Faculty

Institution

Unit

Venue

Jiongmin Yong

Professor of Mathematics

University of Central Florida

Affiliations

College of Sciences

Mathematics Department

Jiongmin Yong is currently serving as a College Of Sciences Professor of Mathematics at University of Central Florida.

Honors

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Experiences

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Education

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Jiongmin Yong

University of Central Florida

Professor of Mathematics

You can click a keyword to filter the displayed items

applied mathematics mathematical control theory mathematical optimization control optimization control systems automatic control mathematics mathematical analysis dynamical systems game theory stochastic calculus systems engineering control science stochastic process optimal control numerical analysis probability theory stochastic optimization aerospace engineering stochastic control optimal controls financial economics nonlinear analysis stochastic systems differential games stochastic differential equations infinite horizon theoretical analysis dynamic programming impulse controls random coefficients engineering optimization computational optimization numerical simulations nonlinear dynamics stochastic dynamical systems empirical finance controllability nonlinear control optimization problems evolution equations algorithmic game theory feedback stabilization concise introduction differential evasion games scientific computing system science nonlinear science combinatorial optimization option pricing computational game theory numerical method for partial differential equation infinite dimensional problem system dynamics dynamic optimization hjb equations adapted solutions mixed initial-terminal conditions exact controllability heat equation forward-backward sdes optimal control problems stochastic optimal control numerical algorithms boundary value problems space weather geophysical research continuous optimization wave theory shadowed set discrete dynamical systems portfolio optimization portfolio allocation control engineering applied algebra optimal transport theoretical economics financial mathematics finance mathematical finance mathematical economics

Notable Scholarly Works

Notable Federal Grants

Collaborators

Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon With Regime Switching. arXiv (Cornell University) (2025)

Mei, HongweiWei, QingmengYong, Jiongmin

stochastic calculusstochastic optimizationmathematical optimizationstochastic controlcontrol optimizationdynamical systemslinear controllinear-quadratic optimal controlstochastic processautomatic controlapplied mathematicsstochastic differential equations

A Stochastic Hybrid Optimal Control With Regime Switching and Recursive Cost Functional. Mathematical Control and Related Fields (2024)

Yue ZhouJiongmin Yong

mathematical control theoryrecursive cost functionalregime switching

Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations With a Type of Random Coefficients. Numerical Algebra Control and Optimization (2024)

Hongwei MeiQingmeng WeiJiongmin Yong

random coefficientscontrol systemscontrol optimizationapplied mathematics

Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions. Journal de Mathématiques Pures et Appliquées (2024)

Hanxiao WangJiongmin YongChao Zhou

optimal controlstime-consistent solutionsapplied mathematics

Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems. SIAM Journal on Control and Optimization (2024)

Jingrui SunJiongmin Yong

turnpike propertiescontrol systemscontrol optimizationapplied mathematics

Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems With Periodic Coefficients. Journal of Differential Equations (2024)

Jingrui SunJiongmin Yong

turnpike propertiesperiodic coefficientsapplied mathematics

A Stochastic Maximum Principle Approach for Reinforcement Learning With Parameterized Environment. Journal of Computational Physics (2023)

Richard ArchibaldFeng BaoJiongmin Yong

scientific computingparameterized environmentcomputer sciencereinforcement learning

Erratum to: Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems. Chinese Annals of Mathematics Series B (2023)

Jingrui SunHanxiao WangJiongmin Yong

mathematical control theoryturnpike propertiesapplied mathematics

Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations. SIAM Journal on Control and Optimization (2023)

Hanxiao WangJiongmin YongChao Zhou

systems engineeringcontrol systemscausal state feedbackpath-dependent riccati equationsmathematical control theorycontrol optimizationcontrol sciencelinear-quadratic optimal controls

Nonstandard Linear-Quadratic Decision Making. (2023)

Tamer BaşarJun MoonJiongmin YongHuanshui Zhang

control systemsstochastic dynamicsdifferential gamesstochastic controlstochastic gamescontrol paradigmcontrol system technologycontrol optimizationstochastic systemsstochastic processautomatic controlapplied mathematicstutorial sessionmathematicsincentive designs

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Jiongmin Yong

Professor of Mathematics

University of Central Florida

Affiliations

College of Sciences

Mathematics Department

Jiongmin Yong is currently serving as a College Of Sciences Professor of Mathematics at University of Central Florida.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Jiongmin Yong

University of Central Florida

Professor of Mathematics

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon With Regime Switching. arXiv (Cornell University) (2025)

Mei, HongweiWei, QingmengYong, Jiongmin

A Stochastic Hybrid Optimal Control With Regime Switching and Recursive Cost Functional. Mathematical Control and Related Fields (2024)

Yue ZhouJiongmin Yong

mathematical control theoryrecursive cost functionalregime switching

Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations With a Type of Random Coefficients. Numerical Algebra Control and Optimization (2024)

Hongwei MeiQingmeng WeiJiongmin Yong

random coefficientscontrol systemscontrol optimizationapplied mathematics

Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions. Journal de Mathématiques Pures et Appliquées (2024)

Hanxiao WangJiongmin YongChao Zhou

optimal controlstime-consistent solutionsapplied mathematics

Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems. SIAM Journal on Control and Optimization (2024)

Jingrui SunJiongmin Yong

turnpike propertiescontrol systemscontrol optimizationapplied mathematics

Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems With Periodic Coefficients. Journal of Differential Equations (2024)

Jingrui SunJiongmin Yong

turnpike propertiesperiodic coefficientsapplied mathematics

A Stochastic Maximum Principle Approach for Reinforcement Learning With Parameterized Environment. Journal of Computational Physics (2023)

Richard ArchibaldFeng BaoJiongmin Yong

scientific computingparameterized environmentcomputer sciencereinforcement learning

Erratum to: Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems. Chinese Annals of Mathematics Series B (2023)

Jingrui SunHanxiao WangJiongmin Yong

mathematical control theoryturnpike propertiesapplied mathematics

Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations. SIAM Journal on Control and Optimization (2023)

Hanxiao WangJiongmin YongChao Zhou

systems engineeringcontrol systemscausal state feedbackpath-dependent riccati equationsmathematical control theorycontrol optimizationcontrol sciencelinear-quadratic optimal controls

Nonstandard Linear-Quadratic Decision Making. (2023)

Tamer BaşarJun MoonJiongmin YongHuanshui Zhang

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