E-LIB Suche - Ergebnisse für: Yong, Jiongmin

1

Turnpike properties for stochastic linear-quadratic optimal..:

Sun, Jingrui ; Yong, Jiongmin
Journal of Differential Equations. 400 (2024) - p. 189-229 , 2024

Link: https://doi.org/10.1016/..

2

Turnpike Properties for Mean-Field Linear-Quadratic Optimal..:

Sun, Jingrui ; Yong, Jiongmin
SIAM Journal on Control and Optimization. 62 (2024) 1 - p. 752-775 , 2024

Link: https://doi.org/10.1137/..

3

A stochastic maximum principle approach for reinforcement l..:

Archibald, Richard ; Bao, Feng ; Yong, Jiongmin
Journal of Computational Physics. 488 (2023) - p. 112238 , 2023

Link: https://doi.org/10.1016/..

4

Optimal control of a parabolic equation with memory:

Casas, Eduardo ; Yong, Jiongmin
ESAIM: Control, Optimisation and Calculus of Variations. 29 (2023) - p. 23 , 2023

Link: https://doi.org/10.1051/..

5

Erratum to: Turnpike Properties for Stochastic Linear-Quadr..:

Sun, Jingrui ; Wang, Hanxiao ; Yong, Jiongmin
Chinese Annals of Mathematics, Series B. , 2023

Link: https://doi.org/10.1007/..

6

Spike Variations for Stochastic Volterra Integral Equations:

Wang, Tianxiao ; Yong, Jiongmin
SIAM Journal on Control and Optimization. 61 (2023) 6 - p. 3608-3634 , 2023

Link: https://doi.org/10.1137/..

7

Present-biased lobbyists in linear–quadratic stochastic dif..:

Lazrak, Ali ; Wang, Hanxiao ; Yong, Jiongmin
Finance and Stochastics. 27 (2023) 4 - p. 947-984 , 2023

Link: https://doi.org/10.1007/..

8

Stochastic linear-quadratic optimal control problems — Rece..:

Sun, Jingrui ; Yong, Jiongmin
Annual Reviews in Control. 56 (2023) - p. 100899 , 2023

Link: https://doi.org/10.1016/..

9

Nonstandard Linear-Quadratic Decision Making:

, In: 2023 62nd IEEE Conference on Decision and Control (CDC),

Basar, Tamer ; Moon, Jun ; Yong, Jiongmin. - p. 8901-8920 , 2023

Link: https://doi.org/10.1109/..

10

Linear-Quadratic Optimal Controls for Stochastic Volterra I..:

Wang, Hanxiao ; Yong, Jiongmin ; Zhou, Chao
SIAM Journal on Control and Optimization. 61 (2023) 4 - p. 2595-2629 , 2023

Link: https://doi.org/10.1137/..

11

Turnpike Properties for Stochastic Linear-Quadratic Optimal..:

Sun, Jingrui ; Wang, Hanxiao ; Yong, Jiongmin
Chinese Annals of Mathematics, Series B. 43 (2022) 6 - p. 999-1022 , 2022

Link: https://doi.org/10.1007/..

12

Infinite Horizon Linear Quadratic Overtaking Optimal Contro..:

Huang, Jianping ; Yong, Jiongmin ; Zhou, Hua-Cheng
SIAM Journal on Control and Optimization. 59 (2021) 2 - p. 1312-1340 , 2021

Link: https://doi.org/10.1137/..

13

Social Optima in Mean Field Linear-Quadratic-Gaussian Contr..:

Huang, Jianhui ; Wang, Bing-Chang ; Yong, Jiongmin
SIAM Journal on Control and Optimization. 59 (2021) 2 - p. 825-856 , 2021

Link: https://doi.org/10.1137/..

14

Optimal Ergodic Control of Linear Stochastic Differential E..:

Mei, Hongwei ; Wei, Qingmeng ; Yong, Jiongmin
SIAM Journal on Control and Optimization. 59 (2021) 1 - p. 584-613 , 2021

Link: https://doi.org/10.1137/..

15

Non-equivalence of stochastic optimal control problems with..:

Yong, Jiongmin ; Zhang, Jianfeng
Systems & Control Letters. 153 (2021) - p. 104948 , 2021

Link: https://doi.org/10.1016/..