Edit Profile (opens in new tab) Yong, Jiongmin Co-Author Distance Author ID: yong.jiongmin Published as: Yong, Jiongmin; Yong, J.; Yong, Jiong-min; Yong, Jiong Min more...less Further Spellings: 雍烱敏 Homepage: https://math.cos.ucf.edu/~jyong/ External Links: MGP · ResearchGate · dblp Documents Indexed: 205 Publications since 1984, including 8 Books and 4 Additional arXiv Preprints 4 Contributions as Editor Reviewing Activity: 25 Reviews Biographic References: 2 Publications Co-Authors: 84 Co-Authors with 139 Joint Publications 2,987 Co-Co-Authors all top 5 Co-Authors 69 single-authored 14 Sun, Jingrui 11 Lenhart, Suzanne M. 11 Ma, Jin 10 Wang, Hanxiao 7 Zhang, Xu 6 Chen, Shuping 6 Li, Xunjing 6 Wang, Tianxiao 5 Bao, Feng 5 Li, Xun 4 Archibald, Richard 4 Casas, Eduardo 4 Peng, Shige 4 Wei, Qingmeng 4 Xiong, Jie 4 Zhou, Xunyu 3 Anh, Vo V. 3 Hu, Ying 3 Huang, Jianhui 3 Lin, Wei 3 Liu, Zhuangyi 3 Lou, Hongwei 3 Mei, Hongwei 3 Pan, Liping 3 Protopopescu, Vladimir A. 3 Stojanović, Srđan Đ. 3 Yu, Zhiyong 3 Zhou, Chao 2 Feng, Xinwei 2 Fernández, Luis Alberto 2 Friedman, Avner 2 Fu, Xiaoyu 2 Huang, Chaocheng 2 Huang, Shaoyun 2 Lin, Ping 2 Liu, Hong 2 Lü, Qi 2 Mou, Libin 2 Seidman, Thomas I. 2 Shi, Yufeng 2 Tang, Shanjian 2 Torrejón, Ricardo M. 2 Wang, Yinping 2 Zheng, Songmu 2 Zhou, Yue 1 Adams, David Randolph 1 Arapostathis, Aristotle 1 Bielecki, Tomasz R. 1 Bradley, Mary Elizabeth 1 Cao, Yanzhao 1 Chang, Mouhsiung 1 Collins, Charles R. 1 Duffie, James Darrell 1 Fan, Shengjun 1 Grecksch, Wilfried 1 Han, Shuo 1 Hao, Jianghao 1 Hu, Bei 1 Huang, Jianping 1 Kern, Daniel L. 1 Lazrak, Ali 1 Li, Chang 1 Liu, Kangsheng 1 Miller, Rachael 1 Nanda, Seema 1 Pang, Tao 1 Pliska, Stanley R. 1 Protter, Philip Elliott 1 Qiu, Hong 1 Shi, Jingtao 1 Shih, Tien-Mo 1 Tang, Xiao 1 Trogdon, Steven A. 1 Wang, Bingchang 1 Wang, Yanqing 1 Wang, Yuanchang 1 Yan, Wei 1 Yang, Donghui 1 Yi, Fahuai 1 Yin, Gang George 1 Zhang, Pingjian 1 Zhang, Shuguang 1 Zhao, Yanhong 1 Zhou, Hua-Cheng all top 5 Serials 25 SIAM Journal on Control and Optimization 11 Journal of Mathematical Analysis and Applications 10 Applied Mathematics and Optimization 10 Mathematical Control and Related Fields 9 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 6 Chinese Annals of Mathematics. Series B 6 Probability Theory and Related Fields 6 Stochastic Processes and their Applications 4 Applicable Analysis 4 International Journal of Control 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 2 Probability, Uncertainty and Quantitative Risk 1 Bulletin of the Australian Mathematical Society 1 Journal of the Australian Mathematical Society, Series B 1 Journal of Computational Physics 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 Finance and Stochastics 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 Communications in Computational Physics 1 Scientia Sinica. Mathematica 1 Numerical Algebra, Control and Optimization 1 East Asian Journal on Applied Mathematics 1 Applications of Mathematics all top 5 Fields 113 Calculus of variations and optimal control; optimization (49-XX) 111 Systems theory; control (93-XX) 74 Probability theory and stochastic processes (60-XX) 56 Partial differential equations (35-XX) 50 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Integral equations (45-XX) 11 Ordinary differential equations (34-XX) 7 Biology and other natural sciences (92-XX) 5 General and overarching topics; collections (00-XX) 5 Operator theory (47-XX) 5 Numerical analysis (65-XX) 5 Operations research, mathematical programming (90-XX) 3 Mechanics of deformable solids (74-XX) 2 Real functions (26-XX) 2 Functional analysis (46-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 History and biography (01-XX) 1 Measure and integration (28-XX) 1 Potential theory (31-XX) 1 Statistics (62-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 158 Publications have been cited 4,056 times in 2,270 Documents Cited by ▼ Year ▼ Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002 Yong, Jiongmin; Zhou, Xun Yu 920 1999 Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056 Ma, Jin; Protter, Philip; Yong, Jiongmin 325 1994 Forward-backward stochastic differential equations and their applications. Zbl 0927.60004 Ma, Jin; Yong, Jiongmin 295 1999 Linear-quadratic optimal control problems for mean-field stochastic differential equations. Zbl 1275.49060 Yong, Jiongmin 129 2013 Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053 Yong, Jiongmin 97 1997 Time-inconsistent optimal control problems and the equilibrium HJB equation. Zbl 1251.93144 Yong, Jiongmin 84 2012 Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033 Sun, Jingrui; Li, Xun; Yong, Jiongmin 76 2016 A leader-follower stochastic linear quadratic differential game. Zbl 1039.93070 Yong, Jiongmin 67 2002 Optimality variational principle for controlled forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1202.93180 Yong, Jiongmin 65 2010 Backward stochastic Volterra integral equations and some related problems. Zbl 1093.60042 Yong, Jiongmin 59 2006 Linear-quadratic optimal control problems for mean-field stochastic differential equations – time-consistent solutions. Zbl 1361.93070 Yong, Jiongmin 57 2017 On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046 Hu, Ying; Ma, Jin; Yong, Jiongmin 54 2002 Exact controllability for multidimensional semilinear hyperbolic equations. Zbl 1143.93005 Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu 52 2007 Well-posedness and regularity of backward stochastic Volterra integral equations. Zbl 1148.60039 Yong, Jiongmin 50 2008 Linear quadratic stochastic differential games: open-loop and closed-loop saddle points. Zbl 1307.93466 Sun, Jingrui; Yong, Jiongmin 47 2015 Necessary conditions for optimal control of distributed parameter systems. Zbl 0733.49025 Li, Xunjing; Yong, Jiongmin 46 1991 A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon. Zbl 1326.49051 Huang, Jianhui; Li, Xun; Yong, Jiongmin 46 2015 Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach. Zbl 0795.93103 Tang, Shanjian; Yong, Jiongmin 45 1993 Forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1185.60067 Yong, Jiongmin 43 2010 Adapted solution of a degenerate backward SPDE, with applications. Zbl 0911.60048 Ma, Jin; Yong, Jiongmin 42 1997 On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053 Ma, Jin; Yong, Jiongmin 39 1999 Time-inconsistent recursive stochastic optimal control problems. Zbl 1386.93314 Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong 38 2017 Stochastic linear quadratic optimal control problems. Zbl 0969.93044 Chen, S.; Yong, J. 37 2001 Linear forward-backward stochastic differential equations. Zbl 0920.60045 Yong, Jiongmin 35 1999 Option pricing with an illiquid underlying asset market. Zbl 1198.91210 Liu, Hong; Yong, Jiongmin 32 2005 Continuous-time dynamic risk measures by backward stochastic Volterra integral equations. Zbl 1134.91486 Yong, Jiongmin 31 2007 Controllability and observability of a heat equation with hyperbolic memory kernel. Zbl 1187.35265 Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu 31 2009 A deterministic linear quadratic time-inconsistent optimal control problem. Zbl 1222.49043 Yong, Jiongmin 29 