73 citations · 232 across the 43 of their papers we have counts for
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Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems
Hongwei Mei, Jiongmin Yong
An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-expo…
Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle
Ping Lin, Jiongmin Yong
This paper is concerned with a class of controlled singular Volterra integral equations, which could be used to describe problems involving memories. The well-known fractional orde…
Second-Order Necessary Conditions for Optimal Control of Semilinear Elliptic Equations with Leading Term Containing Controls
Hongwei Lou, Jiongmin Yong
An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the cont…
Linear Quadratic Stochastic Optimal Control Problems with Operator Coefficients: Open-Loop Solutions
Qingmeng Wei, Jiongmin Yong, Zhiyong Yu
An optimal control problem is considered for linear stochastic differential equations with quadratic cost functional. The coefficients of the state equation and the weights in the…