Books by Jiongmin Yong
Optimal Control Theory for Infinite Dimensional Systems
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Stochastic Controls: Hamiltonian Systems and HJB Equations
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Optimal Control Theory for Infinite Dimensional Systems
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Stochastic Controls: Hamiltonian Systems and HJB Equations
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Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
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Time-Delayed Linear Quadratic Optimal Control Problems
Jiongmin Yong, Jingtao Shi, Weijun Meng
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Forward-Backward Stochastic Differential Equations and Their Applications
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