2011 Optimal control of the obstacle for an elliptic variational inequality. Zbl 0914.49005 Adams, D. R.; Lenhart, S. M.; Yong, J. 28 1998 Regularity analysis for an abstract system of coupled hyperbolic and parabolic equations. Zbl 1326.35059 Hao, Jianghao; Liu, Zhuangyi; Yong, Jiongmin 26 2015 Systems governed by ordinary differential equations with continuous, switching and impulse controls. Zbl 0691.49031 Yong, Jiongmin 25 1989 Linear forward-backward stochastic differential equations with random coefficients. Zbl 1120.60058 Yong, Jiongmin 25 2006 Comparison theorems for some backward stochastic Volterra integral equations. Zbl 1310.60102 Wang, Tianxiao; Yong, Jiongmin 25 2015 Pontryagin maximum principle for semilinear and quasilinear parabolic equations with pointwise state constraints. Zbl 0840.49012 Hu, Bei; Yong, Jiongmin 23 1995 On a quasilinear wave equation with memory. Zbl 0738.35096 Torrejón, Ricardo; Yong, Jiongmin 23 1991 Mean-field backward stochastic Volterra integral equations. Zbl 1277.60111 Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin 23 2013 Bilinear optimal control of the velocity term in a Kirchhoff plate equation. Zbl 0936.49003 Bradley, Mary Elizabeth; Lenhart, Suzanne; Yong, Jiongmin 22 1999 Optimal control theory for infinite dimensional systems. Zbl 0817.49001 Li, Xunjing; Yong, Jiongmin 22 1994 Zero-sum differential games involving impulse controls. Zbl 0808.90142 Yong, Jiongmin 22 1994 Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations. Zbl 0832.60067 Ma, Jin; Yong, Jiongmin 21 1995 Black’s consol rate conjecture. Zbl 0830.60052 Duffie, Darrell; Ma, Jin; Yong, Jiongmin 21 1995 Stochastic verification theorems within the framework of viscosity solutions. Zbl 0880.93059 Zhou, Xun Yu; Yong, Jiongmin; Li, Xunjing 21 1997 A variational formula for stochastic controls and some applications. Zbl 1142.49013 Mou, Libin; Yong, Jiongmin 21 2007 Optimal control problems of forward-backward stochastic Volterra integral equations. Zbl 1337.49044 Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin 21 2015 Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method. Zbl 1152.91305 Mou, Libin; Yong, Jiongmin 20 2006 Qualitative properties of certain \(C_0\) semigroups arising in elastic systems with various dampings. Zbl 0962.47020 Liu, Zhuangyi; Yong, Jiongmin 20 1998 Feedback stabilization and optimal control for the Cahn-Hilliard equation. Zbl 0765.93067 Yong, Jiongmin; Zheng, Songmu 20 1991 How violent are fast controls? II. Zbl 0906.93007 Seidman, Thomas I.; Yong, Jiongmin 20 1996 Effective permeability of the boundary of a domain. Zbl 0814.35016 Friedman, Avner; Huang, Chaocheng; Yong, Jiongmin 19 1995 Backward stochastic Volterra integral equations – representation of adapted solutions. Zbl 1427.60140 Wang, Tianxiao; Yong, Jiongmin 18 2019 Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations. Zbl 1467.93339 Wang, Hanxiao; Yong, Jiongmin 18 2021 Pontryagin maximum principle for semilinear second order elliptic partial differential equations and variational inequalities with state constraints. Zbl 0784.35037 Yong, Jiongmin 17 1992 Differential games. A concise introduction. Zbl 1319.91005 Yong, Jiongmin 17 2015 Representation of Itô integrals by Lebesgue/Bochner integrals. Zbl 1323.60076 Lü, Qi; Yong, Jiongmin; Zhang, Xu 17 2012 Exact controllability of linear stochastic differential equations and related problems. Zbl 1360.93109 Wang, Yanqing; Yang, Donghui; Yong, Jiongmin; Yu, Zhiyong 16 2017 Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050 Li, Xun; Sun, Jingrui; Yong, Jiongmin 16 