Jiongmin Yong's mathematical works in recent thirty years

DOI10.3934/mcrf.2018048zbMath1416.01022OpenAlexW2891241020MaRDI QIDQ2001535

Shu-ping Chen

Publication date: 3 July 2019

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mcrf.2018048

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of systems and control theory (93-03)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A deterministic linear quadratic time-inconsistent optimal control problem
• Representation of Itô integrals by Lebesgue/Bochner integrals
• Linear forward-backward stochastic differential equations with random coefficients
• Well-posedness and regularity of backward stochastic Volterra integral equations
• Forward-backward stochastic differential equations and their applications
• Solving forward-backward stochastic differential equations explicitly -- a four step scheme
• A linear quadratic optimal control problem with disturbances -- an algebraic Riccati equation and differential games approach
• Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
• Conjugate convex functions in optimal stochastic control
• Time-inconsistent optimal control problems and the equilibrium HJB equation
• Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations
• Backward stochastic Volterra integral equations and some related problems
• Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling
• Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
• Necessary Conditions for Optimal Control of Distributed Parameter Systems
• Exact Controllability for Multidimensional Semilinear Hyperbolic Equations
• Optimality Conditions for Semilinear Elliptic Equations with Leading Term Containing Controls
• On Differential Evasion Games
• On Differential Pursuit Games
• Infinite-Dimensional Volterra–Stieltjes Evolution Equations and Related Optimal Control Problems
• Optimal control of quasilinear parabolic equations
• Pontryagin Maximum Principle for Semilinear and Quasilinear Parabolic Equations with Pointwise State Constraints
• Differential Games
• Forward-backward stochastic differential equations with mixed initial-terminal conditions
• Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions
• Optimal Periodic Control for the Two-Phase Stefan Problem

This page was built for publication: Jiongmin Yong's mathematical works in recent thirty years