Yong, Jiongmin Stochastic optimal control – a concise introduction. (English) Zbl 1508.93334 Math. Control Relat. Fields 12, No. 4, 1039-1136 (2022). MSC: 93E20 49L20 49L25 49N10 35D40 60H30 PDFBibTeX XMLCite \textit{J. Yong}, Math. Control Relat. Fields 12, No. 4, 1039--1136 (2022; Zbl 1508.93334) Full Text: DOI
Zhou, Yue; Feng, Xinwei; Yong, Jiongmin Continuity of the value function for deterministic optimal impulse control with terminal state constraint. (English) Zbl 1492.49034 ESAIM, Control Optim. Calc. Var. 27, Paper No. 104, 36 p. (2021). MSC: 49N25 49L20 49L25 90C39 35D40 PDFBibTeX XMLCite \textit{Y. Zhou} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. 104, 36 p. (2021; Zbl 1492.49034) Full Text: DOI arXiv
Li, Chang; Yong, Jiongmin A finite horizon optimal stochastic impulse control problem with a decision lag. (English) Zbl 1458.93266 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 28, No. 2, 89-123 (2021). MSC: 93E20 93C27 90C39 49L25 49N25 PDFBibTeX XMLCite \textit{C. Li} and \textit{J. Yong}, Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 28, No. 2, 89--123 (2021; Zbl 1458.93266) Full Text: arXiv Link
Mei, Hongwei; Yong, Jiongmin Equilibrium strategies for time-inconsistent stochastic switching systems. (English) Zbl 1441.93346 ESAIM, Control Optim. Calc. Var. 25, Paper No. 64, 60 p. (2019). MSC: 93E20 93C30 93C15 60H10 PDFBibTeX XMLCite \textit{H. Mei} and \textit{J. Yong}, ESAIM, Control Optim. Calc. Var. 25, Paper No. 64, 60 p. (2019; Zbl 1441.93346) Full Text: DOI arXiv
Wang, Yuanchang; Yong, Jiongmin A deterministic affine-quadratic optimal control problem. (English) Zbl 1293.49004 ESAIM, Control Optim. Calc. Var. 20, No. 3, 633-661 (2014). MSC: 49J15 49K15 49L20 49N10 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{J. Yong}, ESAIM, Control Optim. Calc. Var. 20, No. 3, 633--661 (2014; Zbl 1293.49004) Full Text: DOI arXiv
Qiu, Hong; Yong, Jiongmin Hamilton-Jacobi equations and two-person zero-sum differential games with unbounded controls. (English) Zbl 1263.49024 ESAIM, Control Optim. Calc. Var. 19, No. 2, 404-437 (2013). MSC: 49L25 49N70 91A23 PDFBibTeX XMLCite \textit{H. Qiu} and \textit{J. Yong}, ESAIM, Control Optim. Calc. Var. 19, No. 2, 404--437 (2013; Zbl 1263.49024) Full Text: DOI arXiv
Ma, Jin; Yong, Jiongmin Dynamic programming for multidimensional stochastic control problems. (English) Zbl 0951.93072 Acta Math. Sin., Engl. Ser. 15, No. 4, 485-506 (1999). Reviewer: Michael Kohlmann (Konstanz) MSC: 93E20 49L20 49L25 PDFBibTeX XMLCite \textit{J. Ma} and \textit{J. Yong}, Acta Math. Sin., Engl. Ser. 15, No. 4, 485--506 (1999; Zbl 0951.93072) Full Text: DOI
Yong, Jiongmin; Zhou, Xun Yu Stochastic controls. Hamiltonian systems and HJB equations. (English) Zbl 0943.93002 Applications of Mathematics. 43. New York, NY: Springer. xx, 438 p. (1999). Reviewer: A.Akutowicz (Berlin) MSC: 93-02 93E20 49L25 91G80 49L20 49N10 49J55 49K45 60G35 60H10 PDFBibTeX XMLCite \textit{J. Yong} and \textit{X. Y. Zhou}, Stochastic controls. Hamiltonian systems and HJB equations. New York, NY: Springer (1999; Zbl 0943.93002)
Zhou, Xun Yu; Yong, Jiongmin; Li, Xunjing Stochastic verification theorems within the framework of viscosity solutions. (English) Zbl 0880.93059 SIAM J. Control Optimization 35, No. 1, 243-253 (1997). Reviewer: H.Pragarauskas (Vilnius) MSC: 93E20 49L20 49L25 PDFBibTeX XMLCite \textit{X. Y. Zhou} et al., SIAM J. Control Optim. 35, No. 1, 243--253 (1997; Zbl 0880.93059) Full Text: DOI
