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Yong, Jiongmin

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Author ID: yong.jiongmin Recent zbMATH articles by "Yong, Jiongmin"
Published as: Yong, Jiongmin; Yong, J.; Yong, Jiong-min
Homepage: https://math.cos.ucf.edu/~jyong/
External Links: MGP · ResearchGate · dblp
Documents Indexed: 188 Publications since 1984, including 12 Books
Reviewing Activity: 25 Reviews
Biographic References: 2 Publications
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Serials

22 SIAM Journal on Control and Optimization
11 Journal of Mathematical Analysis and Applications
10 Applied Mathematics and Optimization
8 Mathematical Control and Related Fields
7 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
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 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 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 East Asian Journal on Applied Mathematics
1 Applications of Mathematics
1 Probability, Uncertainty and Quantitative Risk

Publications by Year

Citations contained in zbMATH Open

142 Publications have been cited 2,838 times in 1,662 Documents Cited by Year
Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002
Yong, Jiongmin; Zhou, Xun Yu
613
1999
Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056
Ma, Jin; Protter, Philip; Yong, Jiongmin
255
1994
Forward-backward stochastic differential equations and their applications. Zbl 0927.60004
Ma, Jin; Yong, Jiongmin
228
1999
Linear-quadratic optimal control problems for mean-field stochastic differential equations. Zbl 1275.49060
Yong, Jiongmin
82
2013
Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053
Yong, Jiongmin
68
1997
Time-inconsistent optimal control problems and the equilibrium HJB equation. Zbl 1251.93144
Yong, Jiongmin
54
2012
Optimality variational principle for controlled forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1202.93180
Yong, Jiongmin
53
2010
Necessary conditions for optimal control of distributed parameter systems. Zbl 0733.49025
Li, Xunjing; Yong, Jiongmin
43
1991
Backward stochastic Volterra integral equations and some related problems. Zbl 1093.60042
Yong, Jiongmin
42
2006
Exact controllability for multidimensional semilinear hyperbolic equations. Zbl 1143.93005
Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu
42
2007
On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046
Hu, Ying; Ma, Jin; Yong, Jiongmin
40
2002
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
39
2016
Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach. Zbl 0795.93103
Tang, Shanjian; Yong, Jiongmin
37
1993
A leader-follower stochastic linear quadratic differential game. Zbl 1039.93070
Yong, Jiongmin
35
2002
Linear-quadratic optimal control problems for mean-field stochastic differential equations – time-consistent solutions. Zbl 1361.93070
Yong, Jiongmin
35
2017
Well-posedness and regularity of backward stochastic Volterra integral equations. Zbl 1148.60039
Yong, Jiongmin
33
2008
On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053
Ma, Jin; Yong, Jiongmin
32
1999
Linear quadratic stochastic differential games: open-loop and closed-loop saddle points. Zbl 1307.93466
Sun, Jingrui; Yong, Jiongmin
31
2015
Adapted solution of a degenerate backward SPDE, with applications. Zbl 0911.60048
Ma, Jin; Yong, Jiongmin
30
1997
Stochastic linear quadratic optimal control problems. Zbl 0969.93044
Chen, S.; Yong, J.
29
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
26
2015
Forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1185.60067
Yong, Jiongmin
25
2010
Controllability and observability of a heat equation with hyperbolic memory kernel. Zbl 1187.35265
Fu, Xiaoyu; Yong, Jiongmin; Zhang, Xu
25
2009
Optimal control of the obstacle for an elliptic variational inequality. Zbl 0914.49005
Adams, D. R.; Lenhart, S. M.; Yong, J.
