Jiongmin Yong
University of Central Florida
H-index: 47
North America-United States
Top articles of Jiongmin Yong
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems | SIAM Journal on Control and Optimization | Jingrui Sun Jiongmin Yong | 2024/2/29 |
A stochastic hybrid optimal control with regime switching and recursive cost functional | Mathematical Control and Related Fields | Yue Zhou Jiongmin Yong | 2024/1/29 |
Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients | Chinese Annals of Mathematics, Series B | Jingrui Sun Hanxiao Wang Jiongmin Yong | 2022/11 |
A stochastic maximum principle approach for reinforcement learning with parameterized environment | Journal of Computational Physics | Richard Archibald Feng Bao Jiongmin Yong | 2023/9/1 |
Time-Inconsistency in Linear Quadratic Stochastic Differential Games | arXiv preprint arXiv:2304.11577 | Ali Lazrak Hanxiao Wang Jiongmin Yong | 2023/4/23 |
Forward-backward stochastic differential equations: Initiation, development and beyond | arXiv preprint arXiv:2301.06490 | Xin Chen Ana Bela Cruzeiro Wenjie Ye Qi Zhang | 2023/1/16 |
Optimal control of a parabolic equation with memory | Eduardo Casas Rentería Jiongmin Yong | 2023/3/30 | |
Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations | SIAM Journal on Control and Optimization | Hanxiao Wang Jiongmin Yong Chao Zhou | 2023/8/31 |
Spike variations for stochastic Volterra integral equations | SIAM Journal on Control and Optimization | Tianxiao Wang Jiongmin Yong | 2023/12/31 |
Stability Analysis for Two Coupled Second Order Evolution Equations | Available at SSRN 4405839 | Jianghao Hao Zhaobin Kuang Zhuangyi Liu Jiongmin Yong | 2023/3/4 |
Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients | arXiv preprint arXiv:2308.00335 | Hongwei Mei Qingmeng Wei Jiongmin Yong | 2023/8/1 |
Nonstandard Linear-Quadratic Decision Making | Tamer Başar Jun Moon Jiongmin Yong Huanshui Zhang | 2023/12/13 | |
Stochastic linear-quadratic optimal control problems—Recent developments | SIAM Journal on Control and Optimization | Jiaqiang Wen Xun Li Jie Xiong Xin Zhang | 2023/4/30 |
Present-biased lobbyists in linear–quadratic stochastic differential games | Finance and Stochastics | Ali Lazrak Hanxiao Wang Jiongmin Yong | 2023/10 |
Erratum to: Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems | Chinese Annals of Mathematics, Series B | Jingrui Sun Hanxiao Wang Jiongmin Yong | 2023/1 |
A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters | Communications in Computational Physics | Richard Archibald Jiongmin Yong | 2023/6 |
Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations | Annales de l'Institut Henri Poincare (B) Probabilites et statistiques | Hanxiao Wang Jiongmin Yong Jianfeng Zhang | 2022/5 |
Stochastic optimal control—A concise introduction. | Mathematical Control & Related Fields | Jiongmin Yong | 2022/12/1 |
Multi-dimensional super-linear backward stochastic volterra integral equations | arXiv preprint arXiv:2211.04078 | Shengjun Fan Tianxiao Wang Jiongmin Yong | 2022/11/8 |
Optimal controls for forward-backward stochastic differential equations: Time-inconsistency and time-consistent solutions | arXiv preprint arXiv:2209.08994 | Hanxiao Wang Jiongmin Yong Chao Zhou | 2022/9/19 |
Co-Authors