Ma, Jin; Yong, Jiongmin Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations. (English) Zbl 0832.60067 Chin. Ann. Math., Ser. B 16, No. 3, 279-298 (1995). Reviewer: A.D.Borisenko (Kiev) MSC: 60H10 93E20 35K15 49L20 49L25 PDFBibTeX XMLCite \textit{J. Ma} and \textit{J. Yong}, Chin. Ann. Math., Ser. B 16, No. 3, 279--298 (1995; Zbl 0832.60067)
Li, Xunjing; Yong, Jiongmin Optimal control theory for infinite dimensional systems. (English) Zbl 0817.49001 Basel: Birkhäuser. xii, 448 p. (1994). Reviewer: E.Casas (Santander) MSC: 49-02 49J20 49K20 49L20 93B52 49L25 93B05 PDFBibTeX XMLCite \textit{X. Li} and \textit{J. Yong}, Optimal control theory for infinite dimensional systems. Basel: Birkhäuser (1994; Zbl 0817.49001)
Yong, Jiongmin Zero-sum differential games involving impulse controls. (English) Zbl 0808.90142 Appl. Math. Optimization 29, No. 3, 243-261 (1994). Reviewer: Z.Wyderka (Katowice) MSC: 91A23 49N25 49L25 PDFBibTeX XMLCite \textit{J. Yong}, Appl. Math. Optim. 29, No. 3, 243--261 (1994; Zbl 0808.90142) Full Text: DOI
Peng, Shige; Yong, Jiongmin Determination of a controllable set for a controlled dynamic system. (English) Zbl 0762.93007 J. Aust. Math. Soc., Ser. B 33, No. 2, 164-179 (1991). Reviewer: M.Megan (Timişoara) MSC: 93B05 93C15 93C10 PDFBibTeX XMLCite \textit{S. Peng} and \textit{J. Yong}, J. Aust. Math. Soc., Ser. B 33, No. 2, 164--179 (1991; Zbl 0762.93007) Full Text: DOI
Yong, Jiongmin Existence of the value for a differential game with switching strategies in a Banach space. (English) Zbl 0791.90089 Syst. Sci. Math. Sci. 4, No. 4, 321-340 (1991). Reviewer: L.Zaremba (Siedlce) MSC: 91A23 91A05 49L25 49L99 PDFBibTeX XMLCite \textit{J. Yong}, Syst. Sci. Math. Sci. 4, No. 4, 321--340 (1991; Zbl 0791.90089)
Yong, Jiongmin Optimal switching and impulse controls for distributed parameter systems. (English) Zbl 0725.93053 Syst. Sci. Math. Sci. 2, No. 2, 137-160 (1989). MSC: 93C15 PDFBibTeX XMLCite \textit{J. Yong}, Syst. Sci. Math. Sci. 2, No. 2, 137--160 (1989; Zbl 0725.93053)
Yong, Jiongmin Systems governed by ordinary differential equations with continuous, switching and impulse controls. (English) Zbl 0691.49031 Appl. Math. Optimization 20, No. 3, 223-235 (1989). MSC: 49L20 93C15 49J15 PDFBibTeX XMLCite \textit{J. Yong}, Appl. Math. Optim. 20, No. 3, 223--235 (1989; Zbl 0691.49031) Full Text: DOI
Stojanovic, Srdjan; Yong, Jiongmin Optimal switching for partial differential equations. I. (English) Zbl 0677.49003 J. Math. Anal. Appl. 138, No. 2, 418-438 (1989). MSC: 49J20 49L20 49K20 PDFBibTeX XMLCite \textit{S. Stojanovic} and \textit{J. Yong}, J. Math. Anal. Appl. 138, No. 2, 418--438 (1989; Zbl 0677.49003) Full Text: DOI
Yong, Jiongmin On optimal switching and impulse control problems. (Chinese. English summary) Zbl 0776.49022 Appl. Math., J. Chin. Univ. 4, No. 3, 327-339 (1989). MSC: 49L25 93C15 49N25 49J15 PDFBibTeX XMLCite \textit{J. Yong}, Appl. Math., J. Chin. Univ. 4, No. 3, 327--339 (1989; Zbl 0776.49022)
Stojanovic, Srdjan; Yong, Jiongmin Optimal switching for systems governed by nonlinear evolution equations. (English) Zbl 0641.49019 Numer. Funct. Anal. Optimization 9, 995-1030 (1987). Reviewer: E.Barron MSC: 49L99 35G10 35K25 49L20 35D05 PDFBibTeX XMLCite \textit{S. Stojanovic} and \textit{J. Yong}, Numer. Funct. Anal. Optim. 9, 995--1030 (1987; Zbl 0641.49019) Full Text: DOI