Optimal control of a parabolic equation with memory.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2023, v. 29, p. 1, doi. 10.1051/cocv/2023013
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- Publication type:
- Article
Works by Yong, Jiongmin
Results: 59
1
2
Equilibrium strategies for time-inconsistent stochastic switching systems.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018051
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- Publication type:
- Article
3
Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018013
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- Publication type:
- Article
4
LINEAR QUADRATIC STOCHASTIC TWO-PERSON ZERO-SUM DIFFERENTIAL GAMES IN AN INFINITE HORIZON.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2016, v. 22, n. 3, p. 743, doi. 10.1051/cocv/2015024
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- Publication type:
- Article
5
A deterministic affine-quadratic optimal control problem.
- Published in:
- ESAIM: Control, Optimisation & Calculus of Variations, 2014, v. 20, n. 3, p. 633, doi. 10.1051/cocv/2013078
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- Publication type:
- Article
6
Hamilton–Jacobi equations and two-person zero-sum differential games with unbounded controls.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2013, v. 19, n. 2, p. 404, doi. 10.1051/cocv/2012015
- By:
- Publication type:
- Article
7
Erratum to: Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems.
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- 2023
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- Publication type:
- Correction Notice
8
Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems.
- Published in:
- Chinese Annals of Mathematics, 2022, v. 43, n. 6, p. 999, doi. 10.1007/s11401-022-0374-x
- By:
- Publication type:
- Article
9
Stochastic Linear Quadratic Optimal Control Problems with Random Coefficients.
- Published in:
- Chinese Annals of Mathematics, 2000, v. 21, n. 3, p. 323, doi. 10.1142/S0252959900000339
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- Publication type:
- Article
10
Rapid Exact Controllability of the Wave Equation by Controls Distributed on a Time-Variant Subdomain.
- Published in:
- Chinese Annals of Mathematics, 1999, v. 20, n. 1, p. 65, doi. 10.1142/S0252959999000102
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- Publication type:
- Article
11
Representation of Itô integrals by Lebesgue/Bochner integrals.
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- Journal of the European Mathematical Society (EMS Publishing), 2012, v. 14, n. 6, p. 1795, doi. 10.4171/JEMS/347
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- Publication type:
- Article
12
Optimal control of a reflection boundary coefficient in an acoustic wave equation.
- Published in:
- Applicable Analysis, 1998, v. 68, n. 1/2, p. 179, doi. 10.1080/00036819808840627
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- Publication type:
- Article
13
Feedback stabilization for the phase field equations.
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- Applicable Analysis, 1991, v. 42, n. 1-4, p. 59, doi. 10.1080/00036819108840033
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- Publication type:
- Article
14
A control problem for clamped extensible beams.
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- Applicable Analysis, 1988, v. 28, n. 3, p. 163, doi. 10.1080/00036818808839758
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- Publication type:
- Article
15
Heat equation with memory in anisotropic and non-homogeneous media.
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- Acta Mathematica Sinica, 2011, v. 27, n. 2, p. 219, doi. 10.1007/s10114-010-0077-1
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- Publication type:
- Article
16
Optimal control applied to native-invasive population dynamics.
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- Journal of Biological Dynamics, 2007, v. 1, n. 4, p. 413, doi. 10.1080/17513750701605556
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- Publication type:
- Article
17
Effective permeability of the boundary of a domain.
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- Communications in Partial Differential Equations, 1995, v. 20, n. 1/2, p. 59, doi. 10.1080/03605309508821087
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- Publication type:
- Article
18
Data informed solution estimation for forward-backward stochastic differential equations.
- Published in:
- Analysis & Applications, 2021, v. 19, n. 3, p. 439, doi. 10.1142/S0219530520400102
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- Publication type:
- Article
19
Implied prepayment in agency passing-through mortgage backed securities.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500232
- By:
- Publication type:
- Article
20
Optimal control for quasilinear retarded parabolic systems.