25
1998
Option pricing with an illiquid underlying asset market. Zbl 1198.91210
Liu, Hong; Yong, Jiongmin
23
2005
Systems governed by ordinary differential equations with continuous, switching and impulse controls. Zbl 0691.49031
Yong, Jiongmin
23
1989
Linear forward-backward stochastic differential equations. Zbl 0920.60045
Yong, Jiongmin
22
1999
Pontryagin maximum principle for semilinear and quasilinear parabolic equations with pointwise state constraints. Zbl 0840.49012
Hu, Bei; Yong, Jiongmin
22
1995
Continuous-time dynamic risk measures by backward stochastic Volterra integral equations. Zbl 1134.91486
Yong, Jiongmin
22
2007
Time-inconsistent recursive stochastic optimal control problems. Zbl 1386.93314
Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong
21
2017
A deterministic linear quadratic time-inconsistent optimal control problem. Zbl 1222.49043
Yong, Jiongmin
20
2011
On a quasilinear wave equation with memory. Zbl 0738.35096
Torrejón, Ricardo; Yong, Jiongmin
20
1991
Bilinear optimal control of the velocity term in a Kirchhoff plate equation. Zbl 0936.49003
Bradley, Mary Elizabeth; Lenhart, Suzanne; Yong, Jiongmin
18
1999
Stochastic verification theorems within the framework of viscosity solutions. Zbl 0880.93059
Zhou, Xun Yu; Yong, Jiongmin; Li, Xunjing
18
1997
Comparison theorems for some backward stochastic Volterra integral equations. Zbl 1310.60102
Wang, Tianxiao; Yong, Jiongmin
18
2015
Mean-field backward stochastic Volterra integral equations. Zbl 1277.60111
Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin
17
2013
Feedback stabilization and optimal control for the Cahn-Hilliard equation. Zbl 0765.93067
Yong, Jiongmin; Zheng, Songmu
17
1991
Pontryagin maximum principle for semilinear second order elliptic partial differential equations and variational inequalities with state constraints. Zbl 0784.35037
Yong, Jiongmin
17
1992
Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations. Zbl 0832.60067
Ma, Jin; Yong, Jiongmin
17
1995
Black’s consol rate conjecture. Zbl 0830.60052
Duffie, Darrell; Ma, Jin; Yong, Jiongmin
17
1995
Zero-sum differential games involving impulse controls. Zbl 0808.90142
Yong, Jiongmin
17
1994
How violent are fast controls? II. Zbl 0906.93007
Seidman, Thomas I.; Yong, Jiongmin
17
1996
A variational formula for stochastic controls and some applications. Zbl 1142.49013
Mou, Libin; Yong, Jiongmin
17
2007
Linear forward-backward stochastic differential equations with random coefficients. Zbl 1120.60058
Yong, Jiongmin
16
2006
Effective permeability of the boundary of a domain. Zbl 0814.35016
Friedman, Avner; Huang, Chaocheng; Yong, Jiongmin
16
1995
Representation of Itô integrals by Lebesgue/Bochner integrals. Zbl 1323.60076
Lü, Qi; Yong, Jiongmin; Zhang, Xu
15
2012
Optimal control theory for infinite dimensional systems. Zbl 0817.49001
Li, Xunjing; Yong, Jiongmin
15
1994
Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method. Zbl 1152.91305
Mou, Libin; Yong, Jiongmin
14
2006
Optimal control problems of forward-backward stochastic Volterra integral equations. Zbl 1337.49044
Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin
14
2015
Qualitative properties of certain \(C_0\) semigroups arising in elastic systems with various dampings. Zbl 0962.47020
Liu, Zhuangyi; Yong, Jiongmin
13
1998
Deterministic time-inconsistent optimal control problems – an essentially cooperative approach. Zbl 1355.49022
Yong, Jiong-min
12
2012
Regularity analysis for an abstract system of coupled hyperbolic and parabolic equations. Zbl 1326.35059
Hao, Jianghao; Liu, Zhuangyi; Yong, Jiongmin
12
2015
Optimal control for degenerate parabolic equations with logistic growth. Zbl 0851.49002
Lenhart, Suzanne M.; Yong, Jiongmin
11
1995
Exact controllability of linear stochastic differential equations and related problems. Zbl 1360.93109
Wang, Yanqing; Yang, Donghui; Yong, Jiongmin; Yu, Zhiyong
11
2017
Existence theory of optimal controls for distributed parameter systems. Zbl 0770.49005
Yong, Jiongmin
10
1992
Quasi-linear parabolic partial differential equations with delays in the highest order spatial derivatives. Zbl 0804.35139
