73 citations · 232 across the 43 of their papers we have counts for
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math.PR2015★ 4 cited
Forward-Backward Evolution Equations and Applications
Jiongmin Yong
Well-posedness is studied for a special system of two-point boundary value problem for evolution equations which is called a forward-backward evolution equation (FBEE, for short).…
math.OC2015★ 10 cited
Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
Jingrui Sun, Xun Li, Jiongmin Yong
This paper is concerned with a stochastic linear quadratic (LQ, for short) optimal control problem. The notions of open-loop and closed-loop solvabilities are introduced. A simple…