| 1 |
OPTIMAL ERGODIC CONTROL OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH QUADRATIC COST FUNCTIONALS HAVING INDEFINITE WEIGHTS
Mei HW, Wei QM, Yong JM
SIAM Journal on Control and Optimization, 59(1), 584, 2021 |
| 2 |
CONTROLLED SINGULAR VOLTERRA INTEGRAL EQUATIONS AND PONTRYAGIN MAXIMUM PRINCIPLE
Lin P, Yong JM
SIAM Journal on Control and Optimization, 58(1), 136, 2020 |
| 3 |
Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon
Sun JR, Yong JM
Applied Mathematics and Optimization, 78(1), 145, 2018 |
| 4 |
TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS
Wei QM, Yong JM, Yu ZY
SIAM Journal on Control and Optimization, 55(6), 4156, 2017 |
| 5 |
OPTIMAL CONTROLS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH AN APPLICATION IN POPULATION MODELING
Lenhart S, Xiong J, Yong JM
SIAM Journal on Control and Optimization, 54(2), 495, 2016 |
| 6 |
OPEN-LOOP AND CLOSED-LOOP SOLVABILITIES FOR STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS
Sun JR, Li X, Yong JM
SIAM Journal on Control and Optimization, 54(5), 2274, 2016 |
| 7 |
A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon
Huang JH, Li X, Yong JM
Applied Mathematics and Optimization, 70(1), 29, 2014 |
| 8 |
LINEAR QUADRATIC STOCHASTIC DIFFERENTIAL GAMES: OPEN-LOOP AND CLOSED-LOOP SADDLE POINTS
Sun JR, Yong JM
SIAM Journal on Control and Optimization, 52(6), 4082, 2014 |
| 9 |
LINEAR-QUADRATIC OPTIMAL CONTROL PROBLEMS FOR MEAN-FIELD STOCHASTIC DIFFERENTIAL EQUATIONS
Yong JM
SIAM Journal on Control and Optimization, 51(4), 2809, 2013 |
| 10 |
OPTIMALITY VARIATIONAL PRINCIPLE FOR CONTROLLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH MIXED INITIAL-TERMINAL CONDITIONS
Yong JM
SIAM Journal on Control and Optimization, 48(6), 4119, 2010 |