Yong, Jiongmin; Pan, Liping
10
1993
Optimal control applied to native-invasive population dynamics. Zbl 1284.92114
Kern, Daniel L.; Lenhart, Suzanne; Miller, Rachael; Yong, Jiongmin
10
2007
Optimal control of quasilinear parabolic equations. Zbl 0833.49002
Casas, Eduardo; Fernández, Luis A.; Yong, Jiongmin
10
1995
Maximum principle for state-constrained optimal control problems governed by quasilinear elliptic equations. Zbl 0817.49025
Casas, Eduardo; Yong, Jiongmin
10
1995
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
10
2011
Differential games. A concise introduction. Zbl 1319.91005
Yong, Jiongmin
10
2015
Backward stochastic Volterra integral equations – representation of adapted solutions. Zbl 1427.60140
Wang, Tianxiao; Yong, Jiongmin
10
2019
Optimal stopping problem for stochastic differential equations with random coefficients. Zbl 1194.49035
Chang, Mou-Hsiung; Pang, Tao; Yong, Jiongmin
9
2009
Heat equation with memory in anisotropic and non-homogeneous media. Zbl 1209.35057
Yong, Jiongmin; Zhang, Xu
9
2011
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
Time-inconsistent optimal control problems and related issues. Zbl 1432.49039
Yan, Wei; Yong, Jiongmin
9
2019
Forward-backward stochastic differential equations with nonsmooth coefficients. Zbl 1045.60058
Hu, Ying; Yong, Jiongmin
8
2000
Necessary conditions of optimal impulse controls for distributed parameter systems. Zbl 0756.49013
Yong, Jiongmin; Zhang, Pingjian
8
1992
Exact controllability of the heat equation with hyperbolic memory kernel. Zbl 1085.35038
Yong, Jiongmin; Zhang, Xu
8
2005
Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028
Sun, Jingrui; Yong, Jiongmin
8
2018
Backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1128.60052
Anh, Vo; Yong, Jiongmin
7
2006
Optimality conditions for semilinear elliptic equations with leading term containing controls. Zbl 1203.49028
Lou, Hongwei; Yong, Jiongmin
7
2009
European-type contingent claims in an incomplete market with constrained wealth and portfolio. Zbl 1014.91044
Yong, Jiongmin
7
1999
A zero-sum differential game in a finite duration with switching strategies. Zbl 0718.90107
Yong, Jiongmin
7
1990
A differential game with multi-level of hierarchy. Zbl 0765.90103
Pan, Liping; Yong, Jiongmin
7
1991
Time optimal controls for semilinear distributed parameter systems. Existence theory and necessary conditions. Zbl 0764.49014
Yong, Jiongmin
7
1991
Stochastic linear quadratic optimal control problems with random coefficients. Zbl 0990.93133
Chen, Shuping; Yong, Jiongmin
7
2000
Time-inconsistent optimal control problems. Zbl 1373.93389
Yong, Jiongmin
7
2014
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang
7
2016
Differential games with switching strategies. Zbl 0693.90107
Yong, Jiongmin
7
1990
Equilibrium strategies for time-inconsistent stochastic switching systems. Zbl 1441.93346
Mei, Hongwei; Yong, Jiongmin
7
2019
A linear quadratic optimal control problem for stochastic Volterra integral equations. Zbl 1208.60054
Chen, Shuping; Yong, Jiongmin
6
2007
Optimal periodic control for the two-phase Stefan problem. Zbl 0719.49005
Friedman, Avner; Huang, Shaoyun; Yong, Jiongmin
6
1988
Optimal control of a bioreactor with modal switching. Zbl 1013.92049
Lenhart, Suzanne M.; Seidman, Thomas I.; Yong, Jiongmin
6
2001
Optimal switching for partial differential equations. I. Zbl 0677.49003
Stojanovic, Srdjan; Yong, Jiongmin
6
1989
Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005
Sun, Jingrui; Yong, Jiongmin
6
2020
Backward stochastic Volterra integral equations – a brief survey. Zbl 1299.60080
Yong, Jiongmin
6
2013
Approximate solvability of forward-backward stochastic differential equations. Zbl 0996.60075
Ma, J.; Yong, J.
5
2002
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
Rapid exact controllability of the wave equation by controls distributed on a time-variant subdomain. Zbl 0920.93021
Liu, Kangsheng; Yong, Jiongmin
5
1999
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
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
5
2016
Heat equations with memory. Zbl 1153.35309
Yong, J.; Zhang, X.