- Published in:
- ANZIAM Journal, 2001, v. 42, n. 4, p. 532, doi. 10.1017/S1446181100012268
- By:
- Publication type:
- Article
21
Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations.
- Published in:
- Applied Mathematics & Optimization, 2021, v. 84, n. 1, p. 145, doi. 10.1007/s00245-019-09641-7
- By:
- Publication type:
- Article
22
Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon.
- Published in:
- Applied Mathematics & Optimization, 2018, v. 78, n. 1, p. 145, doi. 10.1007/s00245-017-9402-8
- By:
- Publication type:
- Article
23
Optimization of the principal eigenvalue for elliptic operators.
- Published in:
- Calculus of Variations & Partial Differential Equations, 2021, v. 60, n. 4, p. 1, doi. 10.1007/s00526-021-02011-8
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- Publication type:
- Article
24
Necessary conditions of optimal impulse controls for distributed parameter systems.
- Published in:
- Bulletin of the Australian Mathematical Society, 1992, v. 45, n. 2, p. 305, doi. 10.1017/S0004972700030173
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- Publication type:
- Article
25
Quasi-linear parabolic partial differential equations with delays in the highest order spatial derivatives.
- Published in:
- Journal of the Australian Mathematical Society, 1993, v. 54, n. 2, p. 174, doi. 10.1017/S1446788700037101
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- Publication type:
- Article
26
Optimal switching for systems governed by nonlinear evolution equations.
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- Numerical Functional Analysis & Optimization, 1987, v. 9, n. 9/10, p. 995, doi. 10.1080/01630568708816271
- By:
- Publication type:
- Article
27
LINEAR-QUADRATIC OPTIMAL CONTROL PROBLEM FOR MEAN-FIELD STOCHASTIC DIFFERENTIAL EQUATIONS WITH A TYPE OF RANDOM COEFFICIENTS.
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- Numerical Algebra, Control & Optimization, 2024, v. 14, n. 4, p. 813, doi. 10.3934/naco.2024020
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- Publication type:
- Article
28
Forward-backward stochastic differential equations: Initiation, development and beyond.
- Published in:
- Numerical Algebra, Control & Optimization, 2023, v. 13, n. 3/4, p. 1, doi. 10.3934/naco.2022011
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- Publication type:
- Article
29
A stochastic hybrid optimal control with regime switching and recursive cost functional.
- Published in:
- Mathematical Control & Related Fields, 2024, v. 14, n. 4, p. 1, doi. 10.3934/mcrf.2024002
- By:
- Publication type:
- Article
30
Causal state feedback representation for linear quadratic optimal control problems of singular Volterra integral equations.
- Published in:
- Mathematical Control & Related Fields, 2023, v. 13, n. 4, p. 1, doi. 10.3934/mcrf.2022038
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- Publication type:
- Article
31
Stochastic optimal control — A concise introduction.
- Published in:
- Mathematical Control & Related Fields, 2022, v. 12, n. 4, p. 1, doi. 10.3934/mcrf.2020027
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- Publication type:
- Article
32
SECOND-ORDER NECESSARY CONDITIONS FOR OPTIMAL CONTROL OF SEMILINEAR ELLIPTIC EQUATIONS WITH LEADING TERM CONTAINING CONTROLS.
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- Mathematical Control & Related Fields, 2018, v. 8, n. 1, p. 57, doi. 10.3934/mcrf.2018003
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- Publication type:
- Article
33
EXACT CONTROLLABILITY OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED PROBLEMS.
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- Mathematical Control & Related Fields, 2017, v. 7, n. 2, p. 305, doi. 10.3934/mcrf.2017011
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- Publication type:
- Article
34
FORWARD-BACKWARD EVOLUTION EQUATIONS AND APPLICATIONS.