2016 Deterministic time-inconsistent optimal control problems – an essentially cooperative approach. Zbl 1355.49022 Yong, Jiong-min 15 2012 Time-inconsistent optimal control problems and related issues. Zbl 1432.49039 Yan, Wei; Yong, Jiongmin 15 2019 Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005 Sun, Jingrui; Yong, Jiongmin 15 2020 Controlled singular Volterra integral equations and Pontryagin maximum principle. Zbl 1444.45003 Lin, Ping; Yong, Jiongmin 14 2020 Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046 Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin 13 2011 Heat equation with memory in anisotropic and non-homogeneous media. Zbl 1209.35057 Yong, Jiongmin; Zhang, Xu 13 2011 Equilibrium strategies for time-inconsistent stochastic switching systems. Zbl 1441.93346 Mei, Hongwei; Yong, Jiongmin 13 2019 Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028 Sun, Jingrui; Yong, Jiongmin 13 2018 Optimal control of quasilinear parabolic equations. Zbl 0833.49002 Casas, Eduardo; Fernández, Luis A.; Yong, Jiongmin 12 1995 Maximum principle for state-constrained optimal control problems governed by quasilinear elliptic equations. Zbl 0817.49025 Casas, Eduardo; Yong, Jiongmin 12 1995 Optimal control applied to native-invasive population dynamics. Zbl 1284.92114 Kern, Daniel L.; Lenhart, Suzanne; Miller, Rachael; Yong, Jiongmin 12 2007 Quasi-linear parabolic partial differential equations with delays in the highest order spatial derivatives. Zbl 0804.35139 Yong, Jiongmin; Pan, Liping 11 1993 Optimal control for degenerate parabolic equations with logistic growth. Zbl 0851.49002 Lenhart, Suzanne M.; Yong, Jiongmin 11 1995 Forward-backward stochastic differential equations with nonsmooth coefficients. Zbl 1045.60058 Hu, Ying; Yong, Jiongmin 11 2000 Necessary conditions of optimal impulse controls for distributed parameter systems. Zbl 0756.49013 Yong, Jiongmin; Zhang, Pingjian 11 1992 Time-inconsistent optimal control problems. Zbl 1373.93389 Yong, Jiongmin 11 2014 Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122 Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang 11 2016 Optimal stopping problem for stochastic differential equations with random coefficients. Zbl 1194.49035 Chang, Mou-Hsiung; Pang, Tao; Yong, Jiongmin 10 2009 Modeling and analysis of a laminated beam. Zbl 1043.74513 Liu, Z.; Trogdon, S. A.; Yong, Jiongmin 10 1999 Existence theory of optimal controls for distributed parameter systems. Zbl 0770.49005 Yong, Jiongmin 10 1992 A linear quadratic optimal control problem for stochastic Volterra integral equations. Zbl 1208.60054 Chen, Shuping; Yong, Jiongmin 10 2007 Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations. Zbl 1470.60144 Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin 10 2021 Optimal switching for systems governed by nonlinear evolution equations. Zbl 0641.49019 Stojanovic, Srdjan; Yong, Jiongmin 9 1987 Optimal switching for partial differential equations. II. Zbl 0677.49004 Stojanovic, Srdjan; Yong, Jiongmin 9 1989 Exact controllability of the heat equation with hyperbolic memory kernel. Zbl 1085.35038 Yong, Jiongmin; Zhang, Xu 9 2005 A differential game with multi-level of hierarchy. Zbl 0765.90103 Pan, Liping; Yong, Jiongmin 9 1991 Backward stochastic Volterra integral equations – a brief survey. Zbl 1299.60080 Yong, Jiongmin 9 2013 A zero-sum differential game in a finite duration with switching strategies. Zbl 0718.90107 Yong, Jiongmin 8 1990 Optimality conditions for semilinear elliptic equations with leading term containing controls. Zbl 1203.49028 Lou, Hongwei; Yong, Jiongmin 