73 citations · 232 across the 43 of their papers we have counts for
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math.OC2011★ 15 cited
A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations
Jiongmin Yong
A Linear-quadratic optimal control problem is considered for mean-field stochastic differential equations with deterministic coefficients. By a variational method, the optimality s…
math.OC2011
Hamilton-Jacobi Equations and Two-Person Zero-Sum Differential Games with Unbounded Controls
Hong Qiu, Jiongmin Yong
A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivity conditions, the upper and lower value functions are characterized as the uniq…