4
2005
Optimal control for quasilinear retarded parabolic systems. Zbl 0996.49013
Pan, Liping; Yong, Jiongmin
4
2001
Optimal switching and impulse controls for distributed parameter systems. Zbl 0725.93053
Yong, Jiongmin
4
1989
Completeness of security markets and solvability of linear backward stochastic differential equations. Zbl 1092.60025
Yong, Jiongmin
4
2006
Dynamic programming for multidimensional stochastic control problems. Zbl 0951.93072
Ma, Jin; Yong, Jiongmin
4
1999
Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025
Sun, Jingrui; Yong, Jiongmin
4
2019
Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations. Zbl 1467.93339
Wang, Hanxiao; Yong, Jiongmin
1
2021
Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions. Zbl 1458.93005
Sun, Jingrui; Yong, Jiongmin
6
2020
Controlled singular Volterra integral equations and Pontryagin maximum principle. Zbl 1444.45003
Lin, Ping; Yong, Jiongmin
3
2020
Controlled stochastic partial differential equations for rabbits on a grassland. Zbl 1434.60160
Lenhart, Suzanne; Tang, Xiao; Xiong, Jie; Yong, Jiong-min
1
2020
An efficient numerical algorithm for solving data driven feedback control problems. Zbl 1469.93112
Archibald, Richard; Bao, Feng; Yong, Jiongmin; Zhou, Tao
1
2020
Stochastic linear-quadratic optimal control theory: differential games and mean-field problems. Zbl 1455.93004
Sun, Jingrui; Yong, Jiongmin
1
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
10
2019
Time-inconsistent optimal control problems and related issues. Zbl 1432.49039
Yan, Wei; Yong, Jiongmin
9
2019
Equilibrium strategies for time-inconsistent stochastic switching systems. Zbl 1441.93346
Mei, Hongwei; 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 two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. Zbl 1405.91025
Sun, Jingrui; Yong, Jiongmin
4
2019
Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions. Zbl 1441.93350
Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong
3
2019
Stochastic linear quadratic optimal control problems in infinite horizon. Zbl 1398.49028
Sun, Jingrui; Yong, Jiongmin
8
2018
Second-order necessary conditions for optimal control of semilinear elliptic equations with leading term containing controls. Zbl 1407.49028
Lou, Hongwei; Yong, Jiongmin
3
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
35
2017
Time-inconsistent recursive stochastic optimal control problems. Zbl 1386.93314
Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong
21
2017
Exact controllability of linear stochastic differential equations and related problems. Zbl 1360.93109
Wang, Yanqing; Yang, Donghui; Yong, Jiongmin; Yu, Zhiyong
11
2017
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. Zbl 1347.49033
Sun, Jingrui; Li, Xun; Yong, Jiongmin
39
2016
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang
7
2016
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
5
2016
Optimal controls for stochastic partial differential equations with an application in population modeling. Zbl 1331.93227
Lenhart, Suzanne; Xiong, Jie; Yong, Jiongmin
4
2016
Linear quadratic stochastic differential games: open-loop and closed-loop saddle points. Zbl 1307.93466
Sun, Jingrui; Yong, Jiongmin
31
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
26
2015
Comparison theorems for some backward stochastic Volterra integral equations. Zbl 1310.60102
Wang, Tianxiao; Yong, Jiongmin
18
2015
Optimal control problems of forward-backward stochastic Volterra integral equations. Zbl 1337.49044
Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin
14
2015
Regularity analysis for an abstract system of coupled hyperbolic and parabolic equations. Zbl 1326.35059
Hao, Jianghao; Liu, Zhuangyi; Yong, Jiongmin
12
2015
Differential games. A concise introduction. Zbl 1319.91005
Yong, Jiongmin
10
2015
Time-inconsistent optimal control problems. Zbl 1373.93389
Yong, Jiongmin
7
2014
A deterministic affine-quadratic optimal control problem. Zbl 1293.49004
Wang, Yuanchang; Yong, Jiongmin
1
2014
A mixed linear quadratic optimal control problem with a controlled time horizon. Zbl 1297.49058