8 2009 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 8 2021 Stochastic linear-quadratic optimal control theory: differential games and mean-field problems. Zbl 1455.93004 Sun, Jingrui; Yong, Jiongmin 8 2020 Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025 Sun, Jingrui; Yong, Jiongmin 8 2019 Optimal switching for partial differential equations. I. Zbl 0677.49003 Stojanovic, Srdjan; Yong, Jiongmin 7 1989 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 Approximate solvability of forward-backward stochastic differential equations. Zbl 0996.60075 Ma, J.; Yong, J. 7 2002 Optimal control of a bioreactor with modal switching. Zbl 1013.92049 Lenhart, Suzanne M.; Seidman, Thomas I.; Yong, Jiongmin 7 2001 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 7 2005 Differential games with switching strategies. Zbl 0693.90107 Yong, Jiongmin 7 1990 Time optimal controls for semilinear distributed parameter systems. Existence theory and necessary conditions. Zbl 0764.49014 Yong, Jiongmin 7 1991 Backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1128.60052 Anh, Vo; Yong, Jiongmin 7 2006 Four step scheme for general Markovian forward-backward SDEs. Zbl 1217.60056 Ma, Jin; Yong, Jiongmin; Zhao, Yanhong 7 2010 Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions. Zbl 1441.93350 Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong 7 2019 Social optima in mean field linear-quadratic-Gaussian control with volatility uncertainty. Zbl 1459.91013 Huang, Jianhui; Wang, Bing-Chang; Yong, Jiongmin 7 2021 Optimal control of a parabolic equation with memory. Zbl 1512.49002 Casas, Eduardo; Yong, Jiongmin 3 2023 Causal state feedback representation for linear quadratic optimal control problems of singular Volterra integral equations. Zbl 1525.45001 Han, Shuo; Lin, Ping; Yong, Jiongmin 1 2023 Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations. Zbl 1494.35071 Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng 6 2022 Stochastic optimal control – a concise introduction. Zbl 1508.93334 Yong, Jiongmin 3 2022 Turnpike properties for stochastic linear-quadratic optimal control problems. Zbl 1503.49030 Sun, Jingrui; Wang, Hanxiao; Yong, Jiongmin 2 2022 Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations. Zbl 1467.93339 Wang, Hanxiao; Yong, Jiongmin 18 2021 Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations. Zbl 1470.60144 Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin 10 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 8 2021 Social optima in mean field linear-quadratic-Gaussian control with volatility uncertainty. Zbl 1459.91013 Huang, Jianhui; Wang, Bing-Chang; Yong, Jiongmin 7 2021 Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights. Zbl 1458.93267 Mei, Hongwei; Wei, Qingmeng; Yong, Jiongmin 3 2021 Infinite horizon linear quadratic overtaking optimal control problems. Zbl 1461.49044 Huang, Jianping; Yong, Jiongmin; Zhou, Hua-Cheng 2 2021 Data informed solution estimation for forward-backward stochastic differential equations. Zbl 1475.60100 Bao, Feng; Cao, Yanzhao; Yong, Jiongmin 2 2021 Optimization of the principal eigenvalue for elliptic operators. Zbl 1473.35167 Lou, Hongwei; Yong, Jiongmin 2 2021 Non-equivalence of stochastic optimal control problems with open and closed loop controls. Zbl 1475.93118 Yong, Jiongmin; Zhang, Jianfeng 1 2021 Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005 Sun, Jingrui; Yong, Jiongmin 15 2020 Controlled singular Volterra integral equations and Pontryagin maximum principle. Zbl 1444.45003 Lin, Ping; Yong, Jiongmin 14 2020 Stochastic