Yong, Jiongmin
- A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon
2012/08/27 by Jianhui Huang, Xun Li, Huang, Jianhui +3 · 5 citations
Economics, Econometrics and Finance · Mathematics · Decision Sciences · #Stochastic processes and financial applications #Gas Dynamics and Kinetic Theory #Risk and Portfolio Optimization
- Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
2015/08/10 by Jingrui Sun, Xun Li, Sun, Jingrui +3 · 6 citations
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #49N10 #49N35 #93E20 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon
2016/10/17 by Sun, Jingrui, Yong, Jiongmin · 4 citations
#49N10 #49N35 #93D15 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems
2022/02/25 by Jingrui Sun, Hanxiao Wang, Sun, Jingrui +3 · 6 citations
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Mean-Field Backward Stochastic Volterra Integral Equations
2011/04/25 by Yufeng Shi, Tianxiao Wang, Shi, Yufeng +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Differential Equations and Numerical Methods #Numerical methods in inverse problems
- A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations
2011/10/07 by Yong, Jiongmin · 3 citations
#49N10 #49N35 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points
2014/01/19 by Sun, Jingrui, Yong, Jiongmin · 3 citations
#49N70 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients: Closed-Loop Representation of Open-Loop Optimal Controls
2018/09/01 by Jingrui Sun, Sun, Jingrui, Jie Xiong +3 · 3 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #49K45 #49N10 #49N35 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Stochastic processes and financial applications
- An efficient numerical algorithm for solving data driven feedback control problems
2020/06/04 by Archibald, Richard, Bao, Feng, Yong, Jiongmin +1 · 3 citations
#FOS: Mathematics #Optimization and Control (math.OC)
- Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation
2012/04/03 by Yong, Jiongmin · 3 citations
#35Q93 #49L20 #49N10 #49N70 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
2019/12/13 by Jianhui Huang, Bing‐Chang Wang, Huang, Jianhui +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations
2018/10/24 by Hanxiao Wang, Jingrui Sun, Wang, Hanxiao +3 · 2 citations
Economics, Econometrics and Finance · Decision Sciences · Social Sciences · #Stochastic processes and financial applications #Risk and Portfolio Optimization #Insurance, Mortality, Demography, Risk Management
- Path Dependent Feynman-Kac Formula for Forward Backward Stochastic Volterra Integral Equations
2020/04/13 by Hanxiao Wang, Jiongmin Yong, Wang, Hanxiao +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Stochastic processes and financial applications #Fractional Differential Equations Solutions #Advanced Thermodynamics and Statistical Mechanics
- Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
2022/09/23 by Sun, Jingrui, Yong, Jiongmin · 3 citations
#49N10 #49N80 #93E15 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations --- Time-Consistent Solutions
2013/04/15 by Yong, Jiongmin · 2 citations
#49N10 #49N70 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Linear Quadratic Stochastic Two-Person Zero-Sum Differential Games in an Infinite Horizon
2014/04/29 by Sun, Jingrui, Yong, Jiongmin, Zhang, Shuguang · 1 citation
#49N10 #49N70 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Mean-Field Linear-Quadratic Stochastic Differential Games in an Infinite Horizon
2020/07/12 by Xun Li, Li, Xun, Jingtao Shi +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Economic theories and models #Mathematical Biology Tumor Growth
- Linear Quadratic Stochastic Two-Person Nonzero-Sum Differential Games: Open-Loop and Closed-Loop Nash Equilibria
2016/07/15 by Sun, Jingrui, Yong, Jiongmin · 1 citation
#49N10 #49N70 #91A23 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle
2017/12/16 by Lin, Ping, Yong, Jiongmin · 1 citation
#45D05 #45G05 34A08 #49K15 #49K21 #FOS: Mathematics #Optimization and Control (math.OC)
- Long-Time Behavior of Zero-Sum Linear-Quadratic Stochastic Differential Games
2024/06/04 by Sun, Jingrui, Yong, Jiongmin · 2 citations
#49N10 #49N70 #91A05 #91A15 #FOS: Mathematics #Optimization and Control (math.OC)
- Regularity Analysis for an Abstract System of Coupled Hyperbolic and Parabolic Equations
2014/04/24 by Hao, Jianghao, Liu, Zhuangyi, Yong, Jiongmin · 1 citation
#35B65 #35K90 #35L90 #47A10 #47D06 #93D20 #Analysis of PDEs (math.AP) #FOS: Mathematics
- Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations
2022/04/19 by Hanxiao Wang, Jiongmin Yong, Wang, Hanxiao +3 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications
- Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators
2022/06/25 by Hanxiao Wang, Jiongmin Yong, Wang, Hanxiao +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Differential Equations and Numerical Methods #FOS: Mathematics #Numerical methods in inverse problems #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations
2022/11/08 by Shengjun Fan, Fan, Shengjun, Tianxiao Wang +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #45D05 #60H20 #Differential Equations and Numerical Methods #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications
- Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
2024/09/18 by Jian, Jiamin, Jin, Sixian, Song, Qingshuo +1 · 2 citations
#49N10 #93E15 #FOS: Mathematics #Optimization and Control (math.OC)
- Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients
2023/08/01 by Mei, Hongwei, Wei, Qingmeng, Yong, Jiongmin · 2 citations
#49N10 #60F17 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights
2020/04/23 by Mei, Hongwei, Wei, Qingmeng, Yong, Jiongmin · 1 citation
#49N10 #60F17 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Second-Order Necessary Conditions for Optimal Control of Semilinear Elliptic Equations with Leading Term Containing Controls
2017/03/25 by Hongwei Lou, Lou, Hongwei, Jiongmin Yong +1 · 1 citation
Computer Science · Engineering · Mathematics · #35J61 #35Q93 #49K20 #Advanced Mathematical Modeling in Engineering #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #Nonlinear Partial Differential Equations #Optimization and Control (math.OC)