Huang, Jianhui; Li, Xun; Yong, Jiongmin
1
2014
Linear-quadratic optimal control problems for mean-field stochastic differential equations. Zbl 1275.49060
Yong, Jiongmin
82
2013
Mean-field backward stochastic Volterra integral equations. Zbl 1277.60111
Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin
17
2013
Backward stochastic Volterra integral equations – a brief survey. Zbl 1299.60080
Yong, Jiongmin
6
2013
Time-inconsistent optimal control problems and the equilibrium HJB equation. Zbl 1251.93144
Yong, Jiongmin
54
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
20
2011
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
10
2011
Heat equation with memory in anisotropic and non-homogeneous media. Zbl 1209.35057
Yong, Jiongmin; Zhang, Xu
9
2011
Optimality variational principle for controlled forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1202.93180
Yong, Jiongmin
53
2010
Forward-backward stochastic differential equations with mixed initial-terminal conditions. Zbl 1185.60067
Yong, Jiongmin
25
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
25
2009
Optimal stopping problem for stochastic differential equations with random coefficients. Zbl 1194.49035
Chang, Mou-Hsiung; Pang, Tao; Yong, Jiongmin
9
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
33
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
42
2007
Continuous-time dynamic risk measures by backward stochastic Volterra integral equations. Zbl 1134.91486
Yong, Jiongmin
22
2007
A variational formula for stochastic controls and some applications. Zbl 1142.49013
Mou, Libin; Yong, Jiongmin
17
2007
Optimal control applied to native-invasive population dynamics. Zbl 1284.92114
Kern, Daniel L.; Lenhart, Suzanne; Miller, Rachael; Yong, Jiongmin
10
2007
A linear quadratic optimal control problem for stochastic Volterra integral equations. Zbl 1208.60054
Chen, Shuping; Yong, Jiongmin
6
2007
Backward stochastic Volterra integral equations and some related problems. Zbl 1093.60042
Yong, Jiongmin
42
2006
Linear forward-backward stochastic differential equations with random coefficients. Zbl 1120.60058
Yong, Jiongmin
16
2006
Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method. Zbl 1152.91305
Mou, Libin; Yong, Jiongmin
14
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
23
2005
Exact controllability of the heat equation with hyperbolic memory kernel. Zbl 1085.35038
Yong, Jiongmin; Zhang, Xu
8
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
2
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
On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046
Hu, Ying; Ma, Jin; Yong, Jiongmin
40
2002
A leader-follower stochastic linear quadratic differential game. Zbl 1039.93070
Yong, Jiongmin
35
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.
29
2001
Optimal control of a bioreactor with modal switching. Zbl 1013.92049
Lenhart, Suzanne M.; Seidman, Thomas I.; Yong, Jiongmin
6
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
8
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
613
1999
Forward-backward stochastic differential equations and their applications. Zbl 0927.60004
Ma, Jin; Yong, Jiongmin
228
1999
On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053
Ma, Jin; Yong, Jiongmin
32
1999
Linear forward-backward stochastic differential equations. Zbl 0920.60045
Yong, Jiongmin
22
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
Rapid exact controllability of the wave equation by controls distributed on a time-variant subdomain. Zbl 0920.93021
Liu, Kangsheng; Yong, Jiongmin
5
1999
Dynamic programming for multidimensional stochastic control problems. Zbl 0951.93072
Ma, Jin; Yong, Jiongmin
4
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.
25
1998
Qualitative properties of certain \(C_0\) semigroups arising in elastic systems with various dampings. Zbl 0962.47020
Liu, Zhuangyi; Yong, Jiongmin
13
1998
Optimal control of a reflection boundary coefficient in an acoustic wave equation. Zbl 0903.49003
Lenhart, Suzanne; Protopopescu, Vladimir; Yong, Jiongmin
