4. Mathematics
  5. Optimization and Control

Jiongmin Yong

Mathematics – Optimization and Control

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A Deterministic Linear Quadratic Time-Inconsistent Optimal Control Problem

Mathematics – Optimization and Control
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A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations

Mathematics – Optimization and Control
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Hamilton-Jacobi Equations and Two-Person Zero-Sum Differential Games with Unbounded Controls

Mathematics – Optimization and Control
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Mean-Field Backward Stochastic Volterra Integral Equations

Mathematics – Probability
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Representation of Itô Integrals by Lebesgue/Bochner Integrals

Mathematics – Probability
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Profile ID: LFWR-SCP-P-176165

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