Jiongmin Yong

According to our database, Jiongmin Yong authored at least 31 papers between 1993 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems.

Jingrui Sun, Jiongmin Yong

SIAM J. Control. Optim., February, 2024

2023

Spike Variations for Stochastic Volterra Integral Equations.

Tianxiao Wang, Jiongmin Yong

SIAM J. Control. Optim., December, 2023

A stochastic maximum principle approach for reinforcement learning with parameterized environment.

Richard Archibald, Feng Bao, Jiongmin Yong

J. Comput. Phys., September, 2023

Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations.

Hanxiao Wang, Jiongmin Yong, Chao Zhou

SIAM J. Control. Optim., August, 2023

Stochastic linear-quadratic optimal control problems - Recent developments.

Jingrui Sun, Jiongmin Yong

Annu. Rev. Control., January, 2023

Nonstandard Linear-Quadratic Decision Making.

Tamer Basar, Jun Moon, Jiongmin Yong, Huanshui Zhang

Proceedings of the 62nd IEEE Conference on Decision and Control, 2023

2021

Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights.

Hongwei Mei, Qingmeng Wei, Jiongmin Yong

SIAM J. Control. Optim., 2021

Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems.

Jianping Huang, Jiongmin Yong, Hua-Cheng Zhou

SIAM J. Control. Optim., 2021

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

Jianhui Huang, Bing-Chang Wang, Jiongmin Yong

SIAM J. Control. Optim., 2021

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

Jiongmin Yong, Jianfeng Zhang

Syst. Control. Lett., 2021

2020

Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle.

Ping Lin, Jiongmin Yong

SIAM J. Control. Optim., 2020

An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems.

Richard Archibald, Feng Bao, Jiongmin Yong, Tao Zhou

J. Sci. Comput., 2020

2018

Optimization Theory - A Concise Introduction

Jiongmin Yong

WorldScientific, ISBN: 9789813237667, 2018

2017

Time-Inconsistent Recursive Stochastic Optimal Control Problems.

Qingmeng Wei, Jiongmin Yong, Zhiyong Yu

SIAM J. Control. Optim., 2017

2016

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

Jingrui Sun, Xun Li, Jiongmin Yong

SIAM J. Control. Optim., 2016

Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling.

Suzanne M. Lenhart, Jie Xiong, Jiongmin Yong

SIAM J. Control. Optim., 2016

2014

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

Jingrui Sun, Jiongmin Yong

SIAM J. Control. Optim., 2014

2013

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

Jiongmin Yong

SIAM J. Control. Optim., 2013

2011

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

Hong Qiu, Jiongmin Yong

CoRR, 2011

Mean-Field Backward Stochastic Volterra Integral Equations

Yufeng Shi, Tianxiao Wang, Jiongmin Yong

CoRR, 2011

2010

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

Jiongmin Yong

SIAM J. Control. Optim., 2010

Four step scheme for general Markovian forward-backward SDES.

Jin Ma, Jiongmin Yong, Yanhong Zhao

J. Syst. Sci. Complex., 2010

Editorial.

Goong Chen, Peng-Fei Yao, Jiongmin Yong, Bingyu Zhang, Xu Zhang

J. Syst. Sci. Complex., 2010

2009

Optimality Conditions for Semilinear Elliptic Equations with Leading Term Containing Controls.

Hongwei Lou, Jiongmin Yong

SIAM J. Control. Optim., 2009

Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients.

Mou-Hsiung Chang, Tao Pang, Jiongmin Yong

SIAM J. Control. Optim., 2009

2007

Exact Controllability for Multidimensional Semilinear Hyperbolic Equations.

Xiaoyu Fu, Jiongmin Yong, Xu Zhang

SIAM J. Control. Optim., 2007

2002

A Leader-Follower Stochastic Linear Quadratic Differential Game.

Jiongmin Yong

SIAM J. Control. Optim., 2002

1998

Stochastic Controls and FBSDEs.

Jiongmin Yong

Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1996

How violent are fast controls?, II.

Thomas I. Seidman, Jiongmin Yong

Math. Control. Signals Syst., 1996

1995

Control under Lack of Information (A. N. Krasovskii and N. N. Krasovskii).

Jiongmin Yong

SIAM Rev., 1995

1993

Optimal control problems of quasilinear parabolic equations.

Eduardo Casas, Luis Alberto Fernandez, Jiongmin Yong

Proceedings of the System Modelling and Optimization: Proceedings of the 16th IFIP-TC7 Conference, 1993