Jingrui Sun received his Ph D in Mathematics from the University of Science and Technology of China in 2015. From 2015 to 2017, he was a Postdoctoral Fellow at the Hong Kong Polytechnic University and then a Research Fellow at the National University of Singapore. From 2017 to 2018, he was a Visiting Assistant Professor at the University of Central Florida, USA. Since the spring of 2019, he has been an Assistant Professor at the Southern University of Science and Technology, China. Dr. Sun has broad interests in the area of control theory and its applications. Aside from his primary research on stochastic optimal control and differential games, he is exploring forward and backward stochastic differential equations, stochastic analysis, and mathematical finance.
Jiongmin Yong received his Ph D from Purdue University in 1986 and is currently a Professor of Mathematics at the University of Central Florida, USA. His main research interests include stochastic control, stochastic differential equations, and optimal control of partial differential equations. Professor Yong has co-authored the following influential books: “Stochastic Control: Hamiltonian Systems and HJB Equations” (with X. Y. Zhou, Springer 1999), “Forward-Backward Stochastic Differential Equations and Their Applications” (with J. Ma, Springer 1999), and “Optimal Control Theory for Infinite-Dimensional Systems” (with X. Li, Birkhauser 1995). His current interests include time-inconsistent stochastic control problems.
9 Ebooks bởi Jiongmin Yong
Shanjian Tang & Jiongmin Yong: CONTROL THEORY & RELATED TOPICS
Xunjing Li (1935-2003) was a pioneer in control theory in China. He was known in the Chinese community of applied mathematics, and in the global community of optimal control theory of distributed par …
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€349.99
Jiongmin Yong: RECENT DEVELOPMENTS IN MATHEMATICAL ….
The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, etc. It also reflects …
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€209.99
Jiongmin Yong: OPTIMIZATION THEORY: A CONCISE INTRODUCTION
Mathematically, most of the interesting optimization problems can be formulated to optimize some objective function, subject to some equality and/or inequality constraints. This book introduces some …
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€19.99
Jiongmin Yong: DIFFERENTIAL GAMES: A CONCISE INTRODUCTION
This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, followed by a basic th …
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€41.99
Jiongmin Yong & Xun Yu Zhou: Stochastic Controls
As is well known, Pontryagin’s maximum principle and Bellman’s dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. * An interes …
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€205.74
Xungjing Li & Jiongmin Yong: Optimal Control Theory for Infinite Dimensional Systems
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic- plastic material, fluid dynamics, diffusion-reaction p …
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€253.61
Jin Ma & Jiongmin Yong: Forward-Backward Stochastic Differential Equations and their Applications
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the ‘Four St …
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€70.63
Jingrui Sun & Jiongmin Yong: Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for t …
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€69.54
Jingrui Sun & Jiongmin Yong: Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the re …
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€69.54