2
1998
Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation. Zbl 0883.60053
Yong, Jiongmin
68
1997
Adapted solution of a degenerate backward SPDE, with applications. Zbl 0911.60048
Ma, Jin; Yong, Jiongmin
30
1997
Stochastic verification theorems within the framework of viscosity solutions. Zbl 0880.93059
Zhou, Xun Yu; Yong, Jiongmin; Li, Xunjing
18
1997
How violent are fast controls? II. Zbl 0906.93007
Seidman, Thomas I.; Yong, Jiongmin
17
1996
Pontryagin maximum principle for semilinear and quasilinear parabolic equations with pointwise state constraints. Zbl 0840.49012
Hu, Bei; Yong, Jiongmin
22
1995
Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations. Zbl 0832.60067
Ma, Jin; Yong, Jiongmin
17
1995
Black’s consol rate conjecture. Zbl 0830.60052
Duffie, Darrell; Ma, Jin; Yong, Jiongmin
17
1995
Effective permeability of the boundary of a domain. Zbl 0814.35016
Friedman, Avner; Huang, Chaocheng; Yong, Jiongmin
16
1995
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
10
1995
...and 42 more Documents
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Cited by 1,743 Authors

75 Yong, Jiongmin
52 Wu, Zhen
27 Li, Xun
25 Huang, Jianhui
22 Ji, Shaolin
21 Wang, Tianxiao
19 Ma, Jin
19 Xiong, Jie
19 Yu, Zhiyong
18 Tang, Shanjian
18 Zhang, Xu
16 Hu, Ying
16 Wang, Gengsheng
16 Zhang, Jianfeng
15 Shi, Yufeng
15 Sun, Jingrui
15 Wang, Guangchen
15 Zhao, Weidong
14 Gao, Hang
13 Gozzi, Fausto
13 Meng, Qingxin
13 Peng, Shige
13 Pham, Huyên
13 Shi, Jingtao
12 Delarue, François
12 Lü, Qi
11 Qiu, Jinniao
11 Shen, Yang
11 Wei, Jiaqin
11 Wei, Qingmeng
10 Chen, Qihong
10 Zhang, Liangquan
9 Federico, Salvatore
9 Feng, Enmin
9 Hafayed, Mokhtar
9 Hu, Mingshang
9 Lenhart, Suzanne M.
9 Liu, Zhuangyi
9 Øksendal, Bernt Karsten
9 Wang, Yanqing
9 Zhang, Haisen
9 Zhang, Huanshui
9 Zhang, Weihai
9 Zhu, Weiqiu
8 Djehiche, Boualem
8 Dokuchaev, Nikolai G.
8 Fuhrman, Marco
8 Goreac, Dan
8 Lou, Hongwei
8 Mezerdi, Brahim
8 Wang, Lijuan
8 Wen, Jiaqiang
8 Zuazua, Enrique
7 Abbas, Syed
7 Agram, Nacira
7 Al-Hussein, Abdulrahman
7 Bender, Christian
7 Bensoussan, Alain
7 Du, Kai
7 Frankowska, Hélène
7 Hamadene, Saïd
7 Silva, Francisco J.
7 Tebou, Louis T.
7 Wang, Hanxiao
7 Yang, Shuzhen
7 Zhao, Xiaopeng
6 Borisov, Denis Ivanovich
6 Bouchard, Bruno
6 Buckdahn, Rainer
6 Carmona, René A.
6 Horst, Ulrich
6 Jin, Zhuo
6 Moon, Jun-Hee
6 Ni, Yuanhua
6 Nie, Tianyang
6 Pandolfi, Luciano
6 Takahashi, Akihiko
6 Xiao, Hua
6 Ye, Yuquan
6 Zerrik, El Hassan
6 Zhang, Jifeng
6 Zhou, Xiuxiang
5 Agusto, Folashade B.
5 Bonnans, Joseph Frédéric
5 Casas, Eduardo
5 Cattani, Carlo
5 Confortola, Fulvia
5 Cvitanić, Jakša
5 Denk, Robert
5 El Asri, Brahim
5 Fu, Xiaoyu
5 Fujii, Masaaki
5 Gashi, Bujar
5 Gherbal, Boulakhras
5 Guo, Junyi
5 Hooshmandasl, Mohammad Reza
5 Hu, Yaozhong
5 Hwang, Jinsoo
5 Lin, Yaning
5 Lv, Siyu
...and 1,643 more Authors
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Cited in 287 Serials

101 SIAM Journal on Control and Optimization
71 Applied Mathematics and Optimization
70 Journal of Mathematical Analysis and Applications
70 Stochastic Processes and their Applications
58 Journal of Optimization Theory and Applications
56 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
48 Systems & Control Letters
44 Automatica
42 Mathematical Control and Related Fields
34 The Annals of Applied Probability
33 Stochastic Analysis and Applications
32 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
29 Journal of Systems Science and Complexity
25 Journal of Differential Equations
24 International Journal of Control
23 Applied Mathematics and Computation
22 Insurance Mathematics & Economics
21 Statistics & Probability Letters
18 Mathematical Problems in Engineering
16 Advances in Difference Equations
14 Discrete and Continuous Dynamical Systems
13 Journal of the Franklin Institute
13 The Annals of Probability
13 Journal of Computational and Applied Mathematics
13 Acta Mathematica Sinica. English Series
12 Chinese Annals of Mathematics. Series B
12 European Journal of Operational Research