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- Mathematical Control & Related Fields, 2016, v. 6, n. 4, p. 653, doi. 10.3934/mcrf.2016019
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- Publication type:
- Article
35
OPTIMAL CONTROL PROBLEMS OF FORWARD-BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 613, doi. 10.3934/mcrf.2015.5.613
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- Publication type:
- Article
36
A LINEAR-QUADRATIC OPTIMAL CONTROL PROBLEM FOR MEAN-FIELD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE HORIZON.
- Published in:
- Mathematical Control & Related Fields, 2015, v. 5, n. 1, p. 97, doi. 10.3934/mcrf.2015.5.97
- By:
- Publication type:
- Article
37
EUROPEAN-TYPE CONTINGENT CLAIMS IN AN INCOMPLETE MARKET WITH CONSTRAINED WEALTH AND PORTFOLIO.
- Published in:
- Mathematical Finance, 1999, v. 9, n. 4, p. 387, doi. 10.1111/1467-9965.00075
- By:
- Publication type:
- Article
38
Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators.
- Published in:
- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 4, p. 301, doi. 10.3934/puqr.2022018
- By:
- Publication type:
- Article
39
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems.
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- Discrete & Continuous Dynamical Systems: Series A, 2019, v. 39, n. 5, p. 2785, doi. 10.3934/dcds.2019117
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- Publication type:
- Article
40
Direct adaptive control of a class of MIMO nonlinear systems.
- Published in:
- International Journal of Control, 1992, v. 56, n. 5, p. 1103, doi. 10.1080/00207179208934359
- By:
- Publication type:
- Article
41
Unified adaptive control of non-minimum-phase systems Part 2. Target tracking and dynamic compensation.
- Published in:
- International Journal of Control, 1990, v. 52, n. 2, p. 423, doi. 10.1080/00207179008953544
- By:
- Publication type:
- Article
42
Unified adaptive control of non-minimum-phase systems Part 1. Weighted control effort and pole placement for stochastic systems.
- Published in:
- International Journal of Control, 1989, v. 50, n. 3, p. 917, doi. 10.1080/00207178908953407
- By:
- Publication type:
- Article
43
Stabilization of discrete-time linear systems with a time delay in the feedback loop.
- Published in:
- International Journal of Control, 1988, v. 48, n. 4, p. 1475, doi. 10.1080/00207178808906263
- By:
- Publication type:
- Article
44
Well-posedness and regularity of backward stochastic Volterra integral equations.
- Published in:
- Probability Theory & Related Fields, 2008, v. 142, n. 1/2, p. 21, doi. 10.1007/s00440-007-0098-6
- By:
- Publication type:
- Article
45
Linear forward-backward stochastic differential equations with random coefficients.
- Published in:
- Probability Theory & Related Fields, 2006, v. 135, n. 1, p. 53, doi. 10.1007/s00440-005-0452-5
- By:
- Publication type:
- Article
46
On semi-linear degenerate backward stochastic partial differential equations.
- Published in:
- Probability Theory & Related Fields, 2002, v. 123, n. 3, p. 381, doi. 10.1007/s004400100193
- By:
- Publication type:
- Article
47
On linear, degenerate backward stochastic partial differential equations.
- Published in:
- Probability Theory & Related Fields, 1999, v. 113, n. 2, p. 135, doi. 10.1007/s004400050205
- By:
- Publication type:
- Article
48
Finding adapted solutions of forward–backward stochastic differential equations: method of continuation.
- Published in:
- Probability Theory & Related Fields, 1997, v. 107, n. 4, p. 537, doi. 10.1007/s004400050098
- By:
- Publication type:
- Article
49
A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon.
- Published in:
- Applied Mathematics & Optimization, 2014, v. 70, n. 1, p. 29, doi. 10.1007/s00245-013-9233-1
- By:
- Publication type:
- Article
50
Linear Forward-Backward Stochastic Differential Equations.
- Published in:
- Applied Mathematics & Optimization, 1999, v. 39, n. 1, p. 93, doi. 10.1007/s002459900100
- By:
- Publication type:
- Article