linear-quadratic optimal control theory: differential games and mean-field problems. Zbl 1455.93004 Sun, Jingrui; Yong, Jiongmin 8 2020 An efficient numerical algorithm for solving data driven feedback control problems. Zbl 1469.93112 Archibald, Richard; Bao, Feng; Yong, Jiongmin; Zhou, Tao 6 2020 Controlled stochastic partial differential equations for rabbits on a grassland. Zbl 1434.60160 Lenhart, Suzanne; Tang, Xiao; Xiong, Jie; Yong, Jiong-min 3 2020 \(L^p\)-theory of forward-backward stochastic differential equations. Zbl 1460.60059 Yong, Jiongmin 2 2020 A stochastic gradient descent approach for stochastic optimal control. Zbl 07340269 Archibald, Richard; Bao, Feng; Yong, Jiongmin 1 2020 Backward stochastic Volterra integral equations – representation of adapted solutions. Zbl 1427.60140 Wang, Tianxiao; Yong, Jiongmin 18 2019 Time-inconsistent optimal control problems and related issues. Zbl 1432.49039 Yan, Wei; Yong, Jiongmin 15 2019 Equilibrium strategies for time-inconsistent stochastic switching systems. Zbl 1441.93346 Mei, Hongwei; Yong, Jiongmin 13 2019 Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025 Sun, Jingrui; Yong, Jiongmin 8 2019 Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions. Zbl 1441.93350 Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong 7 2019 Weak closed-loop solvability of stochastic linear-quadratic optimal control problems. Zbl 1410.93149 Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin 5 2019 Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028 Sun, Jingrui; Yong, Jiongmin 13 2018 Second-order necessary conditions for optimal control of semilinear elliptic equations with leading term containing controls. Zbl 1407.49028 Lou, Hongwei; Yong, Jiongmin 5 2018 Erratum to: “Representation of Itô integrals by Lebesgue/Bochner integrals”. Zbl 1410.60052 Lü, Qi; Yong, Jiongmin; Zhang, Xu 2 2018 Optimization theory. A concise introduction. Zbl 1398.90002 Yong, Jiongmin 1 2018 Linear-quadratic optimal control problems for mean-field stochastic differential equations – time-consistent solutions. Zbl 1361.93070 Yong, Jiongmin 57 2017 Time-inconsistent recursive stochastic optimal control problems. Zbl 1386.93314 Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong 38 2017 Exact controllability of linear stochastic differential equations and related problems. Zbl 1360.93109 Wang, Yanqing; Yang, Donghui; Yong, Jiongmin; Yu, Zhiyong 16 2017 Representation of adapted solutions to backward stochastic Volterra integral equations. Zbl 1499.60239 Yong, Jiongmin 2 2017 Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033 Sun, Jingrui; Li, Xun; Yong, Jiongmin 76 2016 Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050 Li, Xun; Sun, Jingrui; Yong, Jiongmin 16 2016 Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122 Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang 11 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 47 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 46 2015 Regularity analysis for an abstract system of coupled hyperbolic and parabolic equations. Zbl 1326.35059 Hao, Jianghao; Liu, Zhuangyi; Yong, Jiongmin 26 2015 Comparison theorems for some backward stochastic Volterra integral equations. Zbl 1310.60102 Wang, Tianxiao; Yong, Jiongmin 25 2015 Optimal control problems of forward-backward stochastic Volterra integral equations. Zbl 1337.49044 Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin 21 2015 Differential games. A concise introduction. Zbl 1319.91005 Yong, Jiongmin 17 2015 Time-inconsistent optimal control problems. Zbl 1373.93389 Yong, Jiongmin 