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科研机构
四川大学 [5]
山东大学 [4]
数学与系统科学研究院 [3]
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期刊论文 [12]
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2020 [1]
2019 [2]
2017 [2]
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2011 [3]
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An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems
期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 85, 期号: 2, 页码: 27
作者:
Archibald, Richard
;
Bao, Feng
;
Yong, Jiongmin
;
Zhou, Tao
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2021/01/14
Stochastic optimal control
Nonlinear filtering
Data driven
Maximum principle
Stochastic optimization
Backward stochastic Volterra integral equations—Representation of adapted solutions
期刊论文
Stochastic Processes and their Applications, 2019
作者:
Tianxiao Wang
;
Jiongmin Yong
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2019/02/25
Backward
stochastic
Volterra
integral
equations
Adapted
solutions
Representation
partial
differential
equations
Representation
of
adapted
solutions.
LINEAR QUADRATIC STOCHASTIC OPTIMAL CONTROL PROBLEMS WITH OPERATOR COEFFICIENTS: OPEN-LOOP SOLUTIONS
期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2019, 卷号: 25
作者:
Wei, Qingmeng
;
Yong, Jiongmin
;
Yu, Zhiyong
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  |  
浏览/下载:16/0
  |  
提交时间:2019/12/11
Linear stochastic differential equation with operator coefficients
open-loop solvability
forward-backward stochastic differential
equations
mean-field linear quadratic control problem
mean-variance
portfolio selection
TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 卷号: 55, 期号: 6, 页码: 4156-4201
作者:
Wei, Qingmeng
;
Yong, Jiongmin
;
Yu, Zhiyong
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/16
time-inconsistency
equilibrium strategy
stochastic optimal control
stochastic differential games
equilibrium Hamilton-Jacobi-Bellman
equation
EXACT CONTROLLABILITY OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED PROBLEMS
期刊论文
MATHEMATICAL CONTROL AND RELATED FIELDS, 2017, 卷号: 7, 期号: 2, 页码: 305-345
作者:
Wang, Yanqing
;
Yang, Donghui
;
Yong, Jiongmin
;
Yu, Zhiyong
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/12
Controlled stochastic differential equation
L-p-exact controllability
observability inequality
norm optimal control problem
Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations
期刊论文
Mathematical Control and Related Fields, 2015
作者:
Yufeng SHi
;
Tianxiao Wang
;
Jiongmin Yong
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/02/25
OPTIMAL CONTROL PROBLEMS OF FORWARD-BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
期刊论文
Mathematical control and related fields, 2015, 卷号: 5, 期号: 3, 页码: 613-649
作者:
Shi, Yufeng
;
Wang, Tianxiao
;
Yong, Jiongmin
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/17
Forward-backward stochastic Volterra integral equations
adapted Msolution
stochastic maximum principle
duality principle
stochastic Fredholm-Volterra integral equations
Heat Equation with Memory in Anisotropic and Non-Homogeneous Media
期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2011, 卷号: 27, 期号: 2, 页码: 219-254
作者:
Yong, Jiongmin
;
Zhang, Xu
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  |  
浏览/下载:13/0
  |  
提交时间:2018/07/30
Heat equation with memory
anisotropic and non-homogeneous media
well-posedness
propagation speed
Heat Equation with Memory in Anisotropic and Non-Homogeneous Media
期刊论文
Acta Mathematica Sinica.English Series, 2011, 卷号: 第27卷, 页码: P219-254
作者:
Yong Jiongmin
;
Zhang Xu
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/02/28
Heat equation with memory anisotropic and non-homogeneous media well-posedness propagation speed
Heat equation with memory in anisotropic and non-homogeneous media
期刊论文
Acta Mathematica Sinica, 2011
作者:
Jiongmin Yong
;
Xu Zhang
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/02/25
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