12 International Journal of Theoretical and Applied Finance
12 Science China. Mathematics
11 ZAMP. Zeitschrift für angewandte Mathematik und Physik
11 Journal of Industrial and Management Optimization
11 Mathematics and Financial Economics
11 Probability, Uncertainty and Quantitative Risk
10 Acta Mathematicae Applicatae Sinica. English Series
10 Probability Theory and Related Fields
10 Finance and Stochastics
10 Stochastics and Dynamics
10 Dynamic Games and Applications
9 Computers & Mathematics with Applications
9 Abstract and Applied Analysis
8 Annals of Operations Research
8 Journal de Mathématiques Pures et Appliquées. Neuvième Série
8 Random Operators and Stochastic Equations
8 European Journal of Control
8 Discrete and Continuous Dynamical Systems. Series B
8 Nonlinear Analysis. Hybrid Systems
7 Numerical Functional Analysis and Optimization
7 Journal of Economic Dynamics & Control
7 Mathematical Finance
7 Mathematical Methods of Operations Research
7 Journal of Inequalities and Applications
7 Quantitative Finance
7 Comptes Rendus. Mathématique. Académie des Sciences, Paris
7 Journal of Applied Mathematics and Computing
6 Applicable Analysis
6 Mathematical Methods in the Applied Sciences
6 MCSS. Mathematics of Control, Signals, and Systems
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 Optimization
5 Mathematical and Computer Modelling
5 Journal of Global Optimization
5 The ANZIAM Journal
5 Journal of Applied Mathematics
5 Stochastics
5 Evolution Equations and Control Theory
5 Nonlinear Analysis. Theory, Methods & Applications
4 Journal of Mathematical Economics
4 Mathematics of Operations Research
4 SIAM Journal on Numerical Analysis
4 Journal of Scientific Computing
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 Electronic Journal of Probability
4 Positivity
4 Discrete Dynamics in Nature and Society
4 Journal of Dynamical and Control Systems
4 Scandinavian Actuarial Journal
4 Optimization Letters
4 International Journal of Stochastic Analysis
4 Afrika Matematika
3 Journal of Economic Theory
3 Kodai Mathematical Journal
3 Transactions of the American Mathematical Society
3 Zeitschrift für Analysis und ihre Anwendungen
3 Applied Mathematics and Mechanics. (English Edition)
3 Acta Applicandae Mathematicae
3 Applied Mathematical Modelling
3 International Journal of Computer Mathematics
3 Bulletin des Sciences Mathématiques
...and 187 more Serials
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Cited in 41 Fields

827 Systems theory; control (93-XX)
792 Probability theory and stochastic processes (60-XX)
680 Calculus of variations and optimal control; optimization (49-XX)
490 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
418 Partial differential equations (35-XX)
129 Numerical analysis (65-XX)
91 Ordinary differential equations (34-XX)
90 Operations research, mathematical programming (90-XX)
55 Biology and other natural sciences (92-XX)
45 Mechanics of deformable solids (74-XX)
41 Operator theory (47-XX)
40 Integral equations (45-XX)
26 Fluid mechanics (76-XX)
25 Statistics (62-XX)
13 Mechanics of particles and systems (70-XX)
10 Dynamical systems and ergodic theory (37-XX)
10 Functional analysis (46-XX)
9 Quantum theory (81-XX)
6 Difference and functional equations (39-XX)
6 Global analysis, analysis on manifolds (58-XX)
5 Real functions (26-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
5 Statistical mechanics, structure of matter (82-XX)
4 Linear and multilinear algebra; matrix theory (15-XX)
4 Approximations and expansions (41-XX)
4 Classical thermodynamics, heat transfer (80-XX)
2 History and biography (01-XX)
2 Mathematical logic and foundations (03-XX)
2 Measure and integration (28-XX)
2 Differential geometry (53-XX)
2 Computer science (68-XX)
2 Geophysics (86-XX)
1 General and overarching topics; collections (00-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 Integral transforms, operational calculus (44-XX)
1 General topology (54-XX)
1 Optics, electromagnetic theory (78-XX)

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