11 2014 A deterministic affine-quadratic optimal control problem. Zbl 1293.49004 Wang, Yuanchang; Yong, Jiongmin 3 2014 A mixed linear quadratic optimal control problem with a controlled time horizon. Zbl 1297.49058 Huang, Jianhui; Li, Xun; Yong, Jiongmin 2 2014 Linear-quadratic optimal control problems for mean-field stochastic differential equations. Zbl 1275.49060 Yong, Jiongmin 129 2013 Mean-field backward stochastic Volterra integral equations. Zbl 1277.60111 Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin 23 2013 Backward stochastic Volterra integral equations – a brief survey. Zbl 1299.60080 Yong, Jiongmin 9 2013 Time-inconsistent optimal control problems and the equilibrium HJB equation. Zbl 1251.93144 Yong, Jiongmin 84 2012 Representation of Itô integrals by Lebesgue/Bochner integrals. Zbl 1323.60076 Lü, Qi; Yong, Jiongmin; Zhang, Xu 17 2012 Deterministic time-inconsistent optimal control problems – an essentially cooperative approach. Zbl 1355.49022 Yong, Jiong-min 15 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 29 2011 Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046 Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin 13 2011 Heat equation with memory in anisotropic and non-homogeneous media. Zbl 1209.35057 Yong, Jiongmin; Zhang, Xu 13 2011 Optimality variational principle for controlled forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1202.93180 Yong, Jiongmin 65 2010 Forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1185.60067 Yong, Jiongmin 43 2010 Four step scheme for general Markovian forward-backward SDEs. Zbl 1217.60056 Ma, Jin; Yong, Jiongmin; Zhao, Yanhong 7 2010 Controllability and observability of a heat equation with hyperbolic memory kernel. Zbl 1187.35265 Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu 31 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 8 2009 Well-posedness and regularity of backward stochastic Volterra integral equations. Zbl 1148.60039 Yong, Jiongmin 50 2008 A stochastic linear quadratic optimal control problem with generalized expectation. Zbl 1151.93035 Yong, Jiongmin 6 2008 Exact controllability for multidimensional semilinear hyperbolic equations. Zbl 1143.93005 Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu 52 2007 Continuous-time dynamic risk measures by backward stochastic Volterra integral equations. Zbl 1134.91486 Yong, Jiongmin 31 2007 A variational formula for stochastic controls and some applications. Zbl 1142.49013 Mou, Libin; Yong, Jiongmin 21 2007 Optimal control applied to native-invasive population dynamics. Zbl 1284.92114 Kern, Daniel L.; Lenhart, Suzanne; Miller, Rachael; Yong, Jiongmin 12 2007 A linear quadratic optimal control problem for stochastic Volterra integral equations. Zbl 1208.60054 Chen, Shuping; Yong, Jiongmin 10 2007 Backward stochastic Volterra integral equations and some related problems. Zbl 1093.60042 Yong, Jiongmin 59 2006 Linear forward-backward stochastic differential equations with random coefficients. Zbl 1120.60058 Yong, Jiongmin 25 2006 Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method. Zbl 1152.91305 Mou, Libin; Yong, Jiongmin 20 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 32 2005 Exact controllability of the heat equation with hyperbolic memory kernel. Zbl 1085.35038 Yong, Jiongmin; Zhang, Xu 9 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 7 2005 Heat equations with memory. Zbl 1153.35309 Yong, J.; Zhang, X. 6 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 67 2002 On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046 Hu, Ying; Ma, Jin; Yong, Jiongmin 54 2002 Approximate solvability of forward-backward stochastic differential equations. Zbl 0996.60075 Ma, J.; Yong, J. 7 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. 