Control
34 Stochastic Analysis and Applications
34 Journal of Systems Science and Complexity
32 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
25 Applied Mathematics and Computation
25 Journal of Differential Equations
23 Advances in Difference Equations
22 Insurance Mathematics & Economics
22 Statistics & Probability Letters
18 Mathematical Problems in Engineering
17 Journal of the Franklin Institute
14 The Annals of Probability
14 Discrete and Continuous Dynamical Systems
14 Stochastics and Dynamics
14 Stochastics
14 Dynamic Games and Applications
14 Probability, Uncertainty and Quantitative Risk
13 Journal of Computational and Applied Mathematics
13 International Journal of Theoretical and Applied Finance
13 Acta Mathematica Sinica. English Series
12 Chinese Annals of Mathematics. Series B
12 European Journal of Operational Research
12 Journal of Industrial and Management Optimization
12 Mathematics and Financial Economics
12 Science China. Mathematics
11 ZAMP. Zeitschrift für angewandte Mathematik und Physik
11 Probability Theory and Related Fields
11 Annals of Operations Research
11 Finance and Stochastics
10 Computers & Mathematics with Applications
10 Acta Mathematicae Applicatae Sinica. English Series
9 Journal de Mathématiques Pures et Appliquées. Neuvième Série
9 European Journal of Control
9 Abstract and Applied Analysis
9 Journal of Inequalities and Applications
9 Discrete and Continuous Dynamical Systems. Series B
9 Nonlinear Analysis. Hybrid Systems
8 Applicable Analysis
8 Random Operators and Stochastic Equations
8 Mathematical Methods of Operations Research
8 Quantitative Finance
8 Journal of Applied Mathematics and Computing
8 SIAM Journal on Financial Mathematics
7 Numerical Functional Analysis and Optimization
7 Journal of Economic Dynamics & Control
7 MCSS. Mathematics of Control, Signals, and Systems
7 Mathematical Finance
7 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 Mathematical Methods in the Applied Sciences
6 Mathematics of Operations Research
6 Optimization
6 Communications in Statistics. Theory and Methods
6 Applied Mathematics. Series B (English Edition)
6 Nonlinear Dynamics
6 Nonlinear Analysis. Real World Applications
6 Asia-Pacific Financial Markets
6 Asian Journal of Control
5 Advances in Applied Probability
5 Journal of Mathematical Physics
5 Journal of Functional Analysis
5 Optimal Control Applications & Methods
5 Mathematical and Computer Modelling
5 Journal of Scientific Computing
5 Journal of Global Optimization
5 Electronic Journal of Probability
5 The ANZIAM Journal
5 Scandinavian Actuarial Journal
5 Journal of Applied Mathematics
5 Evolution Equations and Control Theory
5 Nonlinear Analysis. Theory, Methods & Applications
5 International Journal of Systems Science. Principles and Applications of Systems and Integration
4 Physica A
4 Chaos, Solitons and Fractals
4 Journal of Mathematical Economics
4 SIAM Journal on Numerical Analysis
4 Journal of Applied Mathematics and Stochastic Analysis
4 Applications of Mathematics
4 Automation and Remote Control
4 Journal of Mathematical Sciences (New York)
4 NoDEA. Nonlinear Differential Equations and Applications
4 Positivity
4 Discrete Dynamics in Nature and Society
4 Journal of Dynamical and Control Systems
4 Journal of Evolution Equations
4 Boundary Value Problems
4 Proceedings of the Steklov Institute of Mathematics
4 Optimization Letters
4 Discrete and Continuous Dynamical Systems. Series S
4 International Journal of Stochastic Analysis
4 Afrika Matematika
...and 204 more Serials
all top 5

Cited in 41 Fields

937 Systems theory; control (93-XX)
880 Probability theory and stochastic processes (60-XX)
760 Calculus of variations and optimal control; optimization (49-XX)
577 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
456 Partial differential equations (35-XX)
138 Numerical analysis (65-XX)
104 Operations research, mathematical programming (90-XX)
103 Ordinary differential equations (34-XX)
61 Biology and other natural sciences (92-XX)
48 Mechanics of deformable solids (74-XX)
45 Integral equations (45-XX)
42 Operator theory (47-XX)
29 Statistics (62-XX)
28 Fluid mechanics (76-XX)
13 Mechanics of particles and systems (70-XX)
12 Dynamical systems and ergodic theory (37-XX)
10 Functional analysis (46-XX)
9 Real functions (26-XX)
9 Computer science (68-XX)
9 Quantum theory (81-XX)
8 Difference and functional equations (39-XX)
7 Statistical mechanics, structure of matter (82-XX)
6 Global analysis, analysis on manifolds (58-XX)
5 Linear and multilinear algebra; matrix theory (15-XX)
5 Approximations and expansions (41-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
4 Classical thermodynamics, heat transfer (80-XX)
3 Mathematical logic and foundations (03-XX)
2 General and overarching topics; collections (00-XX)
2 History and biography (01-XX)
2 Measure and integration (28-XX)
2 Integral transforms, operational calculus (44-XX)
2 Differential geometry (53-XX)
2 Geophysics (86-XX)
1 Combinatorics (05-XX)
1 Number theory (11-XX)
1 Topological groups, Lie groups (22-XX)
1 Potential theory (31-XX)
1 Special functions (33-XX)
1 General topology (54-XX)
1 Optics, electromagnetic theory (78-XX)

Citations by Year