Jiongmin Yong

33 papers Journal 28Unranked 3
YearRankTypeTitle / Venue / Authors
2025 J jnl
Long-Time Behavior of Zero-Sum Linear-Quadratic Stochastic Differential Games.
SIAM J. Control. Optim.
Jingrui Sun, Jiongmin Yong
2024 J jnl
Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems.
SIAM J. Control. Optim.
Jingrui Sun, Jiongmin Yong
2023 J jnl
A stochastic maximum principle approach for reinforcement learning with parameterized environment.
J. Comput. Phys.
Richard Archibald, Feng Bao, Jiongmin Yong
2023 J jnl
Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations.
SIAM J. Control. Optim.
Hanxiao Wang, Jiongmin Yong, Chao Zhou
2023 — conf
Nonstandard Linear-Quadratic Decision Making.
CDC
Tamer Basar, Jun Moon, Jiongmin Yong, Huanshui Zhang
2023 J jnl
Spike Variations for Stochastic Volterra Integral Equations.
SIAM J. Control. Optim.
Tianxiao Wang, Jiongmin Yong
2023 J jnl
Stochastic linear-quadratic optimal control problems - Recent developments.
Annu. Rev. Control.
Jingrui Sun, Jiongmin Yong
2021 J jnl
Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems.
SIAM J. Control. Optim.
Jianping Huang, Jiongmin Yong, Hua-Cheng Zhou
2021 J jnl
Non-equivalence of stochastic optimal control problems with open and closed loop controls.
Syst. Control. Lett.
Jiongmin Yong, Jianfeng Zhang
2021 J jnl
Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights.
SIAM J. Control. Optim.
Hongwei Mei, Qingmeng Wei, Jiongmin Yong
2021 J jnl
Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty.
SIAM J. Control. Optim.
Jianhui Huang, Bing-Chang Wang, Jiongmin Yong
2020 J jnl
An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems.
J. Sci. Comput.
Richard Archibald, Feng Bao, Jiongmin Yong, Tao Zhou
2020 J jnl
Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle.
SIAM J. Control. Optim.
Ping Lin, Jiongmin Yong
2018 — book
Optimization Theory - A Concise Introduction
Optimization Theory
Jiongmin Yong
2017 J jnl
Time-Inconsistent Recursive Stochastic Optimal Control Problems.
SIAM J. Control. Optim.
Qingmeng Wei, Jiongmin Yong, Zhiyong Yu
2016 J jnl
Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems.
SIAM J. Control. Optim.
Jingrui Sun, Xun Li, Jiongmin Yong
2016 J jnl
Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling.
SIAM J. Control. Optim.
Suzanne M. Lenhart, Jie Xiong, Jiongmin Yong
2014 J jnl
Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points.
SIAM J. Control. Optim.
Jingrui Sun, Jiongmin Yong
2013 J jnl
Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations.
SIAM J. Control. Optim.
Jiongmin Yong
2011 J jnl
Hamilton-Jacobi Equations and Two-Person Zero-Sum Differential Games with Unbounded Controls
CoRR
Hong Qiu, Jiongmin Yong
2011 J jnl
Mean-Field Backward Stochastic Volterra Integral Equations
CoRR
Yufeng Shi, Tianxiao Wang, Jiongmin Yong
2010 J jnl
Editorial.
J. Syst. Sci. Complex.
Goong Chen, Peng-Fei Yao, Jiongmin Yong, Bingyu Zhang, Xu Zhang
2010 J jnl
Four step scheme for general Markovian forward-backward SDES.
J. Syst. Sci. Complex.
Jin Ma, Jiongmin Yong, Yanhong Zhao
2010 J jnl
Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions.
SIAM J. Control. Optim.
Jiongmin Yong
2009 J jnl
Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients.
SIAM J. Control. Optim.
Mou-Hsiung Chang, Tao Pang, Jiongmin Yong
2009 J jnl
Optimality Conditions for Semilinear Elliptic Equations with Leading Term Containing Controls.
SIAM J. Control. Optim.
Hongwei Lou, Jiongmin Yong
2007 J jnl
Exact Controllability for Multidimensional Semilinear Hyperbolic Equations.
SIAM J. Control. Optim.
Xiaoyu Fu, Jiongmin Yong, Xu Zhang
2002 J jnl
A Leader-Follower Stochastic Linear Quadratic Differential Game.
SIAM J. Control. Optim.
Jiongmin Yong
1999 — ed.
Control of Distributed Parameter and Stochastic Systems, Proceedings of the IFIP WG7.2 International Conference, June 19-22, 1998, Hangzhou, China
Control of Distributed Parameter and Stochastic Systems
Shuping Chen, Xunjing Li, Jiongmin Yong, Xun Yu Zhou
1998 — conf
Stochastic Controls and FBSDEs.
Control of Distributed Parameter and Stochastic Systems
Jiongmin Yong
1996 J jnl
How violent are fast controls?, II.
Math. Control. Signals Syst.
Thomas I. Seidman, Jiongmin Yong
1995 J jnl
Control under Lack of Information (A. N. Krasovskii and N. N. Krasovskii).
SIAM Rev.
Jiongmin Yong
1993 — conf
Optimal control problems of quasilinear parabolic equations.
System Modelling and Optimization
Eduardo Casas, Luis Alberto Fernandez, Jiongmin Yong