37 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 5 2001 Forward-backward stochastic differential equations with nonsmooth coefficients. Zbl 1045.60058 Hu, Ying; Yong, Jiongmin 11 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 920 1999 Forward-backward stochastic differential equations and their applications. Zbl 0927.60004 Ma, Jin; Yong, Jiongmin 295 1999 On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053 Ma, Jin; Yong, Jiongmin 39 1999 Linear forward-backward stochastic differential equations. Zbl 0920.60045 Yong, Jiongmin 35 1999 Bilinear optimal control of the velocity term in a Kirchhoff plate equation. Zbl 0936.49003 Bradley, Mary Elizabeth; Lenhart, Suzanne; Yong, Jiongmin 22 1999 Modeling and analysis of a laminated beam. Zbl 1043.74513 Liu, Z.; Trogdon, S. A.; Yong, Jiongmin 10 1999 European-type contingent claims in an incomplete market with constrained wealth and portfolio. Zbl 1014.91044 Yong, Jiongmin 7 1999 ...and 58 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,368 Authors 89 Yong, Jiongmin 69 Wu, Zhen 32 Li, Xun 31 Huang, Jianhui 31 Ji, Shaolin 29 Xiong, Jie 27 Yu, Zhiyong 26 Wang, Tianxiao 23 Hu, Ying 23 Ma, Jin 23 Tang, Shanjian 22 Shi, Jingtao 22 Zhang, Huanshui 22 Zhang, Xu 21 Sun, Jingrui 21 Zhao, Weidong 20 Meng, Qingxin 19 Wang, Guangchen 18 Qiu, Jinniao 18 Zhang, Jianfeng 18 Zhou, Xunyu 17 Lü, Qi 17 Wang, Gengsheng 16 Wei, Jiaqin 15 Delarue, François 15 Gao, Hang 15 Peng, Shige 15 Pham, Huyên 15 Shi, Yufeng 14 Shen, Yang 13 Gozzi, Fausto 13 Wang, Hanxiao 12 Nie, Tianyang 12 Øksendal, Bernt Karsten 12 Tcheugoué Tébou, Louis Roder 12 Wang, Lijuan 12 Wei, Qingmeng 12 Wen, Jiaqiang 12 Zhang, Liangquan 12 Zhang, Weihai 11 Chen, Qihong 11 Dokuchaev, Nikolai G. 11 Hu, Mingshang 11 Liu, Zhuangyi 11 Moon, Jun-Hee 11 Xu, Juanjuan 11 Zhang, Haisen 10 Agram, Nacira 10 Bao, Feng 10 Lenhart, Suzanne M. 10 Liu, Bin 10 Ni, Yuanhua 10 Wang, Bingchang 10 Zhou, Xiuxiang 10 Zhu, Weiqiu 10 Zuazua, Enrique 9 Bensoussan, Alain 9 Carmona, René A. 9 Djehiche, Boualem 9 Federico, Salvatore 9 Feng, Enmin 9 Fujii, Masaaki 9 Gashi, Bujar 9 Goreac, Dan 9 Hafayed, Mokhtar 9 Hamadene, Saïd 9 Jin, Zhuo 9 Lv, Siyu 9 Mezerdi, Brahim 9 Pun, Chi Seng 9 Wang, Yanqing 9 Wong, Hoi Ying 9 Xu, Zuoquan 9 Yang, Shuzhen 9 Yin, George Gang 9 Zerrik, El Hassan 9 Zhang, Jifeng 8 Borisov, Denis Ivanovich 8 Du, Kai 8 Feng, Xinwei 8 Fuhrman, Marco 8 Lou, Hongwei 8 Mahmudov, Nazim Idrisoglu 8 Menoukeu Pamen, Olivier 8 Takahashi, Akihiko 8 Tang, Maoning 8 Wang, Shujun 7 Abbas, Syed 7 Al-Hussein, Abdulrahman 7 Bayraktar, Erhan 7 Bender, Christian 7 Bouchard, Bruno 7 El Asri, Brahim 7 Frankowska, Hélène 7 Fu, Xiaoyu 7 Huang, Nan-Jing 7 Lin, Yaning 7 Mena, Hermann 7 Pandolfi, Luciano 7 Silva, Francisco J. ...and 2,268 more Authors all top 5 Cited in 346 Serials 141 SIAM Journal on Control and Optimization 103 Applied Mathematics and Optimization 89 Journal of Mathematical Analysis and Applications 86 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 80 Stochastic Processes and their Applications 67 Journal of Optimization Theory and Applications 62 Systems & Control Letters 61 Automatica 60 Mathematical Control and Related Fields 44 International Journal of Control 44 The Annals of Applied Probability 35 Stochastic Analysis and Applications 35 Journal of Systems Science and Complexity 32 Nonlinear Analysis. 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