Concepedia

Jiongmin Yong

JY

114

Publications

6.3K

Citations

43

H-Index

1987

Active since

Affiliations

University of Central Florida(Current)

Fudan University

Purdue University West Lafayette

Hong Kong Polytechnic University

Sichuan University

Jiongmin Yong is an author at University of Central Florida specializing in engineering, stochastic calculus, and stochastic analysis.

Top concepts

EngineeringStochastic CalculusStochastic AnalysisSystems EngineeringMathematical ProgrammingGame TheoryStochastic Differential EquationsBusinessGamesFunctional Analysis

Publications per year

1987–2024

114

Publications

114

Solving forward-backward stochastic differential equations explicitly — a four step scheme

Jin Ma, Philip Protter, Jiongmin Yong · Probability Theory and Related Fields · 1994 · 748 citations · Full text

Numerical Analysis, Engineering, Natural Sciences +9

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

Jiongmin Yong · SIAM Journal on Control and Optimization · 2013 · 335 citations

Optimal Control, Mean Field Game, Mathematical Control Theory +4

Finding adapted solutions of forward–backward stochastic differential equations: method of continuation

Jiongmin Yong · Probability Theory and Related Fields · 1997 · 192 citations · Full text

Engineering, Stochastic Processes, Stochastic System +7

A Leader-Follower Stochastic Linear Quadratic Differential Game

Jiongmin Yong · SIAM Journal on Control and Optimization · 2002 · 191 citations

Differential Game, Stochastic Game, Game Theory +7

Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

Jingrui Sun, Xun Li, Jiongmin Yong · SIAM Journal on Control and Optimization · 2016 · 186 citations

Stochastic Hybrid System, Engineering, Stochastic Optimization +9

Rows per page

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