73 citations · 232 across the 43 of their papers we have counts for
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math.OC2013★ 3 cited
A Deterministic Affine-Quadratic Optimal Control Problem
Yuanchang Wang, Jiongmin Yong
A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is sho…
math.OC2013★ 10 cited
Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations --- Time-Consistent Solutions
Jiongmin